• Journal of applied mathematics & informatics
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• 제33권5_6호
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• pp.607-625
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• 2015

Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1459-1463
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• 2009

Recently, Zhao et.al [European Journal of Operational Research 169 (2006) 189-201] discussed a random fuzzy renewal process based on random fuzzy theory. They considered the rate of the random fuzzy renewal process and presented a random fuzzy elementary renewal theorem. They also established Blackwell's theorem in random fuzzy sense. But all these results are invalid. We give a counter example in this note.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제9권3호
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• pp.219-223
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• 2009

Recently, Zhao et al. [Fuzzy Optimization and Decision Making (2007) 6, 279-295] characterized the interarrival times as fuzzy random variables and presented a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process in the fuzzy random renewal process. They also depicted both the interarrival times and rewards are depicted as fuzzy random variables and provided fuzzy random renewal reward theorem on the limit value of the long run expected reward per unit time in the fuzzy random renewal reward process. In this note, we simplify the proofs of two main results of the paper.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2008년도 추계학술대회
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• pp.457-463
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• 2008

In this study, the mean time to failures of a system under shock models are derived. The system receives shocks according to a stochastic process. The expected system lifetime under homogeneous Poisson shock process, nonhomogeneous Poisson shock process, and a general renewal shock process are derived. Some numerical examples are presented.

• 한국시뮬레이션학회논문지
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• 제12권3호
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• pp.31-40
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• 2003

This paper studies an optimal policy for a certain class of (s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

• 대한산업공학회지
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• 제31권1호
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• pp.27-35
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• 2005

Due to the importance of lead time demand in the design of inventory management systems, researchers and practitioners have paid continuous attention and a few analytic models using the compound distribution approach have been reported. However, since the nature of compound distributions is hardly amenable, the analytic models have been done by non‐recognition of the compound nature of some components to reduce the analytic task. This study concerns some of the important aspects in the analytic models. Through the theoretic examination of the analytic model approach and the comparison with the rigid compound stochastic process approach, this study clarifies the assumptions implicitly made by the analytic models and provides some precautions in using the analytic models. Illustrative examples are also presented.

• 한국해안·해양공학회논문집
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• 제28권4호
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• pp.191-201
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• 2016

추계학적 확률과정을 이용하여 경사제 피복재를 예방적으로 유지관리할 수 있는 조건기반모형을 개발하였다. 완전 보수보강 조건에서 가장 경제적으로 보수보강이 수행되어야 하는 최적의 시점을 결정할 수 있는 모형이다. 본 연구에서 개발된 RRP(Renewal Reward Process) 기반 경제성 모형은 이자율을 고려할 수 있을 뿐만 아니라 기존 연구에서 상수로 취급하던 비용을 시간에 따른 확률변수로 고려할 수 있다. 누적피해와 사용한계 그리고 구조물의 중요도를 모두 고려할 수 있는 함수식을 제시하여 ABM(Age-Based Maintenance)을 CBM(Condition-Based Maintenance)으로 쉽게 확장할 수 있게 하였다. 또한 함수식에 포함된 계수들을 수학적으로 산정할 수 있는 방법도 제시하였다. 두 가지 추계학적 확률과정, WP(Wiener Process)와 GP(Gamma Process)를 이용하여 경사제 사석재를 해석하였다. 사용한계, 이자율 그리고 구조물의 중요도에 따라 시간에 따른 기대총비용율을 산정하여 기대총비용율이 최소가 되는 예방적 유지관리의 최적 시점을 쉽게 추정할 수 있었다. 동일한 사용한계에서 이자율이 높을수록 최적시점은 늦어지고 그에 따라 기대총비용율도 낮아졌다. 또한 상대적으로 GP가 WP보다 더 보수적으로 최적시점을 예측하였다. 마지막으로 동일한 조건에서 구조물의 중요도가 높을수록 더 자주 예방적 보수보강을 실시하여야 한다는 것을 알았다.

• 한국해안·해양공학회논문집
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• 제28권2호
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• pp.63-72
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• 2016

경사제 피복재와 같은 항만 구조물의 유지관리 계획에서 중요한 최적 정밀점검시기를 쉽게 결정할 수 있는 RRP(Renewal Reward Process)기반 기대할인비용모형인 추계학적 결정모형을 개발하였다. PIM(Periodic Inspection and Maintenance)과 CBIM(Condition-Based Inspection and Maintenance) 정책을 동시에 적용하여 이전 모형들의 한계성을 극복할 수 있는 수학적 모형을 수립하였다. 또한 모형에 연속복리계수를 도입하여 점검 및 보수보강과 관련된 비용들의 시간에 따른 가치변화를 고려하였다. 먼저 파괴율 함수가 일정한 조건에서 해석해를 유도하고, 분포함수에 따른 영향 등 다각적 민감도 분석을 수행하여 본 연구에서 유도된 해석해가 기존에 제시된 해석해를 포함하며 적용성이 더 우수함을 확인 할 수 있었다. 추계학적 확률과정을 이용하는 경우에도 본 연구에서 수립된 모형은 경사제 피복재와 같은 구조물의 추계학적 누적피해도의 비선형성을 올바로 해석할 수 있다. 특히 MCS(Monte-Carlo Simulation) 기반 표본경로기법을 사용하여 모형의 피해강도함수의 계수들을 비교적 쉽게 산정할 수 있었다. 마지막으로 본 연구에서 개발된 추계학적 결정 모형을 경사제 피복재에 만족스럽게 적용하였다. 누적피해의 거동 특성, 사용한계의 수준 그리고 구조물의 중요도에 따라 단위시간당 기대 총 비용이 최소가 되는 경사제의 피복재의 최적 정밀점검 시점을 비교적 쉽게 결정할 수 있었다.

• 대한수학회지
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• 제36권6호
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• pp.1115-1132
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• 1999

We consider a supercritical multitype age dependent branching process. We define a stochastic process Zf(t) which is a functional of the empirical age distribution. When the limit of the expectation of this functional vanishes we4 find some sufficient conditions for the asymptotic normality of the mean of f with respect to the empirical age distribution at time t.

• Industrial Engineering and Management Systems
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• 제1권1호
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• pp.87-92
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• 2002

A stochastic process {$A_n$, n = 1, 2, ...} is an arithmetic process (AP) if there exists some real number, d, so that {$A_n$ + (n-1)d, n =1, 2, ...} is a renewal process (RP). AP is a stochastically monotonic process and can be used for modeling a point process, i.e. point events occurring in a haphazard way in time (or space), especially with a trend. For example, the vents may be failures arising from a deteriorating machine; and such a series of failures id distributed haphazardly along a time continuum. In this paper, we discuss estimation procedures for an AP, similar to those for a geometric process (GP) proposed by Lam (1992). Two statistics are suggested for testing whether a given process is an AP. If this is so, we can estimate the parameters d, ${\mu}_{A1}$ and ${\sigma}^{2}_{A1}$ of the AP based on the techniques of simple linear regression, where ${\mu}_{A1}$ and ${\sigma}^2_{A1}$ are the mean and variance of the first random variable $A_1$ respectively. In this paper, the procedures are, for the most part, discussed in reliability terminology. Of course, the methods are valid in any area of application, in which case they should be interpreted accordingly.