• International Journal of Fuzzy Logic and Intelligent Systems
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• v.13 no.1
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• pp.19-30
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• 2013

Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

• Journal of the Korea Society of Computer and Information
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• v.10 no.4 s.36
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• pp.213-219
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• 2005

In order to move NPC's to target location at game maps, various algorithm including A* has been used. The most frequently used algorithm among them is A* with fast finding speed. But A* has the following problems. The first problem is that at randomly changing map, it is necessary to calculate all things again whenever there are any changes. And when calculation is wrong, it is not possible to search for target. The second problem is that it is difficult to move avoiding dangerous locations damaging NPC such as an obstruction. Although it is possible to avoid moving to locations with high weight by giving weight to dangerous factors. it is difficult to control in case NPC moves nearby dangerous factors. In order to solve such problems, in this thesis, the researcher applied Dynamic Programming to path-finding algorithm. As the result of its application, the researcher could confirm that the programming was suitable for changes at the map with random change and NPC's avoided the factors being dangerous to them far away. In addition. when compared to A*, there were good results.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.53 no.7
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• pp.465-472
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• 2004

Analog CPPN-based optimal road boundary detection algorithm for autonomous vehicle is proposed. The CPPN is a massively connected analog parallel array processor. In the paper, the dynamic programming which is an efficient algorithm to find the optimal path is implemented with the CPPN algorithm. If the image of road-boundary information is utilized as an inter-cell distance, and goals and start lines are positioned at the top and the bottom of the image, respectively, the optimal path finding algorithm can be exploited for optimal road boundary detection. By virtue of the parallel and analog processing of the CPPN and the optimal solution of the dynamic programming, the proposed road boundary detection algorithm is expected to have very high speed and robust processing if it is implemented into circuits. The proposed road boundary algorithm is described and simulation results are reported.

• Journal of Korean Institute of Industrial Engineers
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• v.34 no.4
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• pp.414-424
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• 2008

Disassembly scheduling is the problem of determining the quantity and timing of disassembling used or end-of-life products while satisfying the demand of their parts or components over a given planning horizon. This paper considers the two-level disassembly structure that describes a direct relationship between the used product and its parts or components. To formulate the problem mathematically, we first suggest an integer programming model, and then reformulate it to a dynamic programming model after characterizing properties of optimal solutions. Based on the dynamic programming model, we develop a polynomial exact algorithm and illustrate it with an example problem.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.6
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• pp.514-523
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• 2002

Feeder arrangement is an important element of process planning for printed circuit board assembly systems. This paper newly proposes a feeder arrangement method for multihead-gantry chip mounters. The multihead-gantry chip mounters are very popular in printed circuit board assembly system, but the research has been mainly focused on single-head-gantry chip mounters. We present an integer programming formulation for optimization problem of multihead-gantry chip mounters, and propose a heuristic method to solve the large NP-complete problem in reasonable time. Dynamic programming method is then applied to feeder arrangement optimization to reduce the overall assembly time. Comparative simulation results are finally presented to verify the usefulness of the proposed method.

• IE interfaces
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• v.24 no.2
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• pp.112-118
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• 2011

This paper introduces one type of prize collecting travelling salesman problem with time windows (PCTSPTW), proposes a mixed integer programming model for the problem, and shows that the problem can be reduced to the elementary shortest path problem with time windows and capacity constraints (ESPPTC). Then, a new dynamic programming algorithm is proposed to solve ESPPTC quickly. Computational results show the effectiveness of the proposed algorithm.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.34S no.6
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• pp.11-20
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• 1997

This paper proposes a modified dynamic programming for finding the correspondence between right and left images. A dynamic programming is based on the intensity of images for stereo matching. But htis method is intended to mismatch at uniformed intensity region. To reduce thd mismatching, the stereo images are segmented to various regions with respective uniform intensity, and the different cost function has applied to the segmented region during the dynamci programming. Cost function costains jump cost. And jump cost included two parameter .alpha. and .beta. which have influence on minimum cost path. Experimental results show that the 3D shape of some stereo pairs cna be finely obtained by this proposed algorithm.

• Journal of Institute of Control, Robotics and Systems
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• v.16 no.1
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• pp.53-60
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• 2010

We propose a motion planning method for autonomous mobile robots. In order to minimize traveling time, a smooth path and a time optimal velocity profile should be generated under kinematic and dynamic constraints. In this paper, we develop an effective and practical method to generate a good solution with lower computation time. The initial path is obtained from voronoi diagram by Dijkstra's algorithm. Then the path is improved by changing the graph and path simultaneously. We apply the dynamic programming algorithm into the stage of improvement. Simulation results are presented to verify the performance of the proposed method.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.50 no.4
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• pp.180-187
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• 2001

This paper proposes an efficient evolutionary programming algorithm for solving a generation expansion planning(GEP) problem known as a highly-nonlinear dynamic problem. Evolutionary programming(EP) is an optimization algorithm based on the simulated evolution (mutation, competition and selection). In this paper, new algorithm is presented to enhance the efficiency of the EP algorithm for solving the GEP problem. By a domain mapping procedure, yearly cumulative capacity vectors are transformed into one dummy vector, whose change can yield a kind of trend in the cost value. To validate the proposed approach, this algorithm is tested on two cases of expansion planning problems. Simulation results show that the proposed algorithm can provide successful results within a resonable computational time compared with conventional EP and dynamic programming.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.2
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• pp.57-63
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• 2012

Software release planning model of software product lines was formulated as a precedence-constrained multiple 0-1 knapsack problem. The purpose of the model was to maximize the total profit of an entire set of selected features in a software product line over a multi-release planning horizon. The solution approach is a dynamic programming procedure. Feasible solutions at each stage in dynamic programming are determined by using backward dynamic programming approach while dynamic programming for multi-release planning is forward approach. The pre-processing procedure with a heuristic and reduction algorithm was applied to the single-release problems corresponding to each stage in multi-release dynamic programming in order to reduce the problem size. The heuristic algorithm is used to find a lower bound to the problem. The reduction method makes use of the lower bound to fix a number of variables at either 0 or 1. Then the reduced problem can be solved easily by the dynamic programming approaches. These procedures keep on going until release t = T. A numerical example was developed to show how well the solution procedures in this research works on it. Future work in this area could include the development of a heuristic to obtain lower bounds closer to the optimal solution to the model in this article, as well as computational test of the heuristic algorithm and the exact solution approach developed in this paper. Also, more constraints reflecting the characteristics of software product lines may be added to the model. For instance, other resources such as multiple teams, each developing one product or a platform in a software product line could be added to the model.