• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.275-278
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• 1995

In this paper, we consider a dynamic shape control problem with an example of controlling a flexible beam shape. Mathematical formulations are obtained by employing the Green's function approach. Necessary conditions for optimality are derived by considering the quadratic performance criteria. Numerical results for both of the dynamic and the static cases are obtained and compared.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.28-33
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• 1994

An optimal controller, e.g. LQG controller, may not be realistic in the sense that the required control power may not be achieved by existing actuators, and the measured output is not satisfactory. To be realistic, the controller should meet such constraints as sensor or actuator limitation, performance limit, etc. In this paper, the lnput/Output Variance Constrained (IOVC) control problem will be considered from the viewpoint of mathematical programming. A dual version shall be developed to solve the IOVC control problem, whose objective is to find a stabilizing control law attaining a minimum value of a quadratic cost function subject to the inequality constraint on each input and output variance for a stabilizable and detectable plant. One approach to the constrained optimization problem is to use the Kuhn-Tucker necessary conditions for the optimality and to seek an optimal point by an iterative algorithm. However, since the algorithm uses only the necessary conditions, the convergent point may not be optimal solution. Our algorithm will guarantee a sufficiency.

• Proceedings of the KIEE Conference
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• 1987.07a
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• pp.786-790
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• 1987

An optimization problem minimizing n given time-weighted performance index for discrete-time linear multi-input systems is investigated for the prespecified closed-loop eigenvalues. Necessary conditions for an optimality of the controller that satisfies the specified closed-loop eigenvalues are derived. A computational algorithm solving the optimal constant feedback gain is presented and a numerical example is given to show the effect of a time-weighted performance index on the transient responses.

• The Korean Journal of Financial Management
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• v.2 no.1
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• pp.55-75
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• 1986

This article is to analyse the economic efficiency of capital market, which plays a role of resource allocation in terms of financial claims such as stock and bond. It provides various contributions to the welfare theoretical aspects of modern capital market theory. The key feature that distinguishes the theory described here from traditional welfare theory is the presence of uncertainty. Securities has time dimensions and the state and outcome of the future are really uncertain. This problem resulting from this uncertainty can be solved by complete market, but it has a weak power to explain real stock market. Capital Market is faced with the uncertainity because it is a kind of incomplete market. Individuals and firms in capital market made their consumption-investment decision by their own criteria, i. e. the maximization of expected utility form intertemporal consumption and the maximization of the market value of firm. We noted that allocative decisions that had to be made in the economy could be naturally subdivided into two groups. One set of decisions concerned the allocation of first-period resources among consumption $C_i$, investment in risky firms $I_j$, and riskless investment M. The other decisions concern the distribution among individuals of income available in the second period $Y_i(\theta)$. Corresponing to this grouping, the theoretical analysis of efficiency has also been dichotomized. The optimality of the distribution of output in the second period is distributive efficiency" and the optimality of the allocation of first-period resources is 'the efficiency of investment'. We have found in the distributive efficiency that the conditions for attainability is the same as the conditions for market optimality. The necessary and sufficient conditions for attainability or market optimality is that (1) all utility functions are such that -$\frac{{U_i}^'(Y_i)}{{U_i}^"(Y_i)}={\mu}_i+{\lambda}Y_i$-linear risk tolerance function where the coefficients ${\mu}_i$ and $\lambda$ are independent of $Y_i$, and (2) there are homogeneous expectations, i. e. ${\Large f}_i(\theta)={\Large f}(\theta)$ for every i. On the other hand, the efficiency of investment has disagreement about optimal investment level. The investment level for market rule will not generally lead to Pareto-optimal allocation of investment. This suboptimality is caused by (1)the difference of Diamond's decomposable production function and mean-variance valuation model and (2) the selection of exelusive investment or competitive investment. In conclusion, this article has made an analysis of conditions and processes of Pareto-optimal allocation of resources in capital marker and tried to connect with significant issues in modern finance.

• Computational Structural Engineering
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• v.10 no.4
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• pp.315-325
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• 1997

This paper describes the application of discretized continuum-type optimality criteria (DCOC) and the development of optimum design program for the multispan partially prestressed concrete beams. The cost of construction as objective function which includes the costs of concrete, prestressing steel, non-prestressing steel and formwork is minimized. The design constraints include limits on the maximum deflection, flexural and shear strengths, in addition to ductility requirements, and upper and lower bounds on design variables as stipulated by the design Code. Based on Kuhn-Tucker necessary conditions, the optimality criteria are explicitly derived in terms of the design variables-effective depth, eccentricity of prestressing steel and non-prestressing steel ratio. The prestressing profile is prescribed by parabolic functions. The self-weight of the structure is included in the equilibrium equation of the real system, as is the secondary effect resulting from the prestressing force. An iterative procedure and computer program for updating the design variables are developed. Two numerical examples of multispan PPC beams with rectangular cross-section are solved to show the applicability and efficiency of the DCOC-based technique.

• Korean Journal of Mathematics
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• v.16 no.1
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• pp.57-84
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• 2008

In this paper, a boundary control problem for a flow governed by the time-dependent two dimensional Navier-Stokes equations is considered. We derive a mathematical formulation and a relevant process for an appropriate control along the part of the boundary to minimize the drag due to the flow. After showing the existence of an optimal solution, the first order optimality conditions are derived. The strict differentiability of the state solution in regard to the control parameter shall be exposed rigorously, and the necessary conditions along with the system for the optimal solution shall be deduced in conjunction with the evaluation of the first order Gateaux derivative to the performance functional.

• Journal of the Korean Mathematical Society
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• v.43 no.1
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• pp.45-63
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• 2006

This paper is concerned with a boundary control problem for the vorticity minimization, in which the flow is governed by the stationary two dimensional Stokes equations. We wish to find a mathematical formulation and a relevant process for an appropriate control along the part of the boundary to minimize the vorticity due to the flow. After showing the existence and uniqueness of an optimal solution, we derive the optimality conditions. The differentiability of the state solution in regard to the control parameter shall be conjunct with the necessary conditions for the optimal solution. For the minimizer, an algorithm based on the conjugate gradient method shall be proposed.

• Journal of applied mathematics & informatics
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• v.40 no.5_6
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• pp.857-871
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• 2022

In this work, we formulated a mathematical model for divorce in marriage and extended in to an optimal control model. Firstly, we qualitatively established the model positivity and boundedness. Also we saw sensitivity analysis of the model and identified the positive and negative indices parameters. An optimal control model were developed by incorporating three time dependent control strategies (couple relationship education, reducing getting married too young & consulting separators to renew their marriage) on the deterministic model. The Pontryagin's maximum principle were used for the derivation of necessary conditions of the optimal control problem. Finally, with Newton's forward and backward sweep method numerical simulation were performed on optimality system by considering four integrated strategies. So that we reached to a result that using all three strategies simultaneously (the strategy D) is an optimal control in order to effectively control marriage divorce over a specified period of time. From this we conclude that, policymakers and stakeholders should use the indicated control strategy at a time in order to fight against Divorce in a population.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.3
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• pp.327-364
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• 2015

In this paper, a generalized guidance law with an arbitrary pair of guidance coefficients for impact angle control is proposed. Under the assumptions of a stationary target and a lag-free missile with constant speed, necessary conditions for the guidance coefficients to satisfy the required terminal constraints are obtained by deriving an explicit closed-form solution. Moreover, optimality of the generalized impact-angle control guidance law is discussed. By solving an inverse optimal control problem for the guidance law, it is found that the generalized guidance law can minimize a certain quadratic performance index. Finally, analytic solutions of the generalized guidance law for a first-order lag system are investigated. By solving a third-order linear time-varying ordinary differential equation, the blowing-up phenomenon of the guidance loop as the missile approaches the target is mathematically proved. Moreover, it is found that terminal misses due to the system lag are expressed in terms of the guidance coefficients, homing geometry, and the ratio of time-to-go to system time constant.

• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.981-1000
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• 2009

This paper considers asset liability management problems when their deterministic equivalent formulations are general nonlinear optimization problems. The presented approach uses a nonmonotone trust region strategy for solving a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves both primal and dual variables. Each subproblem is solved approximately. The algorithm does not restrict a monotonic decrease of the objective function value at each iteration. If a trial step is not accepted, the algorithm performs a non monotone line search to find a new acceptable point instead of resolving the subproblem. We prove that the algorithm globally converges to a point satisfying the second-order necessary optimality conditions.