• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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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.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1987년도 전기.전자공학 학술대회 논문집(I)
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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.

• Nonlinear Functional Analysis and Applications
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• 제28권3호
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• pp.659-670
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• 2023

In this paper, we study the distributed optimal control problem of a coupled system of the host-pathogen model. The system consists of the density of the susceptible host, the density of the infected host, and the density of pathogen particles. Our main goal is to minimize the infected density and also to decrease the cost of the drugs administered. First, we prove the existence and uniqueness of solutions for the proposed problem. Then, the existence of the optimal control is established and necessary optimality conditions are also derived.

• 재무관리연구
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• 제2권1호
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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.

• 전산구조공학
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• 제10권4호
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• pp.315-325
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• 1997

본 논문에서는 이산성 연속형 최적성규준방법을 이용하여 다지간 부분프리스트레스트 콘크리트보의 최적설계 알고리즘을 유도하였고, 최적설계프로그램을 개발하였다. 목적함수로서 건설 경비는 콘크리트 경비, 긴장재 경비, 철근 경비, 그리고 거푸집 경비를 포함하였으며 이를 최소화하였다. 설계제약조건으로는 시방서상의 최대처짐제약, 휨 및 전단강도제약, 연성제약 그리고 설계변수에 대한 상.하한계제약을 고려하였다. Kuhn-Tucker 필요조건을 이용하여 최적성규준을 설계변수의 항으로 명시적으로 유도하였으며, 이때 설계변수로는 보의 유효깊이, 긴장재의 편심거리 그리고 철근비를 취하였다. 긴장재의 형상은 포물선함수로 고려하였으며, 구조물 자중의 영향은 긴장력에 의한 이차효과와 마찬가지로 실제시스템의 평형방정식에서 고려하였다. 설계변수들의 개선을 위한 반복과정과 컴퓨터프로그램을 개발하였으며, 수치예를 들어 개발된 기법의 응용성 그리고 효율성을 보였다.

• Korean Journal of Mathematics
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• 제16권1호
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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.

• 대한수학회지
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• 제43권1호
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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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• 제30권3_4호
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• pp.413-428
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• 2012

Every contingent claim is unable to be replicated in the incomplete markets. Shortfall risk is considered with some risk exposure. We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where$\tilde{\psi}H$ is a randomized test in the static problem. Convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used as risk measure. It can be shown that we have the same results as in [21, 22] even though convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used. In this paper, we use Fenchel duality Theorem in the literature to deduce necessary and sufficient optimality conditions for the static optimization problem using convex duality methods.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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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.

• Korean Journal of Mathematics
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• 제23권2호
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• pp.293-312
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• 2015

We deal with a boundary control problem for the vorticity minimization, in which the ow is governed by the time-dependent two dimensional incompressible Navier-Stokes equations. We derive a mathematical formulation and a process for an appropriate control along the portion of the boundary to minimize the vorticity motion due to the ow in the fluid domain. After showing the existence of an optimal solution, we derive the optimality system for which optimal solutions may be determined. The differentiability of the state solution in regard to the control parameter shall be conjunct with the necessary conditions for the optimal solutions.