• 상하수도학회지
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• 제18권2호
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• pp.145-154
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• 2004

A long-term sewer rehabilitation project consuming an enormous budget needs to be conducted systematically using an optimization skill. The optimal budgeting and ordering of priority for sewer rehabilitation projects are very important with respect to the effectiveness of investment. In this study, the sewer rehabilitation optimization model using fast-messy genetic algorithm is developed to suggest a schedule for optimal sewer rehabilitation in a subcatchment area by modifying the existing GOOSER$^{(R)}$ model having been developed using simple genetic algorithm. The sewer rehabilitation optimization model using fast-messy genetic algorithm can improve the speed converging to the optimal solution relative to GOOSER$^{(R)}$, suggesting that it is more advantageous to the sewer rehabilitation in a larger-scale subcatchment area than GOOSER.

• 대한산업공학회지
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• 제3권2호
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• pp.57-62
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• 1977

We consider the problem of determining the optimal replacement policy of the items which deteriorate appreciably with time and become obsolete. Most of the conventional engineering economy models including the widely-accepted MAPI model assume linearity of technological improvement over time, in obtaining the economic lives of items and the net present values of the replacement alternatives under consideration. The main achievement of this paper is in that it successfully relaxes this strict linearity assumption to accommodate various other types of technological improvements in determining those values. Based on these results, we also include in this paper the mathematical models by which to determine the optimal replacement policies of items both under and without capital budgeting constraints.

• 아태비즈니스연구
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• 제13권4호
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• pp.163-175
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• 2022

Purpose - This study introduces a methodology for finding the optimal tracking error of active stock funds. Tracking error is commonly used in risk budgeting techniques as a concept of cost for alpha creation. Design/methodology/approach - This study uses a post-optimal smart beta portfolio that maximizes alpha under the given tracking error constraint. Findings - As a result of the analysis, the smart beta strategy that maximized alpha under the constraint of 0.15% daily tracking error shows the highest IR. This means the maximum theoretically achievable efficiency. In this regard, a fixed-effect panel regression analysis is conducted to evaluate the active efficiency of domestic stock funds. In addition to control variables based on previous studies, the effect of tracking error on alpha is analyzed. The alpha used in this model is calculated using the smart beta portfolio according to the size of the constraint of the tracking error as a benchmark. Contrary to theoretical estimates, in Korea, the alpha performance is maximized under a daily tracking error of 0.1%. This indicates that the active efficiency of domestic equity funds is lower than the theoretical maximum. Research implications or Originality - Based on this study, it is expected that it can be used for active risk management of pension funds and performance evaluation of active strategies.

• 대한공간정보학회지
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• 제18권1호
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• pp.41-46
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• 2010

최신 다차원 공간정보기술은 대학 내의 수많은 시설들에 대한 효율적 시설물관리 지원업무, 사업비 예산편성 및 관리 등의 예산편성 의사결정지원업무, 그리고 입시홍보 등을 수행하는 자료로 그 중요성이 부각되고 있다. 따라서 본 연구에서는 대학의 시설물관리를 위한 다차원 공간정보를 구축하여 신규 건축예정인 건물에 대해 공간 활용을 극대화할 수 있는 최적의 입지를 선정하였으며, 대학 상징물 이전에 따른 적지분석, 외부 환경변화에 따른 경관분석 등을 수행하였다. 그 결과 시설물 계획.관리의 합리화로 인한 대학의 쾌적한 공간조성 및 체계적 종합발전과 예산편성 또는 집행 시의 의사결정지원 등으로 중복투자방지와 예산절감 등의 효과를 극대화할 수 있는 것으로 나타났다.

• 농촌지도와개발
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• 제1권1호
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• pp.11-13
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• 1994

This study surveys recent development in the service in Korea agricultural extension, including organization, human resource, budgeting, major works. The study, then, reviews the direction of new agricultural policy and the problems in extension service to present the optimal reform for the Agricultural Extension Service.

• 정보과학회지
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• 제4권2호
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• pp.74-80
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• 1986

豫算을 가장 效果的인 經營의 手段으로 適用할 수 있다는 것은 널리 알려 져 있는 事實이지만 現在까지 一般的으로 理解되고 있는 企業의 豫算制度는 여러 가지 缺陷을 지니고 있어 實際에 있어서는 期待되는 效果를 거두지 못하고, 形式 에 그치고 있다고 볼 수 있다. 따라서 本 論文은 豫算管理의 目的인 $\ulcorner$企業의 各 部門活動을 指導調整함으로써 合理的인 運營을 꾀하여 經營目的을 達成시키는데 $\lrcorner$ 必要한 實用的이며 科學的인 豫算書를 作成하기 위함이며, 編成된 豫算自體가 正確性을 維持해야 한다는 前提아래 本 論文에서는 豫算編成의 方法을 Simulation方法에 依하며 Systems Approach에 依한 TOTAL System化를 기하 고 Computer處理를 前提로 하였다. 本 論文의 硏究對象은 製造業體를 選定했으 며 기타 對象에서도 內容修正이 可能토록 展開하였다.

• 대한산업공학회지
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• 제6권2호
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• pp.21-29
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• 1980

본(本) 연구(硏究)는 투자안(投資案)들간의 상호관계(相互關係) 및 위험(危險)을 고려한 자본예산문제(資本豫算問題)를 다루고 있다. 기존(旣存)의 개발(開發)된 모형(模型)은 확률제약조건계획모형(確率制約條件計劃模型) 및 기대효용극대화모형(期待效用極大化模型)의 두 범주(範疇)로 구분(區分)될 수 있다. 전자의 경우 목적함수(目的凾數)가 다소 제약적(制約的)이며 위험(危險)을 직접적인 형태로 고려하지 않고 있는 반면에 후자는 기대효용(期待效用)에 대한 근사치(近似値)를 사용하기 때문에 투자결정(投資決定)이 최적화(最摘化)되지 못할 가능성이 있다. 본(本) 연구(硏究)는 목적함수(目的凾數)를 보다 일반적(一般的)인 형태로 수정(修正) 보완(補完)함으로써 현실적용성(現實適用性)을 높이고자 하였다. 해법절차(解法節次)로는, 자본예산문제(資本豫算問題)를 우선 비선형(非線型) 0-1 정수계획(整數計劃) 문제로 정식화(定式化)하고, 이를 선형(線型) 0-1 정수계획(整數計劃)문제로 변형(變形)하여 원문제(原問題)의 하한(下限)을 찾은 후 B&B 연산법(演算法)으로 원문제(原問題)의 최적해(最適解)를 구하고 있다.

• 품질경영학회지
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• 제49권4호
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• pp.467-482
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• 2021

Purpose: The main theme of this study is to determine the optimal control limit of conditional variance investigation by mathematical approach. According to the determination approach of control limit presented in this study, it is possible with only one parameter to calculate the control limit necessary for budgeting control system or standard costing system, in which the limit could not be set in advance, that's why it has the advantage of high practical application. Methods: This study followed the analytical methodology in terms of the decision model of information economics, Bayesian probability theory and Taguchi's quality loss function concept. Results: The function suggested by this study is as follows; ${\delta}{\leq}\frac{3}{2}(k+1)+\frac{2}{\frac{3}{2}(k+1)+\sqrt{\{\frac{3}{2}(k+1)\}^2}+4$ Conclusion: The results of this study will be able to contribute not only in practice of variance investigation requiring in the standard costing and budgeting system, but also in all fields dealing with variance investigation differences, for example, intangible services quality control that are difficult to specify tolerances (control limit) unlike tangible product, and internal information system audits where materiality standards cannot be specified unlike external accounting audits.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2023년도 봄 학술논문 발표대회
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• pp.223-224
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• 2023

Optimal fleet management in the planning stage is one of the most critical activities that guarantee successful construction projects. In South Korea, the construction standard production rate database (CSPRD) is normally employed. However, when it comes to a trade-off problem that involves decision-making on optimal sets of equipment to perform a certain task, the method will require the planners' in-depth knowledge and experience regarding the target process and a time consuming estimation of the performance of every possible scenario must be conducted for the deduction of the optimal fleet management. On this account, this research paper proposes a lightweight method of using mixed integer nonlinear programming (MINLP) in multi-objective problems based on CSPRD-based mathematical equations to assist planners in the preplanning stage of choosing the optimal sets of types and size machinery to efficiently arrange the construction scheduling and budgeting.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2018년도 춘계 학술논문 발표대회
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• pp.72-73
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• 2018

The accuracy of contingency estimation plays an important role for dealing with the uncertainty of the financial success of construction project. Its' estimation may be used for various purposes such as schedule control, emergency resolve, and quality expense, etc. This paper presents a contingency estimation method which is schedule control specific. The method 1) implements stochastic EVMS, 2) detects a specific timing for schedule compression, 3) identifies an optimal strategy for shortening planned schedule, 4) finds a probability density function (PDF) of project cost overrun, and 5) estimates the optimal contingency cost based on the level of confidence. The method facilitates expeditious decisions involved in project budgeting. The validity of the method is confirmed by performing test case.