• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.10A
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• pp.1004-1014
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• 2007

In sensor networks, it is crucial to reliably and energy-efficiently deliver sensed information from each source to a sink node. Specifically, in mobile sink (user) applications, due to the sink mobility, a stationary dissemination path may no longer be effective. The path will have to be continuously reconfigured according to the current location of the sink. Moreover, the dynamic optimal path from each source to the sink is required in order to reduce end-to-end delay and additional energy wastage. In this paper, an Adaptive Reversal Optimal path Tree (AROT) protocol is proposed. Information delivery from each source to a mobile sink can be easily achieved along the AROT without additional control overhead, because the AROT proactively performs adaptive sink mobility management. In addition, the dynamic path is optimal in terms of hop counts and the AROT can maintain a robust tree structure by quickly recovering the partitioned tree with minimum packet transmission. Finally, the simulation results demonstrate that the AROT is a considerably energy-efficient and robust protocol.

• Journal of Korean Society for Quality Management
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• v.31 no.3
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• pp.193-204
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• 2003

In this paper, we consider a periodic preventive maintenance(PM) policy in which each PM reduces the hazard rate but remains the pattern of hazard rate unchanged. And the system undergoes only minimal repairs at failures between PM's. The expected cost rate per unit time is obtained. The optimal number N of PM and the optimal period x, which minimize the expected cost rate per unit time are discussed. Explicit solutions for the optimal periodic PM are given for the Weibull distribution case.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.04a
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• pp.298-301
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• 1996

This paper addresses the effects of an imperfect production process on the optimal production quantity and quality inspection policies. The system is assumed to deteriorate during the production process. The results are either defective products or machine breakdown whether multiple quality inspection is worth or not. Furthermore, when multiple inspection policy is adopted, the optimal inspection schedule is shown to be equally spaced throughout the production cycle. Exact solution and approximation of the optimal production quantity and approximation of the optimal number of inspection are provided. Finally, to better understand the model of this paper, comparisons between this model and classical EMQ model are provided.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.369-372
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• 2006

Optimal engineering design is challenging because nonlinear objective functions need to be evaluated in a high-dimensional space. This paper presents a data-mining aided optimal design method. The method is employed in designing an optimal multi-station fixture layout. Its benefit is demonstrated by a comparison with currently available optimization methods.

• Management Science and Financial Engineering
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• v.22 no.1
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• pp.13-20
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• 2016

We investigate the optimal consumption and investment problem when a working debtor has an option to file for bankruptcy. By applying the duality approach, the closed-form solutions are obtained for the case of CRRA utility function. The optimal bankruptcy time is determined by the first hitting time when the financial wealth hits the wealth threshold derived from the optimal stopping time problem. Moreover, the numerical results show that the investment increases as the wealth approaches the threshold and the value gain from the bankruptcy option is vanished as wealth increases.

• Journal of Korean Society for Quality Management
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• v.19 no.1
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• pp.72-82
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• 1991

This study deals with the problem of water resources development by using bayesian theory. The purpose of this study is to develop the optimal decision model by applying bayesian theory which determine the optimal alternative in water resources development system. A relevant mathematical model to find an optimal solution formulated and then used in developing an efficient water resources that determine optimal alternative. A numerical example is solved to illustrate the algorithm developed.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.4 no.2
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• pp.11-20
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• 2000

This paper presents a formula that relates the optimal exercise boundaries of American call and put options on futures contract. It is shown that the geometric mean of the optimal exercise boundaries for call and put written on the same futures contract with the same exercise price is equal to the exercise price which is time invariant. The paper also investigates the properties of American calls and puts on futures contract.

• Proceedings of the Safety Management and Science Conference
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• 2003.05a
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• pp.1-5
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• 2003

We purpose a decision model to select the optimal facilities for the Decision Making problems with multiple characteristics(nominal-is-best characteristics, larger-is -better characteristics, smaller- is -better characteristics). Using this model, concept of the loss function is used in this comprehensive method of for select the optimal preferred facilities. To solve the issue on the optimal preferred facilities for multiple characteristics, this study propose the loss function with cross-product terms among the characteristics and derived range of the coefficients of the terms.

• Journal of the Korean Operations Research and Management Science Society
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• v.25 no.4
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• pp.1-14
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• 2000

The methods of sensitivity analysis for linear programming can be classified in two types: sensitivity analysis using an optimal solution, and sensitivity analysis using an approximate optimal solution. As the methods of sensitivity analysis using an optimal solution, there are three sensitivity analysis methods: sensitivity analysis using an optimal basis, positive sensitivity analysis, and optimal partition sensitivity analysis. Since they may provide different characteristic regions under degeneracy, it is not easy to understand and apply the results of the three methods. In this paper, we propose a generalized sensitivity analysis that can integrate the three existing methods of sensitivity analysis. When a right-hand side or a cost coefficient is perturbed, the generalized sensitivity analysis gives different characteristic regions according to the controlling index set that denotes the set of variables allowed to have positive values in optimal solutions to the perturbed problem. We show that the three existing sensitivity analysis methods are special cases of the generalized sensitivity analysis, and present some properties of the generalized sensitivity analysis.

• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.4
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• pp.71-81
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• 2005

This Paper focuses on the effects of outside competition on an optimal echelon base stock level in a two stage supply chain. This is new in that we have been studying the effects of inside competition within a supply chain up to now. It is known that the optimal echelon base stock level with inside competition within a supply chain is less than the global optimal echelon base stock level without inside competition. This is due to the ' public goods ' nature of inventory. That is, more inventory is better, but one wants the other to invest more, thus resulting in under-investment. However, this phenomenon becomes weaker as outside competition increases. We show that as outside competition becomes stronger, the ' public goods ' effects decrease and the optimal echelon base stock level increases. If the level of competition is sufficiently high, the optimal echelon base stock level goes even higher than the global optimal echelon base stock level. We develop a theoretical model for the analysis and conduct a numerical analysis.