• Bulletin of the Korean Mathematical Society
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• v.56 no.5
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• pp.1211-1217
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• 2019

Let $0<{\alpha}<{\infty}$ be fixed, and let $X=(X_t)_{t{\geq}0}$ be a Bessel process with dimension $0<{\theta}{\leq}1$ starting at $x{\geq}0$. In this paper, it is proved that there are positive constants A and D depending only on ${\theta}$ and ${\alpha}$ such that $$E_x\({\exp}[{\alpha}\;\max_{0{\leq}t{\leq}{\tau}}\;X_t]\){\leq}AE_x\({\exp}[D_{\tau}]\)$$ for any stopping time ${\tau}$ of X. This inequality is also shown to be sharp.

• IE interfaces
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• v.24 no.4
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• pp.295-303
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• 2011

This paper presents a discrete time optimal asset buying problem with a predetermined final deadline where an available budget is limited. A cost is paid to search for assets called the search cost. A seller who shows up offers a price for the asset and then the buyer decides whether or not to buy the asset by comparing the offered price to his optimal selection threshold. When the budget becomes less than the search cost or the price of the asset the buyer can get a necessary loan with some interests. We clarify the properties of the buyer's optimal selection threshold in order to maximize the expected value of budget which is left after paying all the search costs and the price of the asset at that point in time.

• Journal of the Korean Society of Marine Environment & Safety
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• v.3 no.2
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• pp.93-103
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• 1997

This paper develops a new heuristic, the Excursion Algorithm(EA), for constructing optimal designs for the experiments related with marine environment. The proposed EA consists of three parts: 1) construction of an initial feasible solution, 2) excursions over a bounded region, and 3) stopping rules. It is the second part that distinguishes the EA from the other existing heuristic methods. It turns out that excursions over a bounded feasible and/or infeasible region is effective in alleviating the risks of being trapped at a local optimum. Since this problem is formulated for the first time thesis, other heuristic algorithms do not exist. Therefore, global optimal solutions are obtained by complete enumeration for some cases, and the performance of the EA is evaluated in terms of solution quality. Computational results show that the proposed EA is effective in finding good(or, in many cases, global) solutions to the constrained optimal experimental design problems.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.39B no.8
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• pp.544-554
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• 2014

In this paper, we introduce a cyber-physical intersection systems (CPIS) which intimately interconnects roadside units (RSU) located at intersection, on-board units (OBU) of moving vehicles, and smartphone apps. Based on the architecture of CPIS, we also present a green light optimal speed advisory based on the reference mobility models (GLOSA-RMM) to reduce intersection stopping time (IST) and fuel consumption. Based on several reference mobility models, the GLOSA-RMM determines the appropriate speed advisory by taking into account the current mobility and the intersection traffic light status, and then provides screen/voice GLOSA instructions to minimize the driver's distraction. We show that the GLOSA-RMM can reduce both the IST and the fuel consumption through the numerical results obtained from the prototype of the CPIS consisting of the OBU, the RSU and the smartphone app.

• Journal of Institute of Control, Robotics and Systems
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• v.10 no.6
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• pp.475-486
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• 2004

The interaction of HIV and human immune system was studied in the perspective of dynamics. We summarized the recent researches on drug scheduling using optimal control theory for HIV treatment. The drug treatment to make immune system to work properly is investigated based on mathematical models including memory CTLp. In the simulation results, it was verified that stopping medication after a certain period of treatment can lead a patient to be cured naturally by one s immune system. Also, we summarized and categorized the advantages and disadvantages of each HIV drug scheduling method. In conclusion, model-based predictive control is more efficient for making decision of drug dose than other methods, when there exist uncertainties on model parameters or state variables.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.145-158
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• 2005

We formulate a stochastic control problem on proportional reinsurance that includes impulse and regular control strategies. For the first time we combine impulse control with regular control, and derive the expected total discount pay-out (return function) from present to bankruptcy. By relying on both stochastic calculus and the classical theory of impulse and regular controls, we state a set of sufficient conditions for its solution in terms of optimal return function. Moreover, we also derive its explicit form and corresponding impulse and regular control strategies.

• Journal of Korean Society of Forest Science
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• v.100 no.4
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• pp.664-671
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• 2011

Random Walk Model can predict the sediment areas of debris flow but it must be extracted three parameters fitted topographical environment. This study developed the method to extract the optimal values of three parameters - Once flowing volume, Stopping slope and Gravity weight - for Random Walk Model. And the extracted parameters were validated by aerial photographs of the debris flowed area. To extract the optimal parameters was randomly performed, limiting the range values of three parameters and developing an accuracy decision method that is called the rate of concordance. The set of the optimal parameters was decided on highest the rate of concordance and a consistency. As a result, the optimal parameters in Bonghwa county were showed that the once flowing volume is $1.0m^3$, the stopping slope is $4.2^{\circ}$ and the gravity weight is 2 when the rate of concordance is -0.2. The validating result of the optimal parameters showed closely that the rate of concordance is average -0.2.

• Journal of the Korean Statistical Society
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• v.10
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• pp.128-139
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• 1981

The Bayesian sequential estimation problem for k parameters exponential families is considered using loss related to the Fisher information. Tractable expressions for the Bayes estimator and the posterior expected loss are found, and the myopic or one-step-ahead stopping rule is defined. Sufficient conditions are given for optimality of the myopic procedure, and the myopic procedure is shown to be asymptotically optimal in all cases considered.

• Journal of the Korean Statistical Society
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• v.27 no.3
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• pp.251-264
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• 1998

When the LRT is not feasible, we define quasi-LRT(QLRT) as a modification of the LRT Under some appropriate conditions the QLRT shares Bahadur optimality and Bartlett Adjustability with the LRT. When we can find maximum likelihood estimator under the null parameter space but not under the unrestricted parameter space, our QLRT is Bahadur optimal as is the LRT We suggest the stopping rule of the Newton-Raphson iterations for constructing the QLRT statistics which are Bartlett adjustable.

• Transactions of the Korean Society of Mechanical Engineers
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• v.16 no.3
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• pp.459-467
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• 1992

본 연구에서는 비틀림 진동계에 있어서의 비틀림 진동현상을 억제하도록 제어 하기 위하여 최적제어 이론에 기초한 모델추종법을 비틀림 진동계에 적용하였다. 디 지탈 컴퓨터에 의한 제어를 위하여 제어 알고리즘은 디지탈 설계로 되어 있다. 제어 는 각속도와 비틀림 진동제어의 양면으로 수행되며, 축의 각속도는 모델의 출력을 추 종하게 되며 이와 동시에 비틀림각도 감소하게 된다.