• Title/Summary/Keyword: optimal stopping

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Review on Genetic Algorithms for Pattern Recognition (패턴 인식을 위한 유전 알고리즘의 개관)

  • Oh, Il-Seok
    • The Journal of the Korea Contents Association
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    • v.7 no.1
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    • pp.58-64
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    • 2007
  • In pattern recognition field, there are many optimization problems having exponential search spaces. To solve of sequential search algorithms seeking sub-optimal solutions have been used. The algorithms have limitations of stopping at local optimums. Recently lots of researches attempt to solve the problems using genetic algorithms. This paper explains the huge search spaces of typical problems such as feature selection, classifier ensemble selection, neural network pruning, and clustering, and it reviews the genetic algorithms for solving them. Additionally we present several subjects worthy of noting as future researches.

CLOSED-FORM SOLUTIONS OF AMERICAN PERPETUAL PUT OPTION UNDER A STRUCTURALLY CHANGING ASSET

  • Shin, Dong-Hoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.2
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    • pp.151-160
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    • 2011
  • Typically, it is hard to find a closed form solution of option pricing formula under an asset governed by a change point process. In this paper we derive a closed-form solution of the valuation function for an American perpetual put option under an asset having a change point. Structural changes are formulated through a change-point process with a Markov chain. The modified smooth-fit technique is used to obtain the closed-form valuation function. We also guarantee the optimality of the solution via the proof of a corresponding verification theorem. Numerical examples are included to illustrate the results.

Determination of Optimal Phase Split and Offset for the Synchronization of Traffic Signals in the CBD of Seoul (서울시(市) 신호체제의 적정 phase split 과 연쇄화를 위한 최적 offset)

  • Park, Gyeong-Su
    • Journal of Korean Institute of Industrial Engineers
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    • v.3 no.1
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    • pp.49-53
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    • 1977
  • The coordinated control of the traffic signals of adjacent intersections can reduce delays, relative number of stops and congestions in the coordinated traffic area. The road capacity can be increased to a certain extend because the stopping and starting of vehicles facing red traffic lights can be avoided in many instances due to the progression established along an artery. However, if traffic centers or leaves the main flow in irregular volumes on the intermediate road section, a coordination of traffic signals is unnecessary and may even be harmful. Therefore, a computer simulation model to simulate and predict the effectiveness of a synchronized traffic signal system in the CBD of Seoul was developed and alternative policy variables, such as cycle time, offsets, phase splits, to be fed into the simulation model had to be generated. This is a report of (1) the development of a heuristic algorithm for the determination of phase splits when there are amber periods specifically reserved for left turns and (2) the computerization of time-space diagramming.

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Sequencing for a mixed model assembly line in just-in-time production system (JIT 상황하에서 다품종 조립라인 작업물 투입 순서 결정 방안)

  • Hwang, Hark;Jeong, In-Jae;Lim, Joon-Mook
    • Korean Management Science Review
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    • v.11 no.1
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    • pp.91-106
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    • 1994
  • In mixed model assembly lines, products are assembled seqeuntially that have different combination of options specified by customers. In just in time (JIT) environment, production smoothing becomes an important issue for sub-lines which supply the necessary parts to each workstation of the assembly line. Another important issue is to avoid line stopping caused by work overload in workstations. To find a sequence which minimizes the costs associated with line stoppage and the option parts inventory level, a nonlinear mixed integer programming is formulated. Recognizing the limit of the Branch and Bound technique in large sized problems, a heuristic solution procedure is proposed. The performance of the heuristic is compared with the Branch and Bound technique through randomly generated test problems. The computational results indicate that on the average the heuristic solutions deviate approximately 3.6% from the optimal solutions.

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Tabu Search for Sequencing to Minimize the Utility Work (가외작업을 최소로 하는 투입순서 결정을 위한 Tabu Search)

  • Hyun, Chul-Ju
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2009.10a
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    • pp.131-135
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    • 2009
  • This paper considers the sequencing of products in car assembly lines. The sequence which minimizes overall utility work in car assembly lines reduce the cycle time and the risk of conveyor stopping. The sequencing problem is solved using Tabu Search. Tabu Search is a heuristic method which can provide a near optimal solution in real time. The performance of proposed technique is compared with existing heuristic methods in terms of solution quality and computation time. Various examples are presented and experimental results are reported to demonstrate the efficiency of the technique.

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Sequencing to Minimize the Total Utility Work in Car Assembly Lines (자동차 조립라인에서 총 가외작업을 최소로 하는 투입순서 결정)

  • 현철주
    • Journal of the Korea Safety Management & Science
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    • v.5 no.1
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    • pp.69-82
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    • 2003
  • The sequence which minimizes overall utility work in car assembly lines reduces the cycle time, the number of utility workers, and the risk of conveyor stopping. This study suggests mathematical formulation of the sequencing problem to minimize overall utility work, and present a genetic algorithm which can provide a near optimal solution in real time. To apply a genetic algorithm to the sequencing problem in car assembly lines, the representation, selection methods, and genetic parameters are studied. Experiments are carried out to compare selection methods such as roullette wheel selection, tournament selection and ranking selection. Experimental results show that ranking selection method outperforms the others in solution quality, whereas tournament selection provides the best performance in computation time.

Cerebellar Control of Saccades (소뇌의 단속안구운동 조절)

  • Choi, Jae-Hwan;Choi, Kwang-Dong
    • Annals of Clinical Neurophysiology
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    • v.15 no.2
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    • pp.37-41
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    • 2013
  • Saccades are rapid eye movements that shift the line of sight between successive points of fixation. The cerebellum calibrates saccadic amplitude (dorsal vermis and fastigial nucleus) and the saccadic pulse-step match (flocculus) for optimal visuo-ocular motor behavior. Based on electrophysiology and the pharmacological inactivation studies, early activity in one fastigial nucleus could be important for accelerating the eyes at the beginning of a saccade, and the later activity in the other fastigial nucleus could be critical for stopping the eye on target, which is controlled by inhibitory projection from the dorsal vermis. The cerebellum could monitor a corollary discharge of the saccadic command and terminate the eye movement when it is calculated to be on target. The fastigial nucleus and dorsal vermis also participate in the adaptive control of saccadic accuracy.

Regularized LS Signal Detection for OFDM in Fast Time Varying Channels (고속 시변 채널 OFDM을 위한 안정화된 LS 신호검출)

  • Lim, Dongmin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.1
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    • pp.83-85
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    • 2016
  • The OFDM with LS signal detection performs worse in fast time varying channels as the channel matrix has higher chance of becoming ill-conditioned. Various regularization methods are applied to avoid performance degradation in LS signal detection. In this paper, we proposed a CGLS method with the stopping criteria imposed by the characteristics of the modulation method, which shows performance comparable to that of the optimal LMMSE.

Machine Learning based Bandwidth Prediction for Dynamic Adaptive Streaming over HTTP

  • Yoo, Soyoung;Kim, Gyeongryeong;Kim, Minji;Kim, Yeonjin;Park, Soeun;Kim, Dongho
    • Journal of Advanced Information Technology and Convergence
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    • v.10 no.2
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    • pp.33-48
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    • 2020
  • By Digital Transformation, new technologies like ML (Machine Learning), Big Data, Cloud, VR/AR are being used to video streaming technology. We choose ML to provide optimal QoE (Quality of Experience) in various network conditions. In other words, ML helps DASH in providing non-stopping video streaming. In DASH, the source video is segmented into short duration chunks of 2-10 seconds, each of which is encoded at several different bitrate levels and resolutions. We built and compared the performances of five prototypes after applying five different machine learning algorithms to DASH. The prototype consists of a dash.js, a video processing server, web servers, data sets, and five machine learning models.

Design of Vehicle Control Algorithm and Engine-generator Control for Drivability of Range-extended Electric Vehicle (주행거리 연장형 전기자동차의 차량제어 알고리즘 설계 및 운전성 확보를 위한 엔진 발전시스템 제어)

  • Park, Youngkug
    • Transactions of the Korean Society of Automotive Engineers
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    • v.24 no.6
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    • pp.649-659
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    • 2016
  • This paper describes control algorithm and control structure of vehicle control unit for range-extended electric vehicle equipped with engine-generator system, and specially presents methods which determine optimal operating points and decreases a vibration or a shock for operating the engine-generating system. The vehicle control algorithm is consisted of several parts which are sequence control, calculation of wheel demand torque, determination of operating points, and management of operating points and so vehicle controller has be made possible to efficiently manage calibration parameters. The control algorithm is evaluated by driving test modes, launching performance and operating engine-generator system and so on. In conclusion, this paper present methods for extending a mileage, improving a launching performance and reducing vibration or shock when the engine-generating system is starting or is stopping.