• 정보처리학회논문지D
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• 제8D권2호
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• pp.175-180
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• 2001

본 논문은 미래의 소프크웨어 공장 수나 고장시간 예측 정확성을 얻기 위해, 뉴로-피지 시스템을 이용할 경우 최적의 검증 데이터 할당 비율에 대한 연구이다. 훈련 데이터가 주어졌을 때, 과소 적합과 과잉 적합을 회피하면서 최적의 일반화 능력을 얻기 취해 Early Stopping 방법이 일반적으로 사용되고 있다. 그러나 훈련과 검증 데이터로 얼마나 많은 데이터를 할당갈 것인가는 시행착오법을 이용해 경험적으로 해를 구해야만 하며, 과다한 시간이 소요된다. 최적의 검증 데이터 양을 구하기 위해 규칙 수를 증가시키면서 다양한 검증 데이터 양을 할당하였다. 실험결과 최소의 검증 데이터로도 좋은 예측 능력을 보였다. 이 결과는 뉴로-퍼지 시스템을 소프트웨어 신뢰성 분야에 적용시 실질직언 지침을 제공할 수 있는 것이다.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2000년도 봄 학술발표회논문집
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• pp.458-465
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• 2000

In the field of structural optimization simulated annealing (SA) algorithm has widely been adopted as an optimizer with the positive features of SA such as simplicity of the algorithm and possibility of finding global solution However, annealing process of SA algorithm based on random generator with the zeroth order structural information requires a large of number of iterations highly depending on cooling schedules and stopping criteria. In this paper, MSA algorithm is presented in the form of two phase annealing process with the effective cooling schedule and stopping criteria. With the application to optimal seismic design of steel structures, the performance of the proposed MSA algorithm has been demonstrated with respect to stability and global convergence of the algorithm

• Management Science and Financial Engineering
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• 제22권1호
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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 the Korean Society for Industrial and Applied Mathematics
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• 제4권2호
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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.

• International Journal of Reliability and Applications
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• 제11권1호
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• pp.17-22
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• 2010

It is desired to estimate the reliability of a system that has two subsystems connected in series where each subsystem has two components connected in parallel. A batch sequential sampling scheme is introduced. It is shown that the batch sequential sampling scheme is asymptotically optimal as the total number of units goes to infinity. Numerical comparisons indicate that the batch sequential sampling scheme performs better than the balanced sampling scheme and is nearly optimal.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제18권2호
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• pp.129-139
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• 2011

We consider an optimal trading rule in this paper. We assume that the underlying asset follows a mean-reverting process and the transaction consists of one buying and one selling. To maximize the profit, we find price levels to buy low and to sell high. Associated HJB equations are used to formulate the value function. A verification theorem is provided for sufficient conditions. We conclude the paper with a numerical example.

• 한국경영과학회지
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• 제14권1호
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• pp.59-71
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• 1989

This practical paper puts existing optimal stopping rules for various asset selling situations into a coherent perspective, using simple non-measure theoretical terms. It also provides analytical or numerical solutions when the price offers are beta distributed.

• 한국강구조학회 논문집
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• 제12권6호
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• pp.629-638
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• 2000

알고리즘의 용이성과 전역적 최적해로의 수렴가능성 등의 이점을 가진 SA알고리즘은 구조최적화문제에 활발하게 적용되고 있으나 냉각스케줄의 설정, 모호한 종료기준, 과도한 반복해석 등의 문제점을 가지고 있다. 그러므로 본 논문에서는 기존 SA알고리즘의 단점을 보완한 MSA 알고리즘을 개발하고자한다. MSA 알고리즘은 수렴에 요구되는 반복수를 감소시키고 국부최소점이 많은 동적최적화문제의 초기설계 선택의 자율성을 확보하기 위하여 SQ 및 SA의 2단계로 구성하여 개발하였다. 또한 기존 연구에서 제안된 냉각 스케줄에 의한 수렴성 등을 비교분석하여 구조최적화에 적합한 냉각스케줄을 제안하여 그 성능을 평면가새골조 구조물의 최적내진설계에 적용하여 분석하였다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제14권11호
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• pp.4372-4394
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• 2020

The distribution of popular videos incurs a large amount of traffic at the base stations (BS) of networks. Device-to-multi-device (D2MD) communication has emerged an efficient radio access technology for offloading BS traffic in recent years. However, traditional studies have focused on synchronous user requests whereas asynchronous user requests are more common. Hence, offloading BS traffic in case of asynchronous user requests while considering their time-varying characteristics and the quality of experience (QoE) of video request users (VRUs) is a pressing problem. This paper uses social stability (SS) and video loading duration (VLD)-tolerant property to group VRUs and seed users (SUs) to offload BS traffic. We define the average amount of data transmission (AADT) to measure the network's capacity for offloading BS traffic. Based on this, we formulate a time-varying bipartite graph matching optimization problem. We decouple the problem into two subproblems which can be solved separately in terms of time and space. Then, we propose the socially aware D2MD user selection (SA-D2MD-S) algorithm based on finite horizon optimal stopping theory, and propose the SA-D2MD user matching (SA-D2MD-M) algorithm to solve the two subproblems. The results of simulations show that our algorithms outperform prevalent algorithms.

• 한국농공학회지
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• 제45권5호
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• pp.117-125
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• 2003

Since the recorded information used for operation of a catchment modelling system contain errors that influence the calibration of catchment modelling system control parameter values, the accurate estimation of these parameters is difficult. Despite these influences, existing traditional calibration approaches focus only on achieving the best "curve fitting" between simulated and recorded data, and not on generic evaluation of control parameter values. This paper introduces an Early Stopping Technique which is aimed at avoiding the procedure of curve-fitting through monitoring improvements in the objective function used for assessing the optimal parameter set. Application of this approach to the calibration of SWMM (Storm Water Management Model) on the Centennial Park catchment in Sydney, Australia is outlined. outlined.