• The KIPS Transactions:PartD
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• v.8D no.2
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• pp.175-180
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• 2001

This paper presents the optimal fraction of validation set to obtain a prediction accuracy of software failure count or failure time in the future by a neuro-fuzzy system. Given a fixed amount of training data, the most popular effective approach to avoiding underfitting and overfitting is early stopping, and hence getting optimal generalization. But there is unresolved practical issues : How many data do you assign to the training and validation set\ulcorner Rules of thumb abound, the solution is acquired by trial-and-error and we spend long time in this method. For the sake of optimal fraction of validation set, the variant specific fraction for the validation set be provided. It shows that minimal fraction of the validation data set is sufficient to achieve good next-step prediction. This result can be considered as a practical guideline in a prediction of software reliability by neuro-fuzzy system.

• 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.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.11
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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.

• Proceedings of the Safety Management and Science Conference
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• 2008.11a
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• pp.35-39
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• 2008

This paper considers the sequencing of products in mixed model assembly lines. The sequence which minimizes overall utility work in car assembly lines reduce the cycle time, the number of utility workers, 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. Various examples are presented and experimental results are reported to demonstrate the efficiency of the technique.

• 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 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.

• 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.

• 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 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.

• Journal of the Korea Society for Simulation
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• v.9 no.2
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• pp.89-102
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• 2000

In this paper, we consider an optimal allocation of constant service efforts in queueing network to maximize the system throughput. For this purpose, using the perturbation analysis, we apply a stochastic optimization algorithm to two types of queueing systems. Our simulation results indicate that the estimates obtained from a stochastic optimization algorithm for a two-tandem queuing network are very accurate, and those for closed loop manufacturing system are a little apart from the known optimal allocation. We find that as simulation time increases for obtaining a new gradient (performance measure with respect to decision variables) by perturbation algorithm, the estimates tend to be more stable. Thus, we consider that it would be more desirable to have more accurate sensitivity of performance measure by enlarging simulation time rather than more searching steps with less accurate sensitivity. We realize that more experiments on various types of systems are needed to identify such a relationship with regards to stopping rule, the size of moving step, and updating period for sensitivity.