• Title/Summary/Keyword: optimal stopping time

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Optimal Periodic Replacement Policy Under Discrete Time Frame (이산 시간을 고려한 시스템의 교체와 수리 비용 최적화 연구)

  • Lee, Jinpyo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.1
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    • pp.61-69
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    • 2020
  • Systems such as database and socal network systems have been broadly used, and their unexpected failure, with great losses and sometimes a social confusion, has received attention in recent years. Therefore, it is an important issue to find optimal maintenance plans for such kind of systems from the points of system reliability and maintaining cost. However, it is difficult to maintain a system during its working cycle, since stopping works might incur users some troubles. From the above viewpoint, this paper discusses minimal repair maintenance policy with periodic replacement, while considering the random working cycles. The random working cycle and periodic replacement policies with minimal repair has been discussed in traditional literatures by usually analyzing cases for the nonstopping works. However, maintenance can be more conveniently done at discrete time and even during the working cycle in real applications. So, we propose that periodic replacement is planned at discrete times while considering the random working cycle, and moreover provide a model in which system, with a minimal repair at failures between replacements, is replaced at the minimum of discrete times KT and random cycles Y. The average cost rate model is used to determine the optimal number of periodic replacement.

Simulation Study of Discrete Event Systems using Fast Approximation Method of Single Run and Optimization Method of Multiple Run (단일 실행의 빠른 근사해 기법과 반복 실행의 최적화 기법을 이용한 이산형 시스템의 시뮬레이션 연구)

  • Park, Kyoung Jong;Lee, Young Hae
    • Journal of Korean Institute of Industrial Engineers
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    • v.32 no.1
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    • pp.9-17
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    • 2006
  • This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

A Taguchi Approach to Parameter Setting in a Genetic Algorithm for General Job Shop Scheduling Problem

  • Sun, Ji Ung
    • Industrial Engineering and Management Systems
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    • v.6 no.2
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    • pp.119-124
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    • 2007
  • The most difficult and time-intensive issue in the successful implementation of genetic algorithms is to find good parameter setting, one of the most popular subjects of current research in genetic algorithms. In this study, we present a new efficient experimental design method for parameter optimization in a genetic algorithm for general job shop scheduling problem using the Taguchi method. Four genetic parameters including the population size, the crossover rate, the mutation rate, and the stopping condition are treated as design factors. For the performance characteristic, makespan is adopted. The number of jobs, the number of operations required to be processed in each job, and the number of machines are considered as noise factors in generating various job shop environments. A robust design experiment with inner and outer orthogonal arrays is conducted by computer simulation, and the optimal parameter setting is presented which consists of a combination of the level of each design factor. The validity of the optimal parameter setting is investigated by comparing its SN ratios with those obtained by an experiment with full factorial designs.

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.

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.

Optimal torque control of noncontact type eddy current brake system (비접촉식 와전류형 제동 장치의 최적 토오크 제어)

  • 이갑진;박기환;류제하
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.261-264
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    • 1997
  • A contactless eddy current type braking system is developed to take advantages of the recent brake system which uses hydraulic force can show high efficiency in a certain velocity region, but not in a high velocity region, and has initial response delay time and pressure build-up time which make stopping distance longer. These are the limits of mechanical brake system of a contact type, which makes a concept brake system required. So, in this paper, the contactless brake system .of a inductive current type is chosen instead of hydraulic brake system. This brake system can be used almost forever for being no wear and contributed to lightening weight of a vehicle. Besides, the contactless brake system can be used as that of electric or solar car with anti-lock brake system. The analysis of induced electromotive force and braking torque obtained with theoretical approximate model, the design of a braking system and a nonlinear controller, and the results of simulation of the ABS, experiment are included.

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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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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.