• 제목/요약/키워드: optimal strategies

검색결과 731건 처리시간 0.029초

Optimal Time-sequential Fire Support Strategies

  • O, Myeong-Ho
    • 대한산업공학회지
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    • 제1권1호
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    • pp.79-86
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    • 1975
  • The optimal time-sequential distribution of supporting fire against enemy ground units in combat against attacking friendly units is studied. Lanchester type models of warfare are combined with optimal control theory in this investigation. The optimal time-sequential fire-support policy is characterized for a specific problem. Although complete details for the determination of the optimal policy are not given, it is conjectured, on the basis of the theorems which were proved, that for this problem the optimal policy is to always concentrate all supporting fire on the same enemy unit until supporting fire must be lifted.

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지속가능한 농업발전을 위한 전략과 추진과제 (Strategies and Directions for Developing Sustainable Agriculture in Korea)

  • 김창길
    • 환경정책연구
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    • 제2권2호
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    • pp.17-40
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    • 2003
  • The objective of this paper is to formulate strategies and action programs for developing sustainable agriculture in Korea. There is increasing evidence that agriculture has been preoccupied with increasing productivity much to the detriment of environmental degradation. The issue of increasing agricultural productivity so as not to undermine the environment is a difficult task. In reality, there are many definitions of sustainable agriculture and sustainable agricultural development. In this paper, sustainable agriculture is defined by its ability to ensure future supplies of agricultural products at acceptable economic and environmental costs to the society. Sustainable agriculture development refers to the optimal level of interaction among the three dimensions - the environmental, the economic and the social - through dynamic and adaptive processes of trade-off. In order to formulate the strategies for developing sustainable agriculture, three stage approaches such as strategic analysis, strategic choice, and strategic implementation are employed. The basic framework for strategies of sustainable agriculture development consists of five steps such as vision, targets, principles, action plan and policy instruments. The major action plans for activating formulated strategies are suggested as integrating agricultural and environmental policy measures, establishing the system of optimal agri-environmental resources management practices, establishing safe and high quality product system and its effective marketing system, increasing the R&D investment for developing sustainable agro-technology, developing indicators for measuring sustainable agricultural development, and taking a share in related roles for all parties including farmers, consumers, policy makers, researchers and NGOs.

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선물시장의 시스템트레이딩에서 동적시간와핑 알고리즘을 이용한 최적매매빈도의 탐색 및 거래전략의 개발 (Finding the optimal frequency for trade and development of system trading strategies in futures market using dynamic time warping)

  • 이석준;오경주
    • Journal of the Korean Data and Information Science Society
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    • 제22권2호
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    • pp.255-267
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    • 2011
  • 국내 정치적 사회적 경제적 요인 및 국제 정치 상황, 해외 경제 동향 등의 요인들을 비롯한 IMF이후의 금융시장 개방에 따른 외국투자자본의 유출입으로 인하여 한국 금융시장의 불확실성은 더욱 증가되었다. 특히 투자자들은 의사결정에 더 많은 혼돈을 겪게 되었고 투자 시 도움을 줄 수 있는 보다 유용한 도구들을 필요로 하게 되었다. 본 연구는 시스템 트레이딩을 이용하여 선물시장에서 거래 할 때 최적의 매매 타이밍을 알아보고 이에 적합한 전략을 알아보는 것이 목적이다. 패턴인식 알고리즘인 동적 시간 와핑 (DTW; Dynamic Time Warping) 알고리즘을 이용하여 빈도별 (10분, 30분, 60분, 일 별) 유사 패턴을 찾아내고 최적의 매매 타이밍을 분석한다. 이를 위해 주식시장의 대표적인 패턴들을 알아보고, 유사한 패턴을 보이는 기간을 DTW를 이용하여 빈도별로 분석한다. 유사한 패턴들의 검증을 위해 기술적 지표들의 개별 전략을 적용한 거래 시뮬레이션을 실시한다. 시뮬레이션 결과 대부분 30분 데이터에 적용된 전략들이 높은 수익률을 가져왔다.

Decision Support Tool for Evaluating Push and Pull Strategies in the Flow Shop with a Bottleneck Resource

  • Chiadamrong, N.;Techalert, T.;Pichalai, A.
    • Industrial Engineering and Management Systems
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    • 제6권1호
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    • pp.83-93
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    • 2007
  • This paper gives an attempt to build a decision support tool linked with a simulation software called ARENA for evaluating and comparing the performance of the push and pull material driven strategies operating in the flow shop environment with a bottleneck resource as the shop's constraint. To be fair for such evaluation, the comparison must be made fairly under the optimal setting of both systems' operating parameters. In this study, an optimal-seeking heuristic algorithm, Genetic Algorithm (GA), is employed to suggest a systems' best design based on the economic consideration, which is the profit generated from the system. Results from the study have revealed interesting outcomes, letting us know the strength and weakness of the push and pull mechanisms as well as the effect of each operating parameter to the overall system's financial performance.

Optimal ESS Investment Strategies for Energy Arbitrage by Market Structures and Participants

  • Lee, Ho Chul;Kim, Hyeongig;Yoon, Yong Tae
    • Journal of Electrical Engineering and Technology
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    • 제13권1호
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    • pp.51-59
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    • 2018
  • Despite the advantages of energy arbitrage using energy storage systems (ESSs), the high cost of ESSs has not attracted storage owners for the arbitrage. However, as the costs of ESS have decreased and the price volatility of the electricity market has increased, many studies have been conducted on energy arbitrage using ESSs. In this study, the existing two-period model is modified in consideration of the ESS cost and risk-free contracts. Optimal investment strategies that maximize the sum of external effects caused by price changes and arbitrage profits are formulated by market participants. The optimal amounts of ESS investment for three types of investors in three different market structures are determined with game theory, and strategies in the form of the mixed-complementarity problem are solved by using the PATH solver of GAMS. Results show that when all market participants can participate in investment simultaneously, only customers invest in ESSs, which means that customers can obtain market power by operating their ESSs. Attracting other types of ESS investors, such as merchant storage owners and producers, to mitigate market power can be achieved by increasing risk-free contracts.

Comparison of Asset Management Approaches to Optimize Navigable Waterway Infrastructure

  • Oni, Bukola;Madson, Katherine;MacKenzie, Cameron
    • 국제학술발표논문집
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    • The 9th International Conference on Construction Engineering and Project Management
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    • pp.3-10
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    • 2022
  • An estimated investment gap of $176 billion needs to be filled over the next ten years to improve America's inland waterway transportation systems. Many of these infrastructure systems are now beyond their original 50-year design life and are often behind in maintenance due to funding constraints. Therefore, long-term maintenance strategies (i.e., asset management (AM) strategies) are needed to optimize investments across these waterway systems to improve their condition. Two common AM strategies include policy-driven maintenance and performance-driven maintenance. Currently, limited research exists on selecting the optimal AM approach for managing inland waterway transportation assets. Therefore, the goal of this study is to provide a decision model that can be used to select the optimal alternative between the two AM approaches by considering key uncertainties such as asset condition, asset test results, and asset failure. We achieve this goal by addressing the decision problem as a single-criterion problem, which calculates each alternative's expected value and certain equivalence using allocated monetary values to determine the recommended alternative for optimally maintaining navigable waterways. The decision model considers estimated and predicted values based on the current state of the infrastructure. This research concludes that the performance-based approach is the optimal alternative based on the expected value obtained from the analysis. This research sets the stage for further studies on fiscal constraints that will effectively optimize these assets condition.

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연료전지 하이브리드 자동차의 룰 베이스 전략과 최적 제어 전략의 비교 (Comparison of Rule-based Power Management Strategy and Optimal Control Strategy in Fuel Cell Hybrid Vehicles)

  • 정춘화;박영일;임원식;차석원
    • 한국자동차공학회논문집
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    • 제20권4호
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    • pp.103-108
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    • 2012
  • Fuel economy is an important factor in a vehicle owing to recent energy supply and environmental problems. This paper deals with fuel cell hybrid vehicles (FCHVs) and introduces a fuel economy evaluation method. The fuel economy of an FCHV depends on its power management strategy. Two rule-based power management strategies are applied to this paper and their fuel economy is evaluated based on the optimal control theory. The concept of the optimal line is also applied to this paper, which is used to compare the fuel consumption of a power management strategy to the optimal result. The two rule-based strategies are also compared to each other.

확률론적 최적제어와 기계학습을 이용한 동적 트레이딩 전략에 관한 고찰 (Investigations on Dynamic Trading Strategy Utilizing Stochastic Optimal Control and Machine Learning)

  • 박주영;양동수;박경욱
    • 한국지능시스템학회논문지
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    • 제23권4호
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    • pp.348-353
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    • 2013
  • 최근들어, 확률론적 최적제어를 포함한 제어이론과 각종 기계학습 기반 인공지능 방법론은 금융공학 분야의 주요 도구로 자리를 잡아 가고 있다. 본 논문에서는 평균회귀 현상을 보이는 시장을 위한 페어 트레이딩 전략 분야와 추세 추종형 트레이딩 전략 분야에 대해 확률론적 최적제어 이론을 활용한 최신 논문 몇 편을 간단히 살펴보고, 보다 융통성 있고 접근성이 좋은 도구를 확보하기 위하여 확률론적 최적제어이론과 기계학습 기법을 동시에 응용하는 전략을 고려한다. 예시를 위하여 실시한 시뮬레이션은 본 논문에서 고려한 전략이 실제 금융시장 데이터를 대상으로 적용될 때 고무적인 결과를 제공할 수 있음을 보여준다.

연료전지 하이브리드 자동차의 최적 제어 (Optimal Control of Fuel Cell Hybrid Vehicles)

  • 정춘화;박영일;임원식;차석원
    • 한국자동차공학회논문집
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    • 제20권2호
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    • pp.135-140
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    • 2012
  • Fuel Cell Hybrid Vehicles (FCHVs) have already become the subject of major interest among automotive industry as well as power management strategies of FCHVs, as the fuel economy of FCHVs depends on them. There are several types of power management strategies of FCHVs that have been developed to improve the fuel economy of FCHVs. Among them, optimal control theory is applied to this study. A problem is defined and its objective is to minimize the energy consumption of an FCHV and to find the optimal trajectories of powertrain parameters during driving. Necessary conditions for the optimal control are introduced and the simulation results of constant costate are compared to that of variable costate in order to prove that the variable costate can be replaced with the constant costate.

인공신경망 모델을 이용한 냉동기 및 공조기 최적 기동/정지 제어 (Artificial Neural Network Models for Optimal Start and Stop of Chiller and AHU)

  • 박성호;안기언;황승호;최선규;박철수
    • 대한건축학회논문집:구조계
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    • 제35권2호
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    • pp.45-52
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    • 2019
  • BEMS(Building Energy Management Systems) have been applied to office buildings and collect relevant building energy data, e.g. temperatures, mass flow rates and energy consumptions of building mechanical systems and indoor spaces. The aforementioned measured data can be beneficially utilized for developing data-driven machine learning models which can be then used as part of MPC(Model Predictive Control) and/or optimal control strategies. In this study, the authors developed ANN(Artificial Neural Network) models of an AHU (Air Handling Unit) and a chiller for a real-life office building using BEMS data. Based on the ANN models, the authors developed optimal control strategies, e.g. daily operation schedule with regard to optimal start and stop of the AHU and the chiller (500 RT). It was found that due to the optimal start and stop of the AHU and the chiller, 4.5% and 16.4% of operation hours of the AHU and the chiller could be saved, compared to an existing operation.