• Journal of applied mathematics & informatics
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• v.31 no.5_6
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• pp.769-784
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• 2013

We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

• Proceedings of the Safety Management and Science Conference
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• 2001.05a
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• pp.199-203
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• 2001

In today's business transactions, it is more and more common to see that the buyers are allowed some grace period before they settle the account with the supplier. In this regard, we analyze the problem of determining the buyer's EOQ when the supplier allows day-terms credit. For the analysis, it is assumed that the buyer's demand rate is a function of the on -hand inventory level and the relevant mathematical model is developed.

• Journal of Korean Institute of Industrial Engineers
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• v.40 no.5
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• pp.477-480
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• 2014

The single-period production inventory control problem under random yield is considered to analyze the impact of the yield characteristics on the firm's profit. We use the stochastic comparison as a main vehicle to compare the profits resulted under different random yields. Commonly used stochastic orderings are addressed with an analysis of their implications on the firm's profit. Moreover, a distribution-free bound on the profit is derived.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.04a
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• pp.745-748
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• 1996

Korea Composite Stock Price Index (KOSPI) was predicted using Cascade Correlation Network (CCN) model. CCN was suggested, by Fahlman and Lebiere [1990], to overcome the limitations of backpropagation algorithm such as step size problem and moving target problem. To test the applicability of CCN as a function approximator to the stock price movements, CCN was used as a tool for univariate time series analysis. The fitting and forecasting performance fo CCN on the KOSPI was compared with those of Multi-Layer Perceptron (MLP).

• Proceedings of the Korea Contents Association Conference
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• 2003.11a
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• pp.79-83
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• 2003

This paper analyze usage type of the Internet communicative language such as chatting or e-mail. For this, we analyze the communicative language usage type and problems. Also we present the communicative language problems resolution method by analyzing the problem for robust and healthy communicative language environments on Internet.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.284-287
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• 2006

We consider the transportation problem of optimizing the use of trailers and tractors. Several variants with fixed loading and unloading time are discussed. We show that the variant requiring on-time delivery can be solved in polynomial time, whereas the other variant requiring time-window delivery is NP-hard. We also discuss that if the number of loading and unloading operations assigned to each trailer or tractor is limited, even the variant requiring on-time delivery becomes NP-hard.

• Journal of the Korean Operations Research and Management Science Society
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• v.10 no.1
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• pp.41-53
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• 1985

The influence diagram is a new conceptual tool that can be used for structuring a strategic decision problem in decision analysis. It has a graphical representation of probabilistic dependence among variables in the decision problem. In this formal procedures for constructuring the influence diagram and for translating it into the corresponding decision tree are studied. An example that shows the power of the infuence diagram is shown.

• Bulletin of the Korean Mathematical Society
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• v.38 no.2
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• pp.237-260
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• 2001

The approximation properties for $L^2$-projection, Raviart-Thomas projection, and inverse inequality have been derived in 3 dimensional space. h-p-mixed finite element methods for strongly nonlinear second order elliptic problems are proposed and analyzed in 3D. Solvability and convergence of the linearized problem have been shown through duality argument and fixed point argument. The analysis is carried out in detail using Raviart-Thomas-Nedelec spaces as an example.

• Journal of Ship and Ocean Technology
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• v.4 no.4
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• pp.45-55
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• 2000

A formal solution method using the complex analysis is given for the problems derived by Longuet-Higgins(1963). The same method is applied to a new perturbation problem of higher approximation. Interpretation of its solution made it possible to confirm that the rough agree-ment of Longuet-Higgins\`s prediction with experimental data of Cox(1958) was mainly due to the fact that the gravity effect in the perturbation problem was neglected for the case when the basic gravity wave not sufficiently steep.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10a
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• pp.783-787
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• 1993

The dynamics for a two-body problem including perturbations due to nonspherical gravitation of the earth, gravitation of the sun and moon, radiation of the sun is studied. Orbit determination was performed by SVD filter. The simulation result shows that the characteristics of the satellite orbit have east-west and south-north drift. Therefore, the periodic magnitude of the control time and value in the view of the periodicity of error can be provided, and this result can be basic data to a station keeping problem with an orbit determination result.