• 제목/요약/키워드: stochastic analysis

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불확실한 수요와 리드타임을 갖는 공급사슬에서 (s,S) 재고정책에 관한 연구 (A study on Inventory Policy (s, S) in the Supply Chain Management with Uncertain Demand and Lead Time)

  • 한재현;정석재
    • 대한안전경영과학회지
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    • 제15권1호
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    • pp.217-229
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    • 2013
  • As customers' demands for diversified small-quantity products have been increased, there have been great efforts for a firm to respond to customers' demands flexibly and minimize the cost of inventory at the same time. To achieve that goal, in SCM perspective, many firms have tried to control the inventory efficiently. We present an mathematical model to determine the near optimal (s, S) policy of the supply chain, composed of multi suppliers, a warehouse and multi retailers. (s, S) policy is to order the quantity up to target inventory level when inventory level falls below the reorder point. But it is difficult to analyze inventory level because it is varied with stochastic demand of customers. To reflect stochastic demand of customers in our model, we do the analyses in the following order. First, the analysis of inventory in retailers is done at the mathematical model that we present. Then, the analysis of demand pattern in a warehouse is performed as the inventory of a warehouse is much effected by retailers' order. After that, the analysis of inventory in a warehouse is followed. Finally, the integrated mathematical model is presented. It is not easy to get the solution of the mathematical model, because it includes many stochastic factors. Thus, we get the solutions after the stochastic demand is approximated, then they are verified by the simulations.

혼합 분포 확률 시간 넷을 이용한 웹 서비스 시스템의 응답 시간 분석 (Response Time Analysis of Web Service Systems with Mixedly Distributed Stochastic Timed Net)

  • 임재걸;도재수;심규박
    • 한국멀티미디어학회논문지
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    • 제9권11호
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    • pp.1503-1514
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    • 2006
  • 오늘날 대부분의 고객들이 어디에서든지 인터넷을 사용할 수 있게 됨에 따라, 대부분의 기업들이 자신들의 서비스를 인터넷상에서 제출하게 되었다. 그 결과 무수히 많은 웹 서비스 시스템이 이미 인터넷상에서 서비스를 하고 있으며 더 많은 시스템들이 구축 중이다. 그래서 구축 중인 시스템이 교착상태와 같은 문제점이 없이 성공적으로 실행될 것이라는 것을 설계 초기 단계에 검증하는 방법에 대한 연구가 많이 수행되어 왔다. 페트리 넷을 이용하는 방법들도 몇 가지 소개되었는데, 이들은 웹 서비스 시스템을 페트리 넷으로 표현하는 방법에 주안점을 두고 있으며, 효율적인 분석 방법에 대한 연구는 부족한 실정이다. '최소 순회 시간' 방법은 '시간 넷'(Timed Net)에서 모든 트랜지션(transition)들을 최소한 한번 이상 격발하고 초기 마킹으로 되돌아오는데 걸리는 최소 시간을 찾아주는 수학적 방법으로, 컴퓨터 시스템 분석에 널리 사용된다. 시간 넷은 트랜지션에 지연 시간이 연합된 변형된 페트리 넷으로. 실세계에서의 지연시간은 확률적임에도 불구하고 기존의 시간 넷에서는 상수가 사용된다. 본 논문은 사건의 실행 시간이 화률 분포를 이루는 '혼합 분포 확률 시간 넷'을 제안하고 '혼합 분포 확률 시간 넷'의 최소 순회 시간 분석 방법을 소개한다. 또한 '혼합 분포 확률 시간 넷'의 최소순회시간 분석을 이용하여 웹 서비스 시스템의 응답 시간을 분석하는 방법을 보인다.

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통계적 부분선형화 방법을 이용한 선체의 불규칙 횡동요 운동의 해석 (Analysis of Random Ship Rolling Using Partial Stochastic Linearization)

  • 김동수;이원경
    • 대한조선학회논문집
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    • 제32권1호
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    • pp.37-41
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    • 1995
  • 불규칙 해상에서의 선체의 횡동요운동을 해석하기 위하여 통계적 부분선형화 방법을 사용하였다. 선형 1자유도계인 횡동요 운동 모델에 2차의 비선형 감쇠항과 3차 및 5차, 7차, 9차, 11차의 비선형 복원모멘트를 추가하였으며 불규칙 기진모멘트는 가우스 백색잡음으로 가정하였다. 이 해석 결과를 등가선형화 방법으로 구한결과와 비교한 결과 부분선형화 방법이 반드시 더 정확한 결과를 주는 것은 아니란 점을 확인하였다.

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확률적 선형계획문제의 상한과 하한한계 분석 (Analysis on Upper and Lower Bounds of Stochastic LP Problems)

  • 이상진
    • 한국경영과학회지
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    • 제27권3호
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    • pp.145-156
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    • 2002
  • Business managers are often required to use LP problems to deal with uncertainty inherent in decision making due to rapid changes in today's business environments. Uncertain parameters can be easily formulated in the two-stage stochastic LP problems. However, since solution methods are complex and time-consuming, a common approach has been to use modified formulations to provide upper and lower bounds on the two-stage stochastic LP problem. One approach is to use an expected value problem, which provides upper and lower bounds. Another approach is to use “walt-and-see” problem to provide upper and lower bounds. The objective of this paper is to propose a modified approach of “wait-and-see” problem to provide an upper bound and to compare the relative error of optimal value with various upper and lower bounds. A computing experiment is implemented to show the relative error of optimal value with various upper and lower bounds and computing times.

Determination of flutter derivatives by stochastic subspace identification technique

  • Qin, Xian-Rong;Gu, Ming
    • Wind and Structures
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    • 제7권3호
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    • pp.173-186
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    • 2004
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. In this paper, one popular stochastic system identification technique, covariance-driven Stochastic Subspace Identification(SSI in short), is firstly presented for estimation of the flutter derivatives of bridge decks from their random responses in turbulent flow. Secondly, wind tunnel tests of a streamlined thin plate model and a ${\Pi}$ type blunt bridge section model are conducted in turbulent flow and the flutter derivatives are determined by SSI. The flutter derivatives of the thin plate model identified by SSI are very comparable to those identified by the unifying least-square method and Theodorson's theoretical values. As to the ${\Pi}$ type section model, the effect of turbulence on aerodynamic damping seems to be somewhat notable, therefore perhaps the wind tunnel tests for flutter derivative estimation of those models with similar blunt sections should be conducted in turbulent flow.

Stochastic space vibration analysis of a train-bridge coupling system

  • Li, Xiaozhen;Zhu, Yan
    • Interaction and multiscale mechanics
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    • 제3권4호
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    • pp.333-342
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    • 2010
  • The Pseudo-Excitation Method (PEM) is applied to study the stochastic space vibration responses of train-bridge coupling system. Each vehicle is modeled as a four-wheel mass-spring-damper system with two layers of suspension system possessing 15 degrees-of- freedom. The bridge is modeled as a spatial beam element, and the track irregularity is assumed to be a uniform random process. The motion equations of the vehicle system are established based on the d'Alembertian principle, and the motion equations of the bridge system are established based on the Hamilton variational principle. Separate iteration is applied in the solution of equations. Comparisons with the Monte Carlo simulations show the effectiveness and satisfactory accuracy of the proposed method. The PSD of the 3-span simply-supported girder bridge responses, vehicle responses and wheel/rail forces are obtained. Based on the $3{\sigma}$ rule for Gaussian stochastic processes, the maximum responses of the coupling system are suggested.

설계변수 표본에 근거한 구조시스템 모달 특성의 통계적 예측 (Statistical Estimation of Modal Characteristics of a Structural System Based on Design Variable Samples)

  • 김용우;유홍희
    • 대한기계학회논문집A
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    • 제33권11호
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    • pp.1314-1319
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    • 2009
  • The design methods of mechanical systems are largely classified into deterministic methods and stochastic methods. In deterministic methods, design parameters are assumed to have fixed values. On the other hand, in stochastic methods, design parameters are assumed to be statistically distributed. When a stochastic method is employed, statistical characteristics of the populations of design variables are assumed to be known. However, very often, it is almost impossible or very expensive to obtain the statistical characteristics of the populations. Therefore a sample survey method is usually employed for stochastic methods. This paper describes the procedure of estimating the statistical characteristics of populations by employing sample data sets. An example of AFM micro cantilever beam is employed to show the effectiveness of the procedure.

Generalized Stochastic 페트리네트를 이용한 유연생산시스템의 성능평가 (Performance Evaluation of FMS Using Generalized Stochastic Petri Nets)

  • 서경원;박용수;박홍성;김종원
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1994년도 추계학술대회 논문집
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    • pp.653-657
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    • 1994
  • A symbolic performance analysis approach for flexible for manufactring systems (FMS) can be formulated based on the integration of Petri Nets (PN) and moment generating function (MGF) concept. In this method, generalized stochastic Petri Nets are used to define performance models for FMS, then MGF nased approach for evaluating stochastic PN is used to derive performance parameters of PN, and finally system performance is calculated. A GSPN model of machine cell is shown to illustrate the proposed method for evaluating such performance indices as production rate, utilization, work-in-process and lead time. The major advantage of this method over existing performance evaluation of FMS is the ability to compute symbolic solutions for performance. Finally future research toward automating performance measure for GSPN models of FMS is discussed.

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뉴우먼 확장법에 의한 3차원 트러스의 확률유한요소해석 (Stochastic Finite Element Aalysis of Space Truss by Neumann Expansion Method)

  • 정영수;김기정
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1993년도 봄 학술발표회논문집
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    • pp.117-124
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    • 1993
  • The Neumann Expansion method has been used for evaluating the response variability of three dimensional truss structure resulting from the spatial variability of material properties with the aid of the finite element method, and in conjunction with the direct Monte Carlo simulation methods. The spatial variabilites are modeled as three-dimensional stochastic field. Yamazaki 〔1〕 has extended the Neumann Expansion method to the plane-strain problem to obtain the response variability of 2 dimensional stochastic systems. This paper presents the extension of the Neumann Expansion method to 3 dimensional stochastic systems. The results by the NEM are compared with those by the deterministic finite element analysis and by the direct Monte Carlo simulation method

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적응적 중요표본추출법에 의한 확률유한요소모형의 신뢰성분석 (Reliability Analysis of Stochastic Finite Element Model by the Adaptive Importance Sampling Technique)

  • 김상효;나경웅
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1999년도 가을 학술발표회 논문집
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    • pp.351-358
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    • 1999
  • The structural responses of underground structures are examined in probability by using the elasto-plastic stochastic finite element method in which the spatial distributions of material properties are assumed to be stochastic fields. In addition, the adaptive importance sampling method using the response surface technique is used to improve simulation efficiency. The method is found to provide appropriate information although the nonlinear Limit State involves a large number of basic random variables and the failure probability is small. The probability of plastic local failures around an excavated area is effectively evaluated and the reliability for the limit displacement of the ground is investigated. It is demonstrated that the adaptive importance sampling method can be very efficiently used to evaluate the reliability of a large scale stochastic finite element model, such as the underground structures located in the multi-layered ground.

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