• Journal of Electrical Engineering and Technology
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• v.2 no.4
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• pp.543-548
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• 2007

We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.385-408
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• 2001

This is an introduction to a stochastic version of E. Cartan′s symplectic mechanics. A class of time-symmetric("Bernstein") diffusion processes is used to deform stochastically the exterior derivative of the Poincare-Cartan one-form on the extended phase space. The resulting symplectic tow-form is shown to contain the (a.e.) dynamical laws of the diffusions. This can be regarded as a geometrization of Feynman′s path integral approach to quantum theory; when Planck′s constant reduce to zero, we recover Cartan′s mechanics. The underlying strategy is the one of "Euclidean Quantum Mechanics".

• Journal of the Korean Data and Information Science Society
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• v.3 no.1
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• pp.79-90
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• 1992

We consider hazard ratio as a descriptive measure to compare the hazard experience of a treatment group with that of a control group with censored survival data. In this paper, we propose a kernel estimator of hazard ratio. The uniform consistency and asymptotic normality of a kernel estimator are proved by using counting process approach via martingale theory and stochastic integrals.

• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.19-32
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• 2005

It is shown that the problem of minimizing (maximizing) a quadratic cost functional (quadratic gain functional) given the dynamics dx = (fx + gu)dt + hdb(t, a) where b(t, a) is a fractional Brownian motion of order a, 0 < 2a < 1, can be solved completely (and meaningfully!) by using the dynamical equations of the moments of x(t). The key is to use fractional Taylor's series to obtain a relation between differential and differential of fractional order.

• Management Science and Financial Engineering
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• v.20 no.2
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• pp.1-5
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• 2014

The robust inventory control problem was proposed and solved by Bertsimas and Thiele (2006). Their results are very interesting in that the problem can be solved easily and also the solution possesses nice properties of those found in the traditional stochastic inventory control problem. However, their formulation is shown to be incorrect, which invalidates all of the results given there. In this paper, we propose an alternative formulation of the problem which uses a different but practically applicable uncertainty set. Under the newly proposed model, all of the useful properties given in Bertsimas and Thiele (2006) will be shown to be valid.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 2000.11a
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• pp.397-408
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• 2000

상호접속개요 상호접속이란, 통신 사업자간 각각 소유한 통신망을 상호 접속하여 사용 ex)데이콤이 자사 시외전화서비스를 위해 한국통신 시내 망에 접속 공정한 접속이용료 산정 및 정산에 대해 사업자간에 이해관계. 상호접속의 중요성 1.정책적 측면; 경쟁환경의 조기조성-이용자편익증진 2.경제적 측면; 불필요한 중복투자방지-망효율성 향상 3.망외부성(network externality); 네트웍에 연결되는 이용자의 증가보다, 연결된 네트웍 가치가 빠르게 증가.(중략)

• Nuclear Engineering and Technology
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• v.29 no.6
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• pp.444-450
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• 1997

The current ASME code for reinforced concrete containment structures are not based on probability concepts. The stochastic nature of natural hazard or accidental loads and the variations of material properties require a probabilistic approach for a rational assessment of structural safety and performance. The paper develops design load factors for the serviceability limit state of reinforced concrete containment structures. The target limit state probability is determined and the load factors are calculated by the numerical analysis. Design load factors are proposed and carried out the reliability assessments.

• Journal of Korean Institute of Industrial Engineers
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• v.28 no.3
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• pp.256-263
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• 2002

This paper addresses a planning problem in a pickup-delivery transportation' system under dynamic vehicle dispatching. We present a procedure to determine a fleet size in which stochastic characteristics of vehicle travels are considered. Statistical approach and queueing theory are applied to estimate vehicle travel time and vehicle waiting time, based on which an appropriate fleet size is determined. Simulation experiments are performed to verify the proposed procedure.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.18 no.36
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• pp.113-120
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• 1995

Much of the past work regarding repairable item stockage has concentrated on the development of models and policies for systems in steady state. However, there are important situations in which the transient behavior is most important. A dramatic example of this is the potential dynamic behavior exhibited by demands and service in the deployment of an Air Force squadron at the onset of a conflict. The purpose of this paper is to derive some probability distributions necessary for providing an integrated approach for a multi-echelon inventory system with nonstationary demands and service rates.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2001.11b
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• pp.1055-1060
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• 2001

Springing phenomena of ships is introduced with its concept, research history and approach methodology. Being a hydroelasticity problem, non-linear vibration and stochastic process, springing was formulated and modeled in vibration point of view separating hydrodynamic force into system properties and excitation force. Both RAO and response spectrum as well as wave spectrum were presented as a case study of springing analysis for a flexible vessel with wide breadth. The effect of advance speed, heading angle and loading condition were investigated as parametric study. The results and observations showed availability of analysis for the prediction of the ship springing behavior.