• Title/Summary/Keyword: stochastic control

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A Study on the Optimal Appointment Scheduling for the Ship Maintenance with Queueing System with Scheduled Arrivals (예약도착 대기행렬을 활용한 함정정비 최적 예약시간 산정에 관한 연구)

  • Ko, Jae-Woo;Kim, Gak-Gyu;Yun, Bong-Kyu
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.3
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    • pp.13-22
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    • 2013
  • Queueing system with scheduled arrivals is useful in many fields where both customers' waiting time and servers' operation time (utilization) are important, and arrival time of customers is possible to be controlled. In this paper, we analyzed the operation of ship maintenance with the queueing system with scheduled arrival. Based on the model presented by Pegden and Rosenshine [8], who dealt with exponential service time, we extended the service time distributions to phase-type distribution which is able to include a wide range of real stochastic phenomena. Since most activities in the military are carried out under tight control and schedule, scheduled arrival queue has quite good applicability in this area. In this context, we applied queue with scheduled arrival to the optimal booking time decision for the ship maintenance in the navy.

Countercyclical Capital Buffer and Monetary Policy (경기대응완충자본규제와 통화신용정책)

  • Yoo, Byoung Hark;Jo, Kyoo-Hwan
    • KDI Journal of Economic Policy
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    • v.34 no.4
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    • pp.69-90
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    • 2012
  • This paper explores the effect of the countercyclical capital buffer using a DSGE (Dynamic Stochastic General Equilibrium) model with a banking sector. The main results are following. First, if the CAR (capital asset ratio) rises by 1%p as the countercyclical capital buffer, output and credit would increase less than otherwise by 0.8%p and 1.2%p, respectively. Second, the countercyclical capital buffer would decrease both credit and debt of banks, or deposit, and, as a result, boost the CAR. However, if we are going to use monetary policy to control credit expansion by allowing the interest rate to respond to credit, bank capital would also diminish, which would cause the CAR to be lower.

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An accurate and cost-effective fuzzy logic controller(I)-A VHDL design and simulation (고정밀 저비용 퍼지 제어기(I)-VHDL 설계 및 시뮬레이션)

  • 김대진;조현인
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.7
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    • pp.38-50
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    • 1997
  • This paper concerns a VHDL design and simulation of an accurate and cost-effective fuzzy logic controller (FLC). The accurcy of the proposed FLC is obtained by using the center of gravity (COG) defuzzifier that considers both membership values and spans of membership functions in calculating a crisp value. The cost-effectiveness of the proposed FLC is obtained by restructuring the conventional FLC in the following ways: Firstly, the MAX-MIN inference is inference is replaced by a read-modify-write operation that can be implemented economically in the structure of register files. Secondly, the division in the COG defuzzifier is avoided by finding the moment equilibrium point. The proposed COG defuzzifier has two disadvantages that it requires additional multipliers and it takes a lot of computation time to find the moment equilibrium point. The first disadvantage is overcome by replacing the mulitpliers with stochastic AND operations and the second disadvantage is alleviated by using a coarse-to-fine searching algorithm. The proposed FLC is described in VHDL structurally and behaviorally and whether it is working well or not is checked on SYNOPSYS VHDL simulator by using the truck backer-upper control problem.

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Online Flow Prediction by Kalman Filter (Kalman Filter에 의한 Online 유출예측(流出豫測))

  • Lee, Won Hwan;Rhee, Young Seok
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.6 no.2
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    • pp.57-65
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    • 1986
  • The need of forecasting river flows arised whenever a river authority must make controls to protect the life and property from the flood and maintain the adequate flows for water use. This study is on the real time flood forecasting from the gauged and ungauged rainfall input and identification of second-order autoregressive(AR(2)) which is used as system model. A Kalman filter is used to obtain the values of the system parameters needed for the optimal control strategy. This system model was applied to the data at the Naiu gauging station in Young san river basin to check the accuracy and efficiency of prediction. One step ahead prediction is checked by stochastic analysis and the order of autoregressive model is proved to be satisfied, Discussions on interesting features of the model are presented.

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Design of Markov Decision Process Based Dialogue Manager (마르코프 의사결정 과정에 기반한 대화 관리자 설계)

  • Choi, Joon-Ki;Eun, Ji-Hyun;Chang, Du-Seong;Kim, Hyun-Jeong;Koo, Myong-Wan
    • Proceedings of the KSPS conference
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    • 2006.11a
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    • pp.14-18
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    • 2006
  • The role of dialogue manager is to select proper actions based on observed environment and inferred user intention. This paper presents stochastic model for dialogue manager based on Markov decision process. To build a mixed initiative dialogue manager, we used accumulated user utterance, previous act of dialogue manager, and domain dependent knowledge as the input to the MDP. We also used dialogue corpus to train the automatically optimized policy of MDP with reinforcement learning algorithm. The states which have unique and intuitive actions were removed from the design of MDP by using the domain knowledge. The design of dialogue manager included the usage of natural language understanding and response generator to build short message based remote control of home networked appliances.

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A Study on Adaptive Partitioning-based Genetic Algorithms and Its Applications (적응 분할법에 기반한 유전 알고리즘 및 그 응용에 관한 연구)

  • Han, Chang-Wook
    • Journal of the Institute of Convergence Signal Processing
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    • v.13 no.4
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    • pp.207-210
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    • 2012
  • Genetic algorithms(GA) are well known and very popular stochastic optimization algorithm. Although, GA is very powerful method to find the global optimum, it has some drawbacks, for example, premature convergence to local optima, slow convergence speed to global optimum. To enhance the performance of GA, this paper proposes an adaptive partitioning-based genetic algorithm. The partitioning method, which enables GA to find a solution very effectively, adaptively divides the search space into promising sub-spaces to reduce the complexity of optimization. This partitioning method is more effective as the complexity of the search space is increasing. The validity of the proposed method is confirmed by applying it to several bench mark test function examples and the optimization of fuzzy controller for the control of an inverted pendulum.

Analysis of Optimized Aggregation Timing in Wireless Sensor Networks

  • Lee, Dong-Wook;Kim, Jai-Hoon
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.3 no.2
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    • pp.209-218
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    • 2009
  • In a wireless sensor network(WSN) each sensor node deals with numerous sensing data elements. For the sake of energy efficiency and network lifetime, sensing data must be handled effectively. A technique used for this is data aggregation. Sending/receiving data involves numerous steps such as MAC layer control packet handshakes and route path setup, and these steps consume energy. Because these steps are involved in all data communication, the total cost increases are related to the counts of data sent/received. Therefore, many studies have proposed sending combined data, which is known as data aggregation. Very effective methods to aggregate sensing data have been suggested, but there is no means of deciding how long the sensor node should wait for aggregation. This is a very important issue, because the wait time affects the total communication cost and data reliability. There are two types of data aggregation; the data counting method and the time waiting method. However, each has weaknesses in terms of the delay. A hybrid method can be adopted to alleviate these problems. But, it cannot provide an optimal point of aggregation. In this paper, we suggest a stochastic-based data aggregation scheme, which provides the cost(in terms of communication and delay) optimal aggregation point. We present numerical analysis and results.

Scen based MPEG video traffic modeling considering the correlations between frames (프레임간 상관관계를 고려한 장면기반 MPEG 비디오 트래픽 모델링)

  • 유상조;김성대;최재각
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.23 no.9A
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    • pp.2289-2304
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    • 1998
  • For the performance analysis and traffic control of ATM networks carrying video sequences, need an appropriate video traffic model. In this paper, we propose a new traffic model for MPEG compressed videos which are widely used for any type of video applications at th emoment. The proposed modeling scheme uses scene-based traffic characteristics and considers the correlation between frames of consecutiv GOPs. Using a simple scene detection algorithm, scene changes are modeled by state transitions and the number of GOPs of a scene state is modeled by a geometric distirbution. Frames of a scene stte are modeled by mean I, P, and B frame size. For more accurate traffic modeling, quantization errors (residual bits) that the state transition model using mean values has are compensated by autoregressive processes. We show that our model very well captures the traffic chracteristics of the original videos by performance analysis in terms of autocorrelation, histogram of frame bits genrated by the model, and cell loss rate in the ATM multiplexer with limited buffers. Our model is able to perrorm translations between levels (i.e., GOP, frame, and cell levels) and to estimate very accurately the stochastic characteristics of the original videos by each level.

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A NEW STOCHASTIC EVALUATION THEORY OF ARBITRARY ACOUSTIC SYSTEM RESPONSE AND ITS APPLICATION TO VARIOUS TYPE SOUND INSULATION SYSTEMS -EQUIVALENCE TRANSFORMATION TOWARD THE STANDARD HERMITE AND/OR LAGUERRE EXPANSION TYPE PROBABILITY EXPRESSIONS

  • Ohta, Mitsuo;Ogawa, Hitoshi
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06a
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    • pp.692-697
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    • 1994
  • In the actual sound environmental systems, it seems to be essentially difficult to exactly evaluate a whole probability distribution form of its response fluctuation, owing to various types of natural, social and human factors. Up to now, we very often reported two kinds of unified probability density expressions in the standard expansion from of Hermite and Laguerre type orthonormal series to generally evaluate non-Gaussian, non-linear correlation and/or non-stationary properties of the fluctuation phenomenon. However, in the real sound environment, there still remain many actual problems on the necessity of improving the above two standard type probability expressions for practical use. In this paper, first, a central point is focused on how to find a new probabilistic theory of practically evaluating the variety and complexity of the actual random fluctuations, especially through introducing some equivalence transformation toward two standard probability density expressions mentioned above in the expansion from of Hermite and Laguerre type orthonormal series. Then, the effectiveness of the proposed theory has been confirmed experimentally too by applying it to the actual problems on the response probability evaluation of various sound insulation systems in an acoustic room.

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A Design Weighting Polynomial Parameter Tuning of a Self Tuning Controller (자기동조 제어기의 설계 하중다항식 계수 조정)

  • 조원철;김병문
    • Journal of the Korean Institute of Telematics and Electronics T
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    • v.35T no.3
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    • pp.87-95
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    • 1998
  • This paper presents the method for the automatic tuning of a design weighting polynomial parameter of a generalized minimum-variance stochastic self tuning controller which adapts to changes in the system parameters with time delays and noises. The self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design weighting polynomial parameters. The proposed self tuning method is simple and effective compared with other existing self tuning methods. The computer simulation results are presented to illustrate the procedure and to show the performance of the control system.

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