• 한국경영과학회지
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• 제22권1호
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• pp.51-58
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• 1997

In this paper, we propose a stochastic LP model for determining an optimal input quantity in a single-product multi-stage production system with random yields. Due to the random yields in our model, each stage of the production system can result in defective items, which can be re-processed or scrapped at certain costs. We assume that the random yield at each stage follows an independent discrete empirical distribution. Compared to dynamic programming models that prevail in the literature, our model can easily handle problems of larger sizes.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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• pp.440-444
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• 1998

In this paper, we consider numerical solution of a H-J-B (Hamilton-Jacobi-Bellman) equation of elliptic type arising from the stochastic control problem. For the numerical solution of the equation, we take an approach involving contraction mapping and finite difference approximation. We choose the It(equation omitted) type stochastic differential equation as the dynamic system concerned. The numerical method of solution is validated computationally by using the constructed test case. Map of optimal controls is obtained through the numerical solution process of the equation. We also show how the method applies by taking a simple example of nonlinear spacecraft control.

• 대한전기학회논문지
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• 제31권7호
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• pp.18-24
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• 1982

We derived an optimal control of the Stochastic Bilinear Systems. For that we, firstly, formulated stochastic bilinear system and estimated its state when the system state is not directly observable. Optimal control problem of this system is reviewed on the line of three optimization techniques. An optimal control is derived using Hamilton-Jacobi-Bellman equation via dynamic programming method. It consists of combination of linear and quadratic form in the state. This negative feedback control, also, makes the system stable as far as value function is chosen to be a Lyapunov function. Several other properties of this control are discussed.

• Journal of Advanced Research in Ocean Engineering
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• 제1권1호
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• pp.55-62
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• 2015

Floating structure such as tension leg platform, semi-submersible and spar are widely used in field of oil exploration and renewable energy system. All of these structures have the base cylinder support structure which have effective rule in overall dynamic of response. So the accurate and reliable modeling is needed for optimum design and understanding the physical background of these systems. The aim of this article is an analytical discussion on stochastic modeling of floating cylinder based support structure but an applicable one. Due to this a mathematical mass-damper-spring system of a floating cylinder of HAWAII WTG offshore wind as an applicable and innovative system is adopted to model a coupled degrees using random vibration in analytical way. A fully develop spectrum is adopted to solve the stochastic spectrum analytically by a proper approximation. Some acceptable assumption is adopted. The simplified but analytical and innovative hydrodynamic analysis of this study not only will help researcher to concentrate more physically on hydrodynamic analysis of floating structures but also can be useful for any quick, simplified and closed form analysis of a complicated problem in offshore engineering.

• 한국도로학회논문집
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• 제14권4호
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• pp.163-173
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• 2012

PURPOSES : The purpose of this study is to check the possibilities of traffic pattern analysis using MatSIM for urban road network operation in incident case. METHODS : One of the stochastic dynamic models is MatSIM. MatSIM is a transportation simulation tool based on stochastic dynamic model and activity based model. It is an open source software developed by IVT, ETH zurich, Switzerland. In MatSIM, various scenario comparison analyses are possible and analyses results are expressed using the visualizer which shows individual vehicle movements and traffic patterns. In this study, trip distribution in 24-hour, traffic volume, and travel speed using MatSIM are similar to those of measured values. Therefore, results of MatSIM are reasonable comparing with measured values. Traffic patterns are changed according to incident from change of individual behavior. RESULTS : The simulation results and the actual measured values are similar. The simulation results show reasonable ranges which can be used for traffic pattern analysis. CONCLUSIONS : The change of traffic pattern including trip distribution, traffic volumes and speeds according to various incident scenarios can be used for traffic control policy decision to provide effective operation of urban road network.

• Computers and Concrete
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• 제19권1호
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• pp.111-120
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• 2017

This study aimed to design the accelerated life testing (ALT) of concrete, which stimulating the special natural environment maximumly. Its evaluation indexes, such as dynamic elastic modulus, mass and ultrasonic velocity were measured, and the variation of relative mass and relative dynamic elastic modulus of concrete were studied. Meanwhile, the microanalysis method was used. Moreover, an exploratory application of the stochastic approach, the Weibull distribution and the lognormal distribution, were made to assess the durability of concrete structures. The results show that the ALT for simulating natural environment is more close to the service process of concrete structure under actual conditions; The relative dynamic elastic modulus can be used as the dominant durability evaluation parameters, because it is more sensitive to the environmental factors compared with the relative quality evaluation parameters; In the course of the concrete deterioration, the destruction of the salt freezing cycle is the dominant factor, supplemented by other factors; Both of those two stochastic approaches can be used to evaluate the reliability of concrete specimens under the condition of ALT; By comparison, The lognormal distribution method is better to describe the reliability process.

• 한국통신학회논문지
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• 제36권2A호
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• pp.139-148
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• 2011

본 논문은 멀티밴드 해양통신망에서 선적 정보를 주기적으로 전송할 때 발생하는 비용을 최소화하기 위해 가용한 네트워크의 전송 비용과 주어진 허용 가능한 최대 지연 범위 이내에서 예상되는 최소 평균 전송 비용을 비교하여 전송 시점을 결정하는 방안을 제시한다. 이때 전송 시점과 해당 네트워크의 선택 과정을 Markov Decision Process (MDP)로 모델링하며, 이에 따라 각 밴드에서의 채널 상태를 2-State Markov Chain으로 모델링하고 평균 전송 비용을 Stochastic Dynamic Programming을 통해 계산한다. 이를 통해 최소 비용의 망 선택 방식이 도출되었으며, 제안된 방식을 사용할 때 고정 주기를 사용하여 정보를 전송하는 방식에 비해 상당한 망 사용 비용을 절감할 수 있음을 컴퓨터 시뮬레이션을 통해 보인다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2020년도 학술발표회
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• pp.171-171
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• 2020

Decision making strategies should consider both adaptiveness and robustness in order to deal with two main characteristics of climate change: non-stationarity and deep uncertainty. Especially, robust strategies are different from traditional optimal strategies in the sense that they are satisfactory over a wider range of uncertainty and may act as a key when confronting climate change. In this study, a new framework named Robust Stochastic Dynamic Programming (R-SDP) is proposed, which couples previously developed robust optimization (RO) into the objective function and constraint of SDP. Two main approaches of RO, feasibility robustness and solution robustness, are considered in the optimization algorithm and consequently, three models to be tested are developed: conventional-SDP (CSDP), R-SDP-Feasibility (RSDP-F), and R-SDP-Solution (RSDP-S). The developed models were used to derive optimal monthly release rules in a single reservoir, and multiple simulations of the derived monthly policy under inflow scenarios with varying mean and standard deviations are undergone. Simulation results were then evaluated with a wide range of evaluation metrics from reliability, resiliency, vulnerability to additional robustness measures. Evaluation results were finally visualized with advanced visualization tools that are used in multi-objective robust decision making (MORDM) framework. As a result, RSDP-F and RSDP-S models yielded more risk averse, or conservative, results than the CSDP model, and a trade-off relationship between traditional and robustness metrics was discovered.

• Structural Engineering and Mechanics
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• 제43권6호
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• pp.835-845
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• 2012

This paper focuses on the stochastic response analysis of industrial masonry chimneys to surface blast-induced random ground motions by using a three dimensional finite element model. Underground blasts induce ground shocks on nearby structures. Depending on the distance between the explosion centre and the structure, masonry structures will be subjected to ground motions due to the surface explosions. Blast-induced random ground motions can be defined in terms of the power spectral density function and applied to each support point of the 3D finite element model of the industrial masonry system. In this paper, mainly a parametric study is conducted to estimate the effect of the blast-induced ground motions on the stochastic response of a chimney type masonry structure. With this purpose, different values of charge weight and distance from the charge centre are considered for the analyses of the chimney. The results of the study underline the remarkable effect of the surface blast-induced ground motions on the stochastic behaviour of industrial masonry type chimneys.

• 한국소음진동공학회논문집
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• 제17권10호
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• pp.918-922
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• 2007

Most of the study on system identification has been carried out using input/output relation in physical domain. However identification concept of stochastic system has not been reported up to now. Interest is focused to identify an unknown dynamic system under random external disturbances which is not possible to measure. A concept to identify the system parameters in stochastic domain is proposed and implemented in terms of simulation. Attempt has been made to identify the system parameters in inverse manner in stochastic domain based on system output only. Simulation is conducted to reveal quite noticeable performance of the proposed concept.