• 제어로봇시스템학회:학술대회논문집
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• 1993.10b
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• pp.155-159
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• 1993

In this paper, we consider the problem of a stochastic optimal switching control, which can be applied to the control of a system with uncertain demand such as a control problem of a power plant. The dynamic programming method is applied for the formulation of the optimal control problem. We solve the system of Quasi-Variational Inequalities(QVI) using an algoritlim which involves the finite difference approximation and contraction mapping method. A mathematical example of the optimal switching control is constructed. The actual performance of the algorithm is also tested through the solution of the constructed example.

• Proceedings of the KIEE Conference
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• 1987.11a
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• pp.106-108
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• 1987

Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.

• International Journal of Contents
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• v.6 no.4
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• pp.30-34
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• 2010

Effective job scheduling scheme is a crucial part of complex heterogeneous distributed systems. Gang scheduling is a scheduling algorithm for grid systems that schedules related grid jobs to run simultaneously on servers in different local sites. In this paper, we address grid jobs (gangs) schedule modeling using Stochastic reward nets (SRNs), which is concerned for static and dynamic scheduling policies. SRN is an extension of Stochastic Petri Net (SPN) and provides compact modeling facilities for system analysis. Threshold queue is adopted to smooth the variations of performance measures. System throughput and response time are compared and analyzed by giving reward measures in SRNs.

• International Journal of Control, Automation, and Systems
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• v.5 no.5
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• pp.515-525
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• 2007

In this paper, we develop a co-design methodology of stochastic optimal controllers and network parameters that optimizes the overall quality of control (QoC) in networked control systems (NCSs). A new dynamic model for NCSs is provided. The relationship between the system stability and performance and the sampling frequency is investigated, and the analysis of co-design of control and network parameters is presented to determine the working range of the sampling frequency in an NCS. This optimal sampling frequency range is derived based on the system dynamics and the network characteristics such as data rate, time-delay upper bound, data-packet size, and device processing time. With the optimal sampling frequency, stochastic optimal controllers are designed to improve the overall QoC in an NCS. This co-design methodology is a useful rule of thumb to choose the network and control parameters for NCS implementation. The feasibility and effectiveness of this co-design methodology is verified experimentally by our NCS test bed, a ball magnetic-levitation (maglev) system.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2001.05a
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• pp.892-896
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• 2001

Investigation is performed on the stability of nonlinear system under turbulent fluid motion modelled as white noise random process, which is a preliminary result in the course of research on the characteristic and nonlinear control of the stochastic system. Adopted physical model is beam-type structure with tip-mass and main base mass. The governing equation is derived via F-P-K approach in stochastic sense. By means of Gaussian Closure method infinite dynamic moment equations due to system nonlinearity is closed to finite one. At the best of authors' knowledge, it is the first trial to design nonlinear controller by using of sliding mode technique in stochastic domain and control performance and effect in stochastic domain is studied.

• Structural Engineering and Mechanics
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• v.43 no.6
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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.

• Journal of Electrical Engineering and Technology
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• v.12 no.3
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• pp.1064-1072
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• 2017

The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

• Journal of Korea Water Resources Association
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• v.31 no.4
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• pp.407-413
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• 1998

This study reviewed the recent studies for the climate change impact on water resource systems and applied one of the techniques to a real reservoir system - the Skagit hydropower system in U.S.A. The technique assumed that the climate change results in ±5% change in monthly average and/or standard deviation of the observed inflows for the Skagit system. For each case of the altered average and standard deviation, an optimal operating policy was derived using s SDP(Stochastic Dynamic Programming) model and compared with the operating policy for the non-climate change case. The results showed that the oparating policy of the Skagit system is more sensitive to the change in the streamflow average than that in the streamflow standard deviation. The derived operating policies were also simulated using the synthetic streamflow scenarios and their average annual gains were compared as a performance index. To choose the best operating policy among the derived policies, a Bayesian decision strategy was also presented with an example. Keywords : climate change, reservoir operating policy, stochastic dynamic programming, Bayesian decision theory.

• Journal of the Korean Operations Research and Management Science Society
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• v.26 no.3
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• pp.105-117
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• 2001

This paper models supply uncertainty in the dynamic Newsboy problem context. The system consists of one supplier and one retailer who places an order to the supplier every period to meet stochastic demand. Supply uncertainty is modeled as the uncertainty in quantities delivered by the supplier. That is, the supplier delivers exactly the amount ordered by the retailer with probability of $\beta$ and the amount minus K with probability of (1-$\beta$). We formulate the problem as a dynamic programming problem and prove that retailer’s optimal replenishment policy is a stationary base-stock policy. Through a numerical study, we found that the cost increase due to supply uncertainty is significant and that the costs increase more rapidly as supply uncertainty increases. We also identified the effects of various system parameters. One of the interesting results is that as retailer’s demand uncertainty, the other uncertainty in our model, increases, the cost increase due to supply uncertainty becomes less significant.

• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.391-399
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• 2006

In order to solve the optimization problem of designing the trajectory of three-dimensional horizontal well, we establish a multi-phase, nonlinear, stochastic dynamic system of the trajectory of horizontal well. We take the precision of hitting target and the total length of the trajectory as the performance index. By the integration of the state equation, this model can be transformed into a nonlinear stochastic programming. We discuss here the necessary conditions under which a local solution exists and depends in a continuous way on the parameter (perturbation). According to the properties we propose a revised Hooke-Jeeves algorithm and work out corresponding software to calculate the local solution of the nonlinear stochastic programming and the expectancy of the performance index. The numerical results illustrate the validity of the proposed model and algorithm.