• Title/Summary/Keyword: stochastic problem

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Topological optimized design considering dynamic problem with non-stochastic structural uncertainty

  • Lee, Dong-Kyu;Starossek, Uwe;Shin, Soo-Mi
    • Structural Engineering and Mechanics
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    • v.36 no.1
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    • pp.79-94
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    • 2010
  • This study shows how uncertainties of data like material properties quantitatively have an influence on structural topology optimization results for dynamic problems, here such as both optimal topology and shape. In general, the data uncertainties may result in uncertainties of structural behaviors like deflection or stress in structural analyses. Therefore optimization solutions naturally depend on the uncertainties in structural behaviors, since structural behaviors estimated by the structural analysis method like FEM need to execute optimization procedures. In order to quantitatively estimate the effect of data uncertainties on topology optimization solutions of dynamic problems, a so-called interval analysis is utilized in this study, and it is a well-known non-stochastic approach for uncertainty estimate. Topology optimization is realized by using a typical SIMP method, and for dynamic problems the optimization seeks to maximize the first-order eigenfrequency subject to a given material limit like a volume. Numerical applications topologically optimizing dynamic wall structures with varied supports are studied to verify the non-stochastic interval analysis is also suitable to estimate topology optimization results with dynamic problems.

Opportunistic Spectrum Access with Dynamic Users: Directional Graphical Game and Stochastic Learning

  • Zhang, Yuli;Xu, Yuhua;Wu, Qihui
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.12
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    • pp.5820-5834
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    • 2017
  • This paper investigates the channel selection problem with dynamic users and the asymmetric interference relation in distributed opportunistic spectrum access systems. Since users transmitting data are based on their traffic demands, they dynamically compete for the channel occupation. Moreover, the heterogeneous interference range leads to asymmetric interference relation. The dynamic users and asymmetric interference relation bring about new challenges such as dynamic random systems and poor fairness. In this article, we will focus on maximizing the tradeoff between the achievable utility and access cost of each user, formulate the channel selection problem as a directional graphical game and prove it as an exact potential game presenting at least one pure Nash equilibrium point. We show that the best NE point maximizes both the personal and system utility, and employ the stochastic learning approach algorithm for achieving the best NE point. Simulation results show that the algorithm converges, presents near-optimal performance and good fairness, and the directional graphical model improves the systems throughput performance in different asymmetric level systems.

Joint Replenishment Problem for Single Buyer and Single Supplier System Having the Stochastic Demands (확률적 수요를 갖는 단일구매자와 단일공급자 시스템의 다품목 통합발주문제)

  • Jeong, Won-Chan;Kim, Jong-Soo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.36 no.3
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    • pp.91-105
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    • 2011
  • In this paper, we analyze a logistic system involving a supplier who produces and delivers multiple types of items and a buyer who receives and sells the products to end customers. The buyer controls the inventory level by replenishing each product item up to a given order-up-to-level to cope with stochastic demand of end customers. In response to the buyer's order, the supplier produces or outsources the ordered item and delivers them at the start of each period. For the system described above, a mathematical model for a single type of item was developed from the buyer's perspective. Based on the model, an efficient method to find the cycle length and safety factor which correspond to a local minimum solution is proposed. This single product model was extended to cover a multiple item situation. From the model, algorithms to decide the base cycle length and order interval of each item were proposed. The results of the computational experiment show that the algorithms were able to determine the global optimum solution for all tested cases within a reasonable amount of time.

STABILITY OF THE MULTIPLE OBJECTIVE LINEAR STOCHASTIC PROGRAMMING PROBLEMS

  • Cho, Gyeong-Mi
    • Bulletin of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.287-296
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    • 1995
  • Wets ([4],[5],[6]) considered single objective linear two-stage programming problem under uncertainty with complete recourse. Artstein, Dupacova, Romisch, Schultz and Wets studied stability of this problem id depth. But in many real world problems to make best decision, we need multiple objective functions. So we consider the following multiple objective two-stage programming problems with complete fixed recourse.

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A Study on Empty Container Repositioning and Leasing (확률적 접근법에 의한 공컨테이너 재배치 및 임대에 관한 연구)

  • 하원익;남기찬
    • Journal of Korean Port Research
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    • v.13 no.1
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    • pp.27-40
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    • 1999
  • This study aims to apply and examine the stochastic approach for empty container repositioning and leasing problem. For this a case study has been carried out on actual data such as various cost components and traffic flow. The results reveal that the proposed methodology produces more realistic results than the conventional deterministic approaches. It is also found that the results are significantly affected by the accuracy of demand and supply forecast.

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An Adaptive Radial Basis Function Network algorithm for nonlinear channel equalization

  • Kim Nam yong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.30 no.3C
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    • pp.141-146
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    • 2005
  • The authors investigate the convergence speed problem of nonlinear adaptive equalization. Convergence constraints and time constant of radial basis function network using stochastic gradient (RBF-SG) algorithm is analyzed and a method of making time constant independent of hidden-node output power by using sample-by-sample node output power estimation is derived. The method for estimating the node power is to use a single-pole low-pass filter. It is shown by simulation that the proposed algorithm gives faster convergence and lower minimum MSE than the RBF-SG algorithm.

Multi-objective Scheduling with Stochastic Processing Times

  • Jung, Young-Sik
    • Journal of the Korean Operations Research and Management Science Society
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    • v.20 no.1
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    • pp.179-193
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    • 1995
  • A multi-objective, single-stage scheduling problem with stochastic processing times is considered where the objective is to simultaneously minimize the expected value and the variance of total flowtime, and the mean probability of tardiness. In cases where processing times follow normal distributions, a method using pairwise interchange of two jobs(PITJ) is proposed to generate a set of the approximate efficient schedules. The efficient schedules are not dominated by the criterion vectors of any other permutation schdules in the feasible region. Numerical experiments performed to ascertain the effectiveness of PITJ algorithm are also reported in the results.

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A Shape Matching Algorithm for Occluded Two-Dimensional Objects (일부가 가리워진 2차원 물체의 형상 정합 알고리즘)

  • 박충수;이상욱
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.27 no.12
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    • pp.1817-1824
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    • 1990
  • This paper describes a shape matching algorithm for occluded or distorted two-dimensional objects. In our approach, the shape matchin is viewed as a segment matching problem. A shape matching algorithm, based on both the stochastic labeling technique and the hypothesis generate-test paradigm, is proposed, and a simple technique which performs the stochastic labeling process in accordance with the definition of consisten labeling assignment without requiring an iterative updating process of probability valiues is also proposed. Several simulation results show that the proposed algorithm is very effective when occlusion, scaling or change of orientation has occurred in the object.

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Stochastic Response Analysis of Transmission Tower Subjected to Young's Modulus Variation (송전철탑의 탄성계수의 변이에 따른 확률적 응답변이도)

  • 동원영;정영수
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1993.10a
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    • pp.207-215
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    • 1993
  • With the aid of finite element method, this paper deals with the problem of structural response variability of transmission tower subjected to the spatial variability of material properties, Young's modulus herein. The spatial variability of material property are modeled as two-dimensional stochastic field which has an isotropic auto-correlation function. Response variability has been computed based on two numerical techniques, such as the Neumann expansion method in conjunction with the Monte Carlo simulation method. The results by these numerical methods are compared with those by the deterministic approach.

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Design of the optimal stochastic inputs for linear system parameter estimation (선형계통의 파라미터 추정을 위한 최적 확률 입력신호의 설계)

  • ;;Lee, S. W.
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.168-173
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    • 1987
  • The optimal Input design problem for linear system Which have the common parameters in the system and noise transfer functions. Exploiting the assumed Model structure and deriving the information matrix structure in detail, D-optimal open-loop stochastic input can be realized as an ARMA process under the Input or output variance constraints. In spite of the reduced order, It Is necessary to develop an efficient algorithms for the optimation with respect to the .rho..

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