• Journal of Communications and Networks
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• 제14권5호
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• pp.554-565
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• 2012

In this paper, we study a cross-layer and end-to-end optimization problem for the integrated wireless and wireline network that consists of one wireline core network and multiple wireless access networks. We consider joint end-to-end flow control/distribution at the transport and network layers and opportunistic scheduling at the data link and physical layers. We formulate a single stochastic optimization problem and solve it by using a dual approach and a stochastic sub-gradient algorithm. The developed algorithm can be implemented in a distributed way, vertically among communication layers and horizontally among all entities in the network, clearly showing what should be done at each layer and each entity and what parameters should be exchanged between layers and between entities. Numerical results show that our cross-layer and end-to-end optimization approach provides more efficient resource allocation than the conventional layered and separated optimization approach.

• Structural Engineering and Mechanics
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• 제81권1호
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• pp.51-57
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• 2022

The problem of optimal stochastic GA control of the system with uncertain parameters and unsure noise covariates is studied. First, without knowing the explicit form of the dynamic system, the open-loop determinism problem with path optimization is solved. Next, Gaussian linear quadratic controllers (LQG) are designed for linear systems that depend on the nominal path. A robust genetic neural network (NN) fuzzy controller is synthesized, which consists of a Kalman filter and an optimal controller to assure the asymptotic stability of the discrete control system. A simulation is performed to prove the suitability and performance of the recommended algorithm. The results indicated that the recommended method is a feasible method to improve the performance of active tuned mass damper (ATMD) shear buildings under random earthquake disturbances.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2023년도 춘계학술대회
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• pp.254-255
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• 2023

This paper discovers a robust managerial strategy for a stochastic inventory of perishable products, where the model experiences changing factors including inner parameters and an external disturbance with unknown form. An analytical solution for the optimization problem can be obtained by applying the Hamilton-Bellman-Jacobi equation, however the policy result cannot completely suppress the oscillation from the external disturbance. Therefore, an intelligent approach named Radial Basis Function Neural Networks is applied to estimate the unknown disturbance and provide a robust controller to manipulate the inventory level more effective. The final results show the outstanding performance of RBFNN controller, where both the estimation error and control error are guaranteed in the predefined limit.

• 한국군사과학기술학회지
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• 제27권4호
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• pp.474-484
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• 2024

Reinforcement learning, which are also studied in the field of defense, face the problem of sample efficiency, which requires a large amount of data to train. Transfer learning has been introduced to address this problem, but its effectiveness is sometimes marginal because the model does not effectively leverage prior knowledge. In this study, we propose a stochastic initial state randomization(SISR) method to enable robust knowledge transfer that promote generalized and sufficient knowledge transfer. We developed a simulation environment involving a cooperative robot transportation task. Experimental results show that successful tasks are achieved when SISR is applied, while tasks fail when SISR is not applied. We also analyzed how the amount of state information collected by the agents changes with the application of SISR.

• 물과 미래
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• 제28권2호
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• pp.169-180
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• 1995

관망상배관(Looped networks)시스템에서 관수로시스템의 전체비용은 폐회로유량(Loop flows)에 따라 영향을 받는다. 따라서 관망상배관의 최적설계를 위한 수학적모형을 추계학적 최적화방법에 적용하기 위하여 폐회로유량의 섭동(Perturbations)으로 전체비용이 변하게 하였다. 관망상 배관문제의 분석가능영역은 수많은 국지해(Local optimum)를 갖는 비볼록(Nonconvex)이므로 분석가능영역의 효율적인 심사를 위하여 수정추계학적 심사방법을 제안하였으며 이 방법은 국부심사단계(Global search phase)와 국지심사단계(Local search phase)로 구성되어 있다. 국부탐사에서는 점차적으로 국지해를 증진시키며 국지탐사에서는 국부탐사단계에서 교착상태에 있는 국지해로 부터 벗어나게 하거나 최종국지해를 증진시킨다. 제안한 방법의 효율성을 검정하기 위하여 참고문헌에 있는 기존관수로시스템의 병열관로(Parallel pipe line) 확장문제를 표본으로 채택하여 제안한 방법을 적용한 결과 먼저 발표된 연구자들의 비용보다 적은 비용으로 설계할 수 있었다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권1호
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• pp.195-215
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• 2021

Multipath Transport Control Protocol (MPTCP) is a transport layer protocol that enables multiple TCP connections across various paths. Due to path heterogeneity, it incurs more energy in a multipath wireless network. Recent work presents a set of approaches described in the literature to support systems for energy consumption in terms of their performance, objectives and address issues based on their design goals. The existing solutions mainly focused on the primary system model but did not discourse the overall system performance. Therefore, this paper capitalized a novel stochastically multipath scheduling scheme for data and path capacity variations. The scheduling problem formulated over MPTCP as a stochastic optimization, whose objective is to maximize the average throughput, avoid network congestion, and makes the system more stable with greater energy efficiency. To design an online algorithm that solves the formulated problem over the time slots by considering its mindrift-plus penalty form. The proposed solution was examined under extensive simulations to evaluate the anticipated stochastic optimized MPTCP (so-MPTCP) outcome and compared it with the base MPTCP and the energy-efficient MPTCP (eMPTCP) protocols. Simulation results justify the proposed algorithm's credibility by achieving remarkable improvements, higher throughput, reduced energy costs, and lower-end to end delay.

• 전자공학회논문지B
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• 제31B권7호
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• pp.211-218
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• 1994

Stochastic computation employs random pulse streams to represent numbers. In this paper, we study a new method to implement the number system which uses the ratio of the numbers of ones and zeros in the pulse streams. In this number system. if P is the probability that a pulse is one in a pulse stream then the number X represented by the pulse stream is defined as P/(1-P). We propose circuits to implement the basic operations such as addition multiplication and sigmoid function with this number system and examine the error characteristics of such operations in stochastic computation. We also propose a neuron model and derive a learning algorithm based on backpropagation for the 3-layered feedforward neural networks. We apply this learning algorithm to a digit recognition problem. To analyze the results, we discuss the errors due to the variance of the random pulse streams and the quantization noise of finite length register.

• 대한수학회지
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• 제35권2호
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• pp.423-432
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• 1998

Let p, q be integers such that 2 $\leq$ p, q $\leq$ n, and let $D_{p, q}$ denote the matrix obtained from $I_{n}$, the identity matrix of order n, by replacing each of the first p columns by an all 1's vector and by replacing each of the first two rows and each of the last q-2 rows by an all 1's vector. In this paper the permanent minimization problem over the face, determined by the matrix $D_{p, q}$, of the polytope of all n $\times$ n doubly stochastic matrices is treated.d.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 22-24 Oct. 1991
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• pp.1858-1863
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• 1991

The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

• 대한기계학회논문집
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• 제18권8호
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• pp.1920-1929
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• 1994

The stochastic finite element method(SFEM) based structural optimal design is presented. Random system response including uncertainties for the design variable is calculated with first order perturbation method. A method for calculating the sensitivity coefficients is developed using the equilibrium equation and first-order perturbed equation. Numerical results are presented for a truss, frame and plate structures with displacement and stress constraints. The sensitivity calculation proposed here is compared with finite difference method. A nonlinear programming technique is used to solve the problem. The procedure is easily incorporated with existing deterministic structural optimization.