• 제목/요약/키워드: stochastic problem

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칸반 시스템의 분석과 설계

  • 김성철
    • 경영과학
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    • 제9권1호
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    • pp.3-15
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    • 1992
  • In this paper, we study a manufacturing system of serial stages with general service times, in which the production of each stage and the coordination of stages are controlled by Kanban discipline. This Kanban discipline is modeled as a Discrete Event Dynamic System and a system of recursive equations is applied to study the dynamics of the system. The recursive relationship enables us to compare this Kanban discipline with the other blocking disciplines such as transfer blocking, service blocking, block-and-hold b, and block-and-hold K, and the Kanban is shown to be superior to the other disciplines in terms of makespan and throughput. As a special case, two stages Kanban system is modeled as $C_2/C_2/1/N$ queueing system, and a recursive algorithm is developed to calculate the system performance. In optimizing the system performance, the stochastic optimization approach of Robbins-Monro is employed via perturbation analysis, the way to estimate the stochastic partial derivative based on only one sample trajectory of the system, and the required commuting condition is verified. Then the stochastic convexity result is established to provide second-order optimality condition for this parametric optimization problem.

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구간 시변 지연이 존재하는 불확실 확률적 뉴럴 네트웍의 지연의존 안전성 판별법 (Delay-dependent Stability Criteria for Uncertain Stochastic Neural Networks with Interval Time-varying Delays)

  • 권오민;박주현;이상문
    • 전기학회논문지
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    • 제57권11호
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    • pp.2066-2073
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    • 2008
  • In this paper, the problem of global asymptotic stability of uncertain stochastic neural networks with delay is considered. The delay is assumed to be time-varying and belong to a given interval. Based on the Lyapunov stability theory, new delay-dependent stability criteria for the system is derived in terms of LMI(linear matrix inequality). Three numerical examples are given to show the effectiveness of proposed method.

댐 군 월별 운영 정책의 도출을 위한 추계적 동적 계획 모형 (A Stochastic Dynamic Programming Model to Derive Monthly Operating Policy of a Multi-Reservoir System)

  • 임동규;김재희;김승권
    • 경영과학
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    • 제29권1호
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    • pp.1-14
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    • 2012
  • The goal of the multi-reservoir operation planning is to provide an optimal release plan that maximize the reservoir storage and hydropower generation while minimizing the spillages. However, the reservoir operation is difficult due to the uncertainty associated with inflows. In order to consider the uncertain inflows in the reservoir operating problem, we present a Stochastic Dynamic Programming (SDP) model based on the markov decision process (MDP). The objective of the model is to maximize the expected value of the system performance that is the weighted sum of all expected objective values. With the SDP model, multi-reservoir operating rule can be derived, and it also generates the steady state probabilities of reservoir storage and inflow as output. We applied the model to the Geum-river basin in Korea and could generate a multi-reservoir monthly operating plan that can consider the uncertainty of inflow.

공차와 틈새를 고려한 4절연쇄기구의 최적설계 (Optimal Design of Four-bar Mechanism in consideration of Tolerances and Clearances)

  • 김호룡
    • 한국정밀공학회지
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    • 제2권3호
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    • pp.70-76
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    • 1985
  • A four-bar mechanism in consideration of the tolerances on link lengths and the clearances in joints is optimally designed by the method of stochastic analysis. The random nature of clearances and tolerances establishes a stochastic optimization design equation in which the parameters in the equation are described by random variables. In order to solve the design equation, the stochastic problem is converted into an equivalent deterministic one. The synthesis of four-bar mechanism for minimum mechanical and structural errors is carried out by the optimization techni- ques using Chebyshev spacing of precision points. By the results from the synthesized mechanism, the generated and desired motions are examined.

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확률 기하 기반 순방향 다중셀 네트워크 성능 근사화 (Performance Approximation of Downlink Multicell Networks Based on Stochastic Geometry)

  • 신국희;권태수
    • 한국통신학회논문지
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    • 제42권5호
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    • pp.989-991
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    • 2017
  • 본 논문은 다양한 범위의 간섭 및 잡음 영향에서 잘 동작하는 확률 기하 기반의 순방향 다중셀 네트워크 성능 근사화 방안을 제안한다. 제안 방안은 기지국 수 및 송신전력을 변수로 갖는 다중셀 네트워크 설계 문제의 간소화에 용이하게 활용될 수 있다.

통신 네트워크에서 상태 추정에 의한 군집병합의 원격제어 (Vehicle Platooning Remote Control via State Estimation in a Communication Network)

  • 황태현;최재원;김영호
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.192-192
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    • 2000
  • In this paper, a platoon merging is considered as a remote-controlled system with the state represented by a stochastic process. In this system, it becomes to encounter situations where a single decision maker controls a large number of subsystems, and observation and control signals are sent over a communication channel with finite capacity and significant transmission delays. Unlike classical estimation problem in which the observation is a continuous process corrupted by additive noise, there is a constraint that the observation must be coded and transmitted over a digital communication channel with finite capaci쇼. A recursive coder-estimator sequence is a state estimation scheme based on observations transmitted with finite communication capacity constraint. Using the coder-estimator sequence, the remote control station designs a feedback controller. In this paper, we introduce a stochastic model for the lead vehicle in a platoon of vehicles considering the angle between a road surface and a horizontal plane as a stochastic process. The simulation results show that the inter-vehicle distance and the deviation from the desired inter-vehicle distance are well regulated.

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Stochastic Scheduling Problems for Maximizing the Expected Number of Early Jobs with Common or Exchangeable Due Dates

  • Choi, Jae Young;Kim, Heung-Kyu
    • Management Science and Financial Engineering
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    • 제18권2호
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    • pp.5-11
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    • 2012
  • In this paper, stochastic scheduling problems are considered when processing times and due dates follow arbitrary distributions and due dates are either common or exchangeable. For maximizing the expected number of early jobs, two policies, one, based on pairwise comparisons of the processing times, and the other, based on survivabilities, are introduced. In addition, it is shown that the former guarantees optimal solutions when the processing times and due dates are deterministic and that the latter guarantees optimal solutions when the due dates follow exponential distributions. Then a new approach, exploiting the two policies, is proposed and analyzed which turns out to give better job sequences in many situations. In fact, the new approach guarantees optimal solutions both when the processing times and due dates are deterministic and when the due dates follow exponential distributions.

Optimization of Stochastic System Using Genetic Algorithm and Simulation

  • 유지용
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1999년도 추계학술대회 논문집
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    • pp.75-80
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    • 1999
  • This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

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Alternating the Non-Alternate: A Probabilistic Approach to Dative Alternation

  • Choi Hye-Won
    • 한국언어정보학회지:언어와정보
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    • 제9권1호
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    • pp.51-68
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    • 2005
  • This paper proposes an informational approach to the dative alternation in English following up on the Stochastic Optimality- Theoretic (OT) model by Bresnan and Nikitina (2003). While Bresnan and Nikitina's stochastic OT model resolves the crucial problem of 'gradience' unavoidably implicated in variation phenomena by applying the notion of probability to linguistic problems, it fails to account for the details of the unusually alternating examples, which normally would not alternate. More importantly, it fails to capture the focus effect involved in the alternation. This paper has worked out all the problematic examples by modifying the Bresnan and Nikitina model. This new account captures not only the unusual behavior of the less-alternating verbs and idioms but also the special focus effect of the common alternating verbs.

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A Comparative Study of Maintenance Scheduling Methods for Small Utilities

  • Ong, H.L.;Goh, T.N.;Eu, P.S.
    • International Journal of Reliability and Applications
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    • 제4권1호
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    • pp.13-26
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    • 2003
  • This paper presents a comparative study of a few commonly used maintenance scheduling methods for small utilities that consists solely of thermal generating plants. Two deterministic methods and a stochastic method are examined. The deterministic methods employ the leveling of reserve capacity criterion, of which one uses a heuristic rule to level the deterministic equivalent load obtained by using the product of the unit capacity and its corresponding forced outage rate. The stochastic method simulates the leveling of risk criterion by using the peak load carry capacity of available units. The results indicate that for the size and type of the maintenance scheduling problem described In this study, the stochastic method does not produce a schedule which is significantly better than the deterministic methods.

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