• Journal of the Korean Operations Research and Management Science Society
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• v.31 no.4
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• pp.139-155
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• 2006

The facility location problem of this paper is distinguished from the maximal covering location problem and the flxed-charge facility location problem. We propose the maximal profiting location problem (MPLP) that is the facility location problem maximizing profit with multi-product. We apply to the simulated annealing algorithm, the stochastic evolution algorithm and the accelerated simulated annealing algorithm to solve this problem. Through a scale-down and extension experiment, the MPLP was validated and all the three algorithm enable the near optimal solution to produce. As the computational complexity is increased, it is shown that the simulated annealing algorithm' is able to find the best solution than the other two algorithms in a relatively short computational time.

• Smart Structures and Systems
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• v.19 no.1
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• pp.21-31
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• 2017

To control the stochastic vibration of a vibration-sensitive instrument supported on a beam, the beam is designed as a sandwich structure with magneto-rheological visco-elastomer (MRVE) core. The MRVE has dynamic properties such as stiffness and damping adjustable by applied magnetic fields. To achieve better vibration control effectiveness, the optimal bounded parametric control for the MRVE sandwich beam with supported mass under stochastic and deterministic support motion excitations is proposed, and the stochastic and shock vibration suppression capability of the optimally controlled beam with multi-mode coupling is studied. The dynamic behavior of MRVE core is described by the visco-elastic Kelvin-Voigt model with a controllable parameter dependent on applied magnetic fields, and the parameter is considered as an active bounded control. The partial differential equations for horizontal and vertical coupling motions of the sandwich beam are obtained and converted into the multi-mode coupling vibration equations with the bounded nonlinear parametric control according to the Galerkin method. The vibration equations and corresponding performance index construct the optimal bounded parametric control problem. Then the dynamical programming equation for the control problem is derived based on the dynamical programming principle. The optimal bounded parametric control law is obtained by solving the programming equation with the bounded control constraint. The controlled vibration responses of the MRVE sandwich beam under stochastic and shock excitations are obtained by substituting the optimal bounded control into the vibration equations and solving them. The further remarkable vibration suppression capability of the optimal bounded control compared with the passive control and the influence of the control parameters on the stochastic vibration suppression effectiveness are illustrated with numerical results. The proposed optimal bounded parametric control strategy is applicable to smart visco-elastic composite structures under deterministic and stochastic excitations for improving vibration control effectiveness.

• Bulletin of the Korean Mathematical Society
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• v.40 no.4
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• pp.677-683
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• 2003

In multi-allelic model $X\;=\;(x_1,\;x_2,\;\cdots\;,\;x_d),\;M_f(t)\;=\;f(p(t))\;-\;{\int_0}^t\;Lf(p(t))ds$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we examine the stochastic differential equation for model X and find the properties using stochastic differential equation.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.41 no.4
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• pp.346-354
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• 1992

In the power-system, the active and reactive power levels of load bus randomly vary over days, months, and years which are stochastic in nature. This paper presents an algorithm for optimal Var planning considering the uncertainties of loads. The optimization problem is solved by a stochastic linear programming technique which can handle stochastic constraints to evaluate optimal Var requirement at load bus to maintain the voltage profile which results in probabilistic density function by stochastic Load Flow analysis within admissible range. The effectiveness of the proposed algorithm has been verified by the test on the IEEE-30 bus system.

• Journal of the Korean Statistical Society
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• v.25 no.2
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• pp.161-173
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• 1996

When we deal with a Hilbert space-valued Stochastic Differential Equation (SDE) (or Stochastic Partial Differential Equation (SPDE)), depending on some unknown parameters, the solution usually has a Fourier series expansion. In this situation we consider the maximum likelihood method for the statistical estimation problem and derive the asymptotic properties (consistency and normality) of the Maximum Likelihood Estimator (MLE).

• Proceedings of the KIEE Conference
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• 2008.10b
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• pp.462-463
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• 2008

This paper proposes a method for dynamic output-feedback controller design for stochastic time-delay systems. Based on recent results on time-delay systems control, a tractable and delay-dependent design condition is proposed, which provides a dynamic output-feedback controller to render the closed-loop stochastic time-delay systems to be asymptotically stable in the mean-square sense. The feasibility problem of the proposed condition is recast into a cone complementarity problem. An algorithm adopting cone complementarity linearization is presented to solve the resulting problem.

• Journal of information and communication convergence engineering
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• v.11 no.1
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• pp.30-44
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• 2013

Traffic congestion has become a serious problem with the recent exponential increase in the number of vehicles. In urban areas, almost all traffic congestion occurs at intersections. One of the ways to solve this problem is road expansion, but it is difficult to realize in urban areas because of the high cost and long construction period. In such cases, traffic signal control is a reasonable method for reducing traffic jams. In an actual situation, the traffic flow changes randomly and its randomness makes the control of traffic signals difficult. A prediction of traffic jams is, therefore, necessary and effective for reducing traffic jams. In addition, an autonomous distributed (stand-alone) point control of each traffic light individually is better than the wide and/or line control of traffic lights from the perspective of real-time control. This paper describes a stochastic optimum control of crossroads and multi-way traffic signals. First, a stochastic model of traffic flows and traffic jams is constructed by using a Bayesian network. Secondly, the probabilistic distributions of the traffic flows are estimated by using a cellular automaton, and then the probabilistic distributions of traffic jams are predicted. Thirdly, optimum traffic signals of crossroads and multi-way intersection are searched by using a modified particle swarm optimization algorithm to realize real-time traffic control. Finally, simulations are carried out to confirm the effectiveness of the real-time stochastic optimum control of traffic signals.

• Korean Management Science Review
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• v.26 no.1
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• pp.197-208
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• 2009

In this paper, we study stochastic maximal covering location problem considering floating population. Traditional maximal covering location problem assumed that number of populations at demand point is already known and fixed. In this manner, someone who try to solve real world maximal covering location problem must consider administrative population as a population at demand point. But, after observing floating population, appliance of population in steady-state is more reasonable. In this paper, we suggest revised numerical model of maximal covering location problem. We suggest heuristic methodology to solve large scale problem by using genetic algorithm.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.354-359
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• 2006

The analysis of large-scale water resources systems is often complicated by the presence of multiple reservoirs and diversions, the uncertainty of unregulated inflows and demands, and conflicting objectives. Reinforcement learning is presented herein as a new approach to solving the challenging problem of stochastic optimization of multi-reservoir systems. The Q-Learning method, one of the reinforcement learning algorithms, is used for generating integrated monthly operation rules for the Keum River basin in Korea. The Q-Learning model is evaluated by comparing with implicit stochastic dynamic programming and sampling stochastic dynamic programming approaches. Evaluation of the stochastic basin-wide operational models considered several options relating to the choice of hydrologic state and discount factors as well as various stochastic dynamic programming models. The performance of Q-Learning model outperforms the other models in handling of uncertainty of inflows.

• Industrial Engineering and Management Systems
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• v.16 no.1
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• pp.44-51
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• 2017

In today's competitive environment, supply chain management is a major concern for a company. Two of the key issues in supply chain management are transportation and inventory management. To achieve significant savings, companies should integrate these two issues instead of treating them separately. In this paper we develop a framework for modeling stochastic programming in a supply chain that is subject to demand uncertainty. With reasonable assumptions, two stochastic programming models are presented, respectively, including a single-period and a multi-period situations. Our assumptions allow us to capture the stochastic nature of the problem and translate it into a deterministic model. And then, based on the genetic algorithm and stochastic simulation, a solution method is developed to solve the model. Finally, the computational results are provided to demonstrate the effectiveness of our model and algorithm.