• 대한수학회지
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• 제35권3호
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• pp.713-725
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• 1998

Let X and Y be Ito processes with dX$_{s}$ = $\phi$$_{s}$dB$_{s}$ ＋ $\psi$$_{s}$ds and dY$_{s}$ = (equation omitted)dB$_{s}$ ＋ ξ$_{s}$ds. Burkholder obtained a sharp bound on the distribution of the maximal function of Y under the assumption that │Y$_{0}$│$\leq$│X$_{0}$│,│ζ│$\leq$│$\phi$│, │ξ│$\leq$│$\psi$│ and that X is a nonnegative local submartingale. In this paper we consider a wider class of Ito processes, replace the assumption │ξ│$\leq$│$\psi$│ by a more general one │ξ│$\leq$$\alpha$ │$\psi$│ , where a $\geq$ 0 is a constant, and get a weak-type inequality between X and the maximal function of Y. This inequality, being sharp for all a $\geq$ 0, extends the work by Burkholder.der.urkholder.der.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1994년도 하계학술대회 논문집 A
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• pp.419-421
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• 1994

A CRU (Customer Remote Unit) for KODAS(Korea Distribution Automatic System) is presented in the paper. This equipment works as a terminal unit for the Load Control and the AMR(Automatic Meter Reading). It is composed of control, drive, input, display, and communication parts. A CRU calculates and memorizes the active power, time-of-use, and demand by the pulse from watthour meter for AMR. It also transfers the data to Center Control System. It can measure current, voltage, and power factor by adding the simple circuit. For load control, It receives the necessary informations such as the load control periods, modes, and time intervals. It controls the load until the stopping commad comes. The system reliability has been proved using a prototype.

• 산업공학
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• 제24권4호
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• pp.295-303
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• 2011

This paper presents a discrete time optimal asset buying problem with a predetermined final deadline where an available budget is limited. A cost is paid to search for assets called the search cost. A seller who shows up offers a price for the asset and then the buyer decides whether or not to buy the asset by comparing the offered price to his optimal selection threshold. When the budget becomes less than the search cost or the price of the asset the buyer can get a necessary loan with some interests. We clarify the properties of the buyer's optimal selection threshold in order to maximize the expected value of budget which is left after paying all the search costs and the price of the asset at that point in time.

• 대한수학회보
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• 제55권2호
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• pp.561-572
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• 2018

In this paper we consider the concept of statistical causality in continuous time between flows of information, represented by filtrations. Then we relate the given concept of causality to the equivalent change of measure that plays an important role in mathematical finance. We give necessary and sufficient conditions, in terms of statistical causality, for extremality of measure in the set of martingale measures. Also, we have considered the extremality of measure which involves the stopping time and the stopped processes, and obtained similar results. Finally, we show that the concept of unique equivalent martingale measure is strongly connected to the given concept of causality and apply this result to the continuous market model.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1989년도 하계종합학술대회 논문집
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• pp.75-78
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• 1989

In this paper, A last time delay damper is presented for HB ( HyBrid ) step motor, which has large oscillation characteristics.The design objective is to develop a cost-effective and good-performance damper that would be applyed to HB step motor / driver system without the addition of transducer that would add a weight, size and cost to the system. The Back EMF signal which is recovered from current and voltage signal is used for the measuring the rotor position. It would be possible to get more accurate delay time for the motor driver system. It is proved that the maximum overshoot can be reduced to 13% at stopping through experiment.

• 대한산업공학회지
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• 제3권1호
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• pp.49-53
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• 1977

The coordinated control of the traffic signals of adjacent intersections can reduce delays, relative number of stops and congestions in the coordinated traffic area. The road capacity can be increased to a certain extend because the stopping and starting of vehicles facing red traffic lights can be avoided in many instances due to the progression established along an artery. However, if traffic centers or leaves the main flow in irregular volumes on the intermediate road section, a coordination of traffic signals is unnecessary and may even be harmful. Therefore, a computer simulation model to simulate and predict the effectiveness of a synchronized traffic signal system in the CBD of Seoul was developed and alternative policy variables, such as cycle time, offsets, phase splits, to be fed into the simulation model had to be generated. This is a report of (1) the development of a heuristic algorithm for the determination of phase splits when there are amber periods specifically reserved for left turns and (2) the computerization of time-space diagramming.

• Journal of applied mathematics & informatics
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• 제18권1_2호
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• pp.145-158
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• 2005

We formulate a stochastic control problem on proportional reinsurance that includes impulse and regular control strategies. For the first time we combine impulse control with regular control, and derive the expected total discount pay-out (return function) from present to bankruptcy. By relying on both stochastic calculus and the classical theory of impulse and regular controls, we state a set of sufficient conditions for its solution in terms of optimal return function. Moreover, we also derive its explicit form and corresponding impulse and regular control strategies.

• 전력전자학회:학술대회논문집
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• 전력전자학회 1998년도 Proceedings ICPE 98 1998 International Conference on Power Electronics
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• pp.560-563
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• 1998

For the next generation railway brake system, a disc brake which can be operated directly and electrically is strongly expected. This paper deals with newly developed disc brake actuator using giant magnetostrictive materials(GMM) which can be integrated with disc brake. Regarding the brake system performance, a better delay time was also attained which can be integrated with disc brake. Regarding the brake system performance, a better delay time was also attained which will contribute to shorten a stopping distance.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 1996년도 춘계학술대회 논문집
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• pp.137-141
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• 1996

This paper deals with the prebreakdown phenomena of $SF_{6}$ gap stressed by non-oscillating and oscillating impulse voltages in a strong inhomogeneous field disturbed by a fred needle shaped-protrusion on the earth-side electrode. The breakdown voltage-time characteristics were measured for both positive and negative polarities and over the gas pressure range of 0.1∼0.5 MPa, and the temporal developments of the 77breakdown were observed by a shunt of 50 n. The dependence of the leader stopping time on the gas pressure were obtained. The local field enhancement due to the space charges, which is produced by the streamer corona, has influence with the electrical breakdown of the test gap. The test streamer corona is oxy a necessary condition for the electrical breakdown and the subsequent ionization activities launch the leader at the local field region.

• 경영과학
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• 제11권1호
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• pp.91-106
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• 1994

In mixed model assembly lines, products are assembled seqeuntially that have different combination of options specified by customers. In just in time (JIT) environment, production smoothing becomes an important issue for sub-lines which supply the necessary parts to each workstation of the assembly line. Another important issue is to avoid line stopping caused by work overload in workstations. To find a sequence which minimizes the costs associated with line stoppage and the option parts inventory level, a nonlinear mixed integer programming is formulated. Recognizing the limit of the Branch and Bound technique in large sized problems, a heuristic solution procedure is proposed. The performance of the heuristic is compared with the Branch and Bound technique through randomly generated test problems. The computational results indicate that on the average the heuristic solutions deviate approximately 3.6% from the optimal solutions.