• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.73-78
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• 2003

This presentation derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X(t) = (X$_1$(t), X$_2$(T))', t > 0}. One random variable of the joint distribution is the terminal time value of the Brownian motion {X$_1$(t), t > 0}. The other random variable is the partial-time running maximum of the Brownian motion {X$_2$(t), t > 0}. With this distribution function, this presentation also derives an explicit pricing formula for a barrier option whose monitoring period of the option starts at an arbitrary date and ends at another arbitrary date before maturity.

• 한국정밀공학회지
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• 제12권5호
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• pp.57-68
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• 1995

A general procedure for the numerical solution of coupled, nonlinear, differential two-point boundary-value problems, solutions of which are crucial to the controller design, has been developed and demonstrated. A fixed-end-points, free-terminal-time, optimal-control problem, which is derived from Pontryagin's Maximum Principle, is solved by an extension of Davidenko's method, a differential form of Newton's method, for algebraic root finding. By a discretization process like finite differences, the differential equations are converted to a nonlinear algebraic system. Davidenko's method reconverts this into a pseudo-time-dependent set of implicitly coupled ODEs suitable for solution by modern, high-performance solvers. Another important advantage of Davidenko's method related to the time-optimal problem is that the terminal time can be computed by treating this unkown as an additional variable and sup- plying the Hamiltonian at the terminal time as an additional equation. Davidenko's method uas used to produce optimal trajectories of a single-degree-of-freedom problem. This numerical method provides switching times for open-loop control, minimized terminal time and optimal input torque sequences. This numerical technique could easily be adapted to the multi-point boundary-value problems.

• Journal of the Korean Statistical Society
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• 제33권2호
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• pp.245-254
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• 2004

This paper derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X($\tau$) = (X$_1$($\tau$), X$_2$ ($\tau$))', $\tau$ 〉0}. One random variable of the joint distribution is the terminal time value, X$_1$ (T). The other random variable is the maximum of the Brownian motion {X$_2$($\tau$), $\tau$〉} between time s and time t. With this distribution function, this paper also derives an explicit pricing formula for an outside barrier option whose monitoring period starts at an arbitrary date and ends at another arbitrary date before maturity.

• 한국경영과학회지
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• 제33권2호
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• pp.75-86
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• 2008

A remarshalling is one of the operational strategies considered importantly at a port container terminal for the fast ship operations and heighten efficiency of slacking yard. The remarshalling rearranges the containers scattered at a yard block in order to reduce the transfer time and the rehandling time of container handling equipments. This Paper deals with the rearrangement problem, which decides to where containers are transported considering time value of each operations. We propose the mixed integer programming model minimizing the weighted total operation cost. This model is a NP-hard problem. Therefore we develope the heuristic algorithm for rearrangement problem to real world adaption. We compare the heuristic algorithm with the optimum model in terms of the computation times and total cost. For the sensitivity analysis of configuration of storage and cost weight, a variety of scenarios are experimented.

• International Journal of Control, Automation, and Systems
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• 제6권6호
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• pp.845-858
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• 2008

In this paper, we consider a terminal, linear control system with delay, subject to unknown but bounded disturbances. For this system, we consider the problem of constructing a worst-case optimal feedback control policy, which can be corrected at fixed, intermediate time instants. The policy should guarantee that for all admissible uncertainties the system states are in prescribed neighborhoods of predefined system states, at all fixed, intermediate time instants, and in the neighborhood of a given state at a terminal time instant, and the value of the cost function is the best guaranteed value. Simple explicit rules(which can be easily implemented on-line) for constructing the optimal control policy in the original control problem are derived.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2004년도 ICCAS
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• pp.460-465
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• 2004

In this paper, we present some properties on receding horizon $H_{\infty}$ control for nonlinear discrete-time systems. First, we propose the nonlinear inequality condition on the terminal cost for nonlinear discrete-time systems. Under this condition, noninceasing monotonicity of the saddle point value of the finite horizon dynamic game is shown to be guaranteed. We show that the derived condition on the terminal cost ensures the closed-loop internal stability. The proposed receding horizon $H_{\infty}$ control guarantees the infinite horizon $H_{\infty}$ norm bound of the closed-loop systems. Also, using this cost monotonicity condition, we can guarantee the asymptotic infinite horizon optimality of the receding horizon value function. With the additional condition, the global result and the input-to-state stable property of the receding horizon value function are also given. Finally, we derive the stability margin for the saddle point value based receding horizon controller. The proposed result has a larger stability region than the existing inverse optimality based results.

• 한국응용과학기술학회지
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• 제35권4호
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• pp.1393-1406
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• 2018

본 연구는 3개의 운전변수(압력, 공기량, 운전시간)를 실험 설계하고 마이크로 버블의 종말부상속도(Terminal rise velocity)를 반응 값으로 하여 예측식 모델과 최적 조건을 수립하였다. 다항식 회귀분석을 통해 펌프의 압력($X_1$) 4.5bar, 공기량($X_2$) 3.3L/min 그리고 운전시간($X_3$)이 2.2min에서 종말상승속도(Terminal rise velocity)에 대한 최적값인 5.14 cm/min ($85.7{\mu}m/sec$)을 얻었다. 또한, 레이저 입자계수 측정장치를 이용하여 $2{\sim}5{\mu}m$ 및 $25{\sim}50{\mu}m$ 영역에서의 가장 높은 마이크로버블 직경크기 분포를 확인하였다.

• 한국해양공학회지
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• 제37권3호
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• pp.122-128
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• 2023

Autonomous berthing is a crucial technology for autonomous ships, requiring optimal trajectory planning to prevent collisions and minimize time and control efforts. This paper presents a two-phase, two-point boundary value problem (TPBVP) strategy for creating an optimal berthing trajectory for a twin-propeller, twin-rudder ship with autonomous berthing capabilities. The process is divided into two phases: the approach and the terminal. Tunnel thruster use is limited during the approach but fully employed during the terminal phase. This strategy permits concurrent optimization of the total trajectory duration, individual phase trajectories, and phase transition time. The efficacy of the proposed method is validated through two simulations. The first explores a scenario with phase transition, and the second generates a trajectory relying solely on the approach phase. The results affirm our algorithm's effectiveness in deciding transition necessity, identifying optimal transition timing, and optimizing the trajectory accordingly. The proposed two-phase TPBVP approach holds significant implications for advancements in autonomous ship navigation, enhancing safety and efficiency in berthing operations.

• 전기의세계
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• 제21권3호
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• pp.31-40
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• 1972

This study intends to investigate the optimal switching modes of a double-capacitive thermal system under different constraints on the state and the control variable, by the application of the Pontryagin's Minimum Principle. Throughout the development, the control effort is assumed to have two modes of state: M or zero and the terminal times being fixed. In the first part of this study, the Principle is discussed under various conditions for this particular problem, with different criterion functions and in the same time imposing a certain constraints; i) on the terminal states, ii) on functions of the terminal states. Depending upon the upper bound value of the control vector, possible driving modes of the states are studied from which particular optimal driving modes are extracted so as to meet the specified constraints and boundary conditions imposed in the problem. Numerical solutions are evaluated for an over0damped, double-capacitive thermal plant and the optimal solutions: the switching mode, the optimal switching time, and the control effort are compared with the analytical results, in the second part of this work, to confirm the development.

• 한국항만경제학회지
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• 제22권2호
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• pp.61-82
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• 2006

In order to cope with improvement of labor cost and cargo volume, Korean ports, especially Busan port, are in need of many new facilities. Of course, current facilities should be fully used, and at the same time it needs to make every effort to maximize its productivity as well as cost saving. To this end, this study has decided to focus on automatic yard operation suitable to the domestic container terminal environments, making a survey of many advanced container terminals, trying to find out their common factors, and finally suggesting several alternatives based on the combination of these factors. Also, this study has suggested the present value of initial investment and operating cost by alternative, and at the same time presented the relationship between cargo handling volume and cost/revenue of the optimal alternative, so that it may be of help in decision making.