• KSII Transactions on Internet and Information Systems (TIIS)
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• 제18권6호
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• pp.1638-1658
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• 2024

As a crucial development direction for the sixth generation of mobile communication networks (6G), Low Earth Orbit (LEO) satellite networks exhibit characteristics such as low latency, seamless coverage, and high bandwidth. However, the frequent changes in the topology of LEO satellite networks complicate communication between satellites, and satellite power resources are limited. To fully utilize resources on satellites, it is essential to determine the association between satellites before power allocation. To effectively address the satellite association problem in LEO satellite networks, this paper proposes a satellite association-based resource allocation algorithm. The algorithm comprehensively considers the throughput of the satellite network and the fairness associated with satellite correlation. It formulates an objective function with logarithmic utility by taking the logarithm and summing the satellite channel capacities. This aims to maximize the sum of logarithmic utility while promoting the selection of fewer associated satellites for forwarding satellites, thereby enhancing the fairness of satellite association. The problems of satellite association and power allocation are solved under constraints on resources and transmission rates, maximizing the logarithmic utility function. The paper employs an improved Kuhn-Munkres (KM) algorithm to solve the satellite association problem and determine the correlation between satellites. Based on the satellite association results, the paper uses the Lagrangian dual method to solve the power allocation problem. Simulation results demonstrate that the proposed algorithm enhances the fairness of satellite association, optimizes resource utilization, and effectively improves the throughput of LEO satellite networks.

• Korean Journal of Mathematics
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• 제16권2호
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• pp.145-156
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• 2008

When we consider a life insurance company that sells a large number of continuous T-year term life insurance policies, it is important to find an optimal strategy which maximizes the surplus of the insurance company at time T. The purpose of this paper is to give an explicit expression for the optimal reinsurance and investment strategy which maximizes the expected exponential utility of the final value of the surplus at the end of T-th year. To do this we solve the corresponding Hamilton-Jacobi-Bellman equation.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제16권2호
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• pp.107-124
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• 2012

In this paper we conduct comparative statics for optimal consumption and portfolio selection of an agent who has a utility function of Epstein and Zin type. We derive the Slutsky equations and decompose the total effects of changes into the substitution effects and the income effects. We identify the role of the elasticity of intertemporal substitution and the coefficient of relative risk aversion.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2008년도 하계종합학술대회
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• pp.197-198
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• 2008

In this paper, we study an opportunistic scheduling scheme for the OFDMA system with streaming services. The service is modeled by using the appropriate utility function. We formulate a stochastic optimization problem that aims at maximizing network utility while satisfying the QoS requirement of each user. The problem is solved by using the dual approach and the stochastic sub-gradient algorithm.

• 한국경영과학회지
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• 제18권2호
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• pp.45-55
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• 1993

In multiattribute decision making a decision maker (DM) can choose the best alternative if his/her multiattribute utility function and the joint probability distribution of outcomes are exactly known. This paper develops multiattribute stochastic-statistical dominance rules which can be applied to the situation when neither of them is known exactly, that is, when the DM cannot calculate the expected utility for each alternative. First, the notion of relative risk aversion is used dominance rules are developed to screen out dominated alternatives so that hi/she choose the best one among the remaining nondominated alternatives.

• Management Science and Financial Engineering
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• 제22권1호
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• pp.13-20
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• 2016

We investigate the optimal consumption and investment problem when a working debtor has an option to file for bankruptcy. By applying the duality approach, the closed-form solutions are obtained for the case of CRRA utility function. The optimal bankruptcy time is determined by the first hitting time when the financial wealth hits the wealth threshold derived from the optimal stopping time problem. Moreover, the numerical results show that the investment increases as the wealth approaches the threshold and the value gain from the bankruptcy option is vanished as wealth increases.

• 경영과학
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• 제33권1호
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• pp.77-87
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• 2016

I study optimal consumption and investment choices of an infinitely-lived economic agent with a general time-separable von Neumann-Morgenstern utility under general borrowing constraints against future labor income. An explicit solution is provided by the dynamic programming method. It is shown that the optimal consumption and risky investment decrease as the borrowing constraints become stronger.

• 산업경영시스템학회지
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• 제26권4호
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• pp.72-81
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• 2003

The purpose of this paper is to propose an interactive method, which is designed to select the optimal preferred alter-native for the MLDM(Multiple-the Larger-the better type Decision-Making) problems with the-larger-the-better quality characteristics. The basic idea of the paper is essentially to eliminate inefficient alternative based on the concept of Taguchi Signal-to-Noise ratios and the cutting range instead of using UVF(Utility/value Function) on the group of attributes that can be considered importantly by the decision makers. As a result, the method proposed in the paper for MLDM problems can be significant in that the change of characteristics is transformed into the size of Signal-to-Noise ratio, which can be relatively easy to understand by decision makers.

• Journal of the Korean Statistical Society
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• 제10권
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• pp.145-157
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• 1981

Regional relocation of population in Korea is required strongly from natural and environmental sides for substantial growth of economy and the rigorous revival national economy against especially internationalization. This paper aimed for analysed the population distribution by regional and special characteristics of the inter-migration and showed the direction of population policy through the model building. Relocation methods of population by region has been examined through the process from the approach method by Haurin's production function to the approach by the utility function. The examination of the development model is done efficiently, how utility these approach models are depends on that scientific and composite plan for population problems against forced policy should be taken precedence.

• 소성∙가공
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• 제9권5호
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• pp.512-525
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• 2000

Designers are frequently faced with multiple quality issues in injection molded parts. These issues are usually In conflict with each other, and thus tradeoff needs to be made to reach a final compromised solutions. The objective of this study is to develop an automated injection molding design methodology, whereby part defects such as warpage and weld line are optimized. The features of the proposed methodology are as follows: first, Utility Function approach is applied to transform the original multiple objective problem into single objective problem. Second is an implementation of a direct search-based Injection molding optimization procedure with automated consideration of process variation. The Space Reduction Method based on Taguchi's DOE(Design Of Experiment) is used as a general optimization tool in this study. The computational experimental verification of the methodology was partially carried out for a can model of Cavallero Plastics Incorporation, U. S. A. Applied to production, this study will be of immense value to companies in reducing the product development time and enhancing the product quality.