• Journal of applied mathematics & informatics
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• v.29 no.3_4
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• pp.987-1000
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• 2011

We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where $\tilde{\psi}$ is a randomized test in the static problem. Coherent risk measure is used as risk measure in the $L^{\infty}$ random variable spaces. The paper is written in expository style to some degree. We use an average risk of measure(AVaR), which is a special coherent risk measure, to see how to hedge the modified claim in a complete market model.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.428-432
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• 2003

Quantitative Feedback Theory (QFT) is one of most effective methods of robust controller design and can be considered as a suitable method for systems with parametric uncertainties. Particularly it allows us to obtain controllers less conservative than other methods like $H_{\infty}$ and ${\mu}$-synthesis. In QFT method, we transform all the uncertainties and desired specifications to some boundaries in Nichols chart and then we have to find the nominal loop transfer function such that satisfies the boundaries and has the minimum high frequency gain. The major drawback of the QFT method is that there is no effective and useful method for finding this nominal loop transfer function. The usual approach to this problem involves loop-shaping in the Nichols chart by manipulating the poles and zeros of the nominal loop transfer function. This process now aided by recently developed computer aided design tools proceeds by trial and error and its success often depends heavily on the experience of the loop-shaper. Thus for the novice and First time QFT user, there is a genuine need for an automatic loop-shaping tool to generate a first-cut solution. In this paper, we approach the automatic QFT loop-shaping problem by using an algorithm involving Linear Programming (LP) techniques and Genetic Algorithm (GA).

• KSBB Journal
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• v.15 no.2
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• pp.174-180
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• 2000

Pichia pastoris and Hansenula polymorpha, the methylotrophic yeasts have been widely used as a host for the production of e eudaryotic proteins due to the advantages related to their inherited characters. This paper describes the method to enhance t the productivity of recombinant proteins by P. pastoris and H. po$\psi$morpha. In the production of recombinant proteins using a f fed batch fermentation system, the effects of specific growth rate on the specific expression rate of re$\infty$mbinant proteins w were studied. In both species, the expression system of recombinant proteins using the fed batch fermentation was optimezed.