• Communications for Statistical Applications and Methods
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• v.15 no.1
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• pp.95-104
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• 2008

This paper addresses issues of robustness in Bayesian optimal design. We may have difficulty applying Bayesian optimal design principles because of the uncertainty of prior distribution. When there are several plausible prior distributions and the efficiency of a design depends on the unknown prior distribution, robustness with respect to misspecification of prior distribution is required. We suggest a new optimal design criterion which has relatively high efficiencies across the class of plausible prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression, and both analytic and numerical results are shown to demonstrate its robustness.

• Management Science and Financial Engineering
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• v.10 no.2
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• pp.89-102
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• 2004

In this paper, we deal with a processor assignment problem that minimizes the total traffic load of an ATM switch controller by optimally assigning processors to ATM interface units. We develop an integer programming (IP) model for the problem, and devise an effective tabu search heuristic. Computational results reveal the efficacy of the proposed tabu search procedure, finding a good quality solution within 5% of optimality gap.

• Journal of the Korean Operations Research and Management Science Society
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• v.7 no.1
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• pp.11-16
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• 1982

A method is described for the solution of a linearly constrained program with parametric nonlinear objective function. The algorithm proposed in this paper may be regarded as an extension of the simplex method for parametric linear programming. Namely, it specifies the basis at each stage such that feasibility ana optimality of the original problem are satisfied by the optimal solution of the reduced parametric problem involving only nonbasic variables. It is shown that under appropriate assumptions the algorithm is finite. Parametric procedures are also indicated for solving each reduced parametric problem by maintaining the Kuhn-Tucker conditions as the parameter value varies.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.156-161
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• 1994

In this paper, we consider an optimal control problem of a nonlinear stochastic system. Dynamic programming approach is employed for the formulation of a stochastic optimal control problem. As an optimality condition, dynamic programming equation so called the Bellman equation is obtained, which seldom yields an analytical solution, even very difficult to solve numerically. We obtain the numerical solution of the Bellman equation using an algorithm based on the finite difference approximation and the contraction mapping method. Optimal controls are constructed through the solution process of the Bellman equation. We also construct a test case in order to investigate the actual performance of the algorithm.

• 한국정보통신설비학회:학술대회논문집
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• 2004.08a
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• pp.338-341
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• 2004

New concept of hybrid divisible load theory is introduced in this paper. Hybrid system deals with a combination of modularly divisible load and arbitrarily divisible load. Main idea of hybrid divisible load theory is introduced with a simple example. A condition of optimality is derived for the hybrid case.

• ETRI Journal
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• v.25 no.4
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• pp.211-218
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• 2003

This paper presents a dynamic resource allocation algorithm with multi-frequency time-division multiple access for the return link of interactive satellite multimedia networks such as digital video broadcasting return channel via satellite systems. The proposed timeslot assignment algorithm, called the very efficient dynamic timeslot assignment (VEDTA) algorithm, gives an optimal assignment plan within a very short period. The optimality and computational efficiency of this algorithm demonstrate that it will be useful in field applications.

• Proceedings of the KIEE Conference
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• 1987.07a
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• pp.786-790
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• 1987

An optimization problem minimizing n given time-weighted performance index for discrete-time linear multi-input systems is investigated for the prespecified closed-loop eigenvalues. Necessary conditions for an optimality of the controller that satisfies the specified closed-loop eigenvalues are derived. A computational algorithm solving the optimal constant feedback gain is presented and a numerical example is given to show the effect of a time-weighted performance index on the transient responses.

• 제어로봇시스템학회:학술대회논문집
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• 1989.10a
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• pp.733-743
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• 1989

This paper deals with the control of system with controlled jump Markov disturbances. A such formulation was used by Boukas to model the planning production and maintenance of a FMS with failure machines. The optimal control problem of systems with controlled jump Markov process is addressed. This problem describes the planning production and preventive maintenance of production systems. The optimality conditions in both cases finite and infinite horizon, are derived. A numerical example is presented to validate the proposed results.

• Journal of the Korean Mathematical Society
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• v.36 no.2
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• pp.317-332
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• 1999

In this paper we deal with the optimal control problem for the semilinear functional differential equations with unbounded delays. We will also establish the regularity for solutions of the given system. By using the penalty function method we derive the optimal conditions for optimality of an admissible state-control pairs.

• Journal of the Korean Operations Research and Management Science Society
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• v.19 no.2
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• pp.45-56
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• 1994

This paper the profit maximizing order quantity model to the symmetric oligopoly consisting of sellers of a homogeneous product who compete with each other for the same potential buyers. Buyers are classified by type, each selecting an optimal purchase quantity in response to the nonlinear quantity discount pricing schedule given by the sellers. Symmetric equilibrium and the economic quantities that sellers must determine are analysed in a Cournot framework, which explicitly depend on the number of sellers. Economic implications are obtianed from the optimality conditions based on themarket share paraments which are used to characterize the competitior's marketing strategy.