• 한국경영과학회지
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• 제40권2호
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• pp.31-42
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• 2015

The purpose of airborne radars is to detect and identify approaching targets as early as possible. If the targets are identified as enemies, detection systems must provide defense systems with information of the targets to counter. Though many previous studies based on the detection theory of the target have shown various ways to derive detection probability of each radar, optimal arrangement of radars for effective detection, and determination of the search pattern, they did not reflect the fact that most military radar sites run multiple radars in order to increase the accuracy of identifications by radars. In this paper, we propose a model to analyze the probability of identification generated by the multiple radars using non-homogeneous absorbing markov chains. Our results are expected to help the military commanders counter the enemy targets effectively by using radars in a way to maximize the identification rate of targets.

• 한국군사과학기술학회지
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• 제17권6호
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• pp.733-743
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• 2014

Since the technology of anti-ship missiles has advanced rapidly, defending battleships from the threat of anti-ship missiles is a crucial factor for the survival of warships. In this paper, we analyze the performance of an anti-ship missile defense system whose name is Close-In-Weapon-System. We show the survival probability of a warship equipped with the Close-In-Weapon-System as the number of anti-ship missiles attacking the warship varies. Because of the complex and dynamic operational characteristics surrounding the Close-In-Weapon-System such as speed of missiles, different range of an individual weapon in the weapon system, and the continuous change of the kill probability of the missiles corresponding to the distance of missiles from ships, few work has been done for the performance of Close-In-Weapon-System. We present a model to incorporate all the dynamic characteristics of the system using absorbing Markov Chain. With our results, we expect commanders of warships equipped with Close-In-Weapon-System to be provided with more helpful information on how to deal with the anti-ship missiles.

• 응용통계연구
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• 제24권4호
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• pp.657-676
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• 2011

통계적 공정관리절차의 특성은 해석적 해를 얻기가 어려운 경우가 많이 있으나 Markov연쇄를 적용하면 가능한 경우가 많이 있다. 이 논문에서는 공정 통계량이 Markov특성을 따르는 경우, Markov연쇄를 생성하는 방법과 이를 이용한 공정관리 절차의 특성을 도출하는 방법에 대해 설명하고 있다. 관리도의 통계적 설계, 경제적 설계 및 변량 표본 추출비 설계 등의 특성 규명을 위한 Markov연쇄의 적용에 대한 기존의 알려진 방법을 복습하고 또한 새로운 공정관리 분야인 재조정 관리도에의 적용방법에 대한 연구결과도 보여주고 있다. 공정관리의 특성연구에서 해석적 해가 가능한 경우에도 이 과정이 복잡하여 Markov연쇄를 병행 사용하면 특성 규명이 명확해지며, 모의실험보다는 짧은 시간에 더 정밀한 결과를 얻을 수 있어 널리 이용되고 있다.

• 응용통계연구
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• 제34권4호
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• pp.537-556
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• 2021

통계적 공정관리절차의 특성은 해석적 해를 얻기가 어려운 경우가 많이 있으나 Markov연쇄를 적용하면 가능한 경우가 많이 있다. 이 논문에서는 공정 통계량이 Markov특성을 따르는 경우, Markov연쇄를 생성하는 방법과 이를 이용한 공정관리 절차의 특성을 도출하는 방법에 대해 설명하고 있다. 관리도의 통계적 설계, 경제적 설계 및 변량표본 추출비 설계 등의 특성 규명을 위한 Markov연쇄의 적용에 대한 기존의 알려진 방법을 복습하고 또한 새로운 공정관리 분야인 재조정 관리도에의 적용방법에 대한 연구결과도 보여주고 있다. 공정관리의 특성연구에서 해석적 해가 가능한 경우에도 이 과정이 복잡하여 Markov연쇄를 병행 사용하면 특성 규명이 명확해지며, 모의실험보다는 짧은 시간에 더 정밀한 결과를 얻을 수 있어 널리 이용되고 있다.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 1995년도 추계학술대회발표논문집; 서울대학교, 서울; 30 Sep. 1995
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• pp.99-107
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• 1995

The Phase-type(PH) distribution, defined as a distribution of the time until the absorption in a finite continuous-time Markov chain state with one absorbing state, has been widely used for various stochastic modelling. But great computational burdens often make us hesitate to apply PH methods. In this paper, we propose a seemingly efficient approximation method for phase type distributions. We first describe methods to bound the first passage time distribution in continuous-time Markov chains. Next, we adapt these bounding methods to approximate phase-tupe distributions. Numerical computation results are given to verify their efficiency.

• 산업경영시스템학회지
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• 제13권21호
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• pp.133-141
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• 1990

Human blood is a perishable product : it has a legal lifetime of 21 days from collection, during which it can be used for transfusion to a Patient of the same type, and after which it has to be discarded. Therefore, blood must be supplied safely and effectively because it is one of the medical resources which keep humanlife. In this study, the effects of blood issuing policies on average inventory levels and average age of blood at transfusion are determined by simulation applied the theory of absorbing Markov chains. And as a practical study, the daily demand distribution of blood is estimated by using the data of B General Hospital. The distribution estimated follows poisson distribution and the estimator of parameter estimated from the poisson distribution is 0.762. Simulation is done by using the parameter. The most important problem when control blood is the amount of outdata. So we compared random policy with Modified LIFO and Modified FIFO by using outdata. As a results it is shown that Modified LIFO and Modified FIFO by using outdata. As a results it Is shown that Modified LIFO and Modified FIFO present better issuing policy than Random Policy.

• Advances in Computational Design
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• 제7권1호
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• pp.37-56
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• 2022

Phase-type distributions are the distributions of the time to absorption in finite and absorbing Markov chains. They generalize, while at the same time, retain the tractability of the exponential distributions and their family. They are widely used as stochastic models from queuing theory, reliability, dependability, and forecasting, to computer networks, security, and computational design. The ability to fit phase-type distributions to intractable or empirical distributions is, therefore, highly desirable for many practical purposes. Many methods and tools currently exist for this fitting problem. In this paper, we present the results of our investigation on using orthogonal-distance fitting as a method for fitting phase-type distributions, together with a comparison to the currently existing fitting methods and tools.