• Title/Summary/Keyword: Distribution-Free Approach

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수량 할인이 있는 확률적 재고 모형에서의 조달기간의 단축

  • Mun Il Gyeong;Kim Tae Yeong
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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    • pp.378-384
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    • 2002
  • In this paper, we propose a mixed integer optimization approach for solving the inventory problem with variable lead time, reorder point, crashing cost and price -quantity discount. Chang and Chang[15] study a continuous review inventory model in which lead time is a decision variable under price-quantity discount. However, their study cannot find the optimal solution due to the flaws in the modeling and the solution procedure. We present a complete procedure to find the optimal solution for the model. In addition to the above contribution, we also apply the minimax distribution free approach to the model to devise a practical procedure which can be used without specific information on demand distribution.

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Min-Max Stochastic Optimization with Applications to the Single-Period Inventory Control Problem

  • Park, Kyungchul
    • Management Science and Financial Engineering
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    • v.21 no.1
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    • pp.11-17
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    • 2015
  • Min-max stochastic optimization is an approach to address the distribution ambiguity of the underlying random variable. We present a unified approach to the problem which utilizes the theory of convex order on the random variables. First, we consider a general framework for the problem and give a condition under which the convex order can be utilized to transform the min-max optimization problem into a simple minimization problem. Then extremal distributions are presented for some interesting classes of distributions. Finally, applications to the single-period inventory control problems are given.

A Practical Voltage Error Correction Technique for Distribution System under Distribution Automation Environment

  • Aslam, Muhammad;Kim, Hyung-Seung;Choi, Myeon-Song;Lee, Seung-Jae
    • Journal of Electrical Engineering and Technology
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    • v.13 no.2
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    • pp.669-676
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    • 2018
  • Transmission system has been well studied since long time and power system techniques of distribution system are more or less derived from transmission system. However, unlike transmission systems, many practical issues are encountered in the distribution system. Considerable amount of error is observed in voltage obtained from the Feeder Remote Terminal Units (FRTUs) measured by the pole mounted PTs along the distribution feeder. Load uncertainty is also an issue in distribution system. Further, penetration of Distributed Generators (DGs) creates voltage variations in the system. Hybrid radial/ loop distribution system also make it complicated to handle distribution system. How these constraints to be handled under Distribution Automation (DAS) environment in order to obtain error free voltage is described in this paper and therefore, a new approach of voltage error correction technique has been proposed. The proposed technique utilizes reliable data from substation and the FRTUs installed in DAS. The proposed technique adopts an iterative process for voltage error correction. It has been tested and proved accurate not only for conventional radial systems but also for loop distribution systems.

Probabilistic free vibration analysis of Goland wing

  • Kumar, Sandeep;Onkar, Amit Kumar;Manjuprasad, M.
    • International Journal of Aerospace System Engineering
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    • v.6 no.2
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    • pp.1-10
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    • 2019
  • In this paper, the probabilistic free vibration analysis of a geometrically coupled cantilever wing with uncertain material properties is carried out using stochastic finite element (SFEM) based on first order perturbation technique. Here, both stiffness and damping of the system are considered as random parameters. The bending and torsional rigidities are assumed as spatially varying second order Gaussian random fields and represented by Karhunen Loeve (K-L) expansion. Here, the expected value, standard deviation, and probability distribution of random natural frequencies and damping ratios are computed. The results obtained from the present approach are also compared with Monte Carlo simulations (MCS). The results show that the uncertain bending rigidity has more influence on the damping ratio and frequency of modes 1 and 3 while uncertain torsional rigidity has more influence on the damping ratio and frequency of modes 2 and 3.

Buckling and free vibration analysis of tapered FG- CNTRC micro Reddy beam under longitudinal magnetic field using FEM

  • Mohammadimehr, M.;Alimirzaei, S.
    • Smart Structures and Systems
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    • v.19 no.3
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    • pp.309-322
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    • 2017
  • In this paper, the buckling, and free vibration analysis of tapered functionally graded carbon nanotube reinforced composite (FG-CNTRC) micro Reddy beam under longitudinal magnetic field using finite element method (FEM) is investigated. It is noted that the material properties of matrix is considered as Poly methyl methacrylate (PMMA). Using Hamilton's principle, the governing equations of motion are derived by applying a modified strain gradient theory and the rule of mixture approach for micro-composite beam. Micro-composite beam are subjected to longitudinal magnetic field. Then, using the FEM, the critical buckling load, and natural frequency of micro-composite Reddy beam is solved. Also, the influences of various parameters including ${\alpha}$ and ${\beta}$ (the constant coefficients to control the thickness), three material length scale parameters, aspect ratio, different boundary conditions, and various distributions of CNT such as uniform distribution (UD), unsymmetrical functionally graded distribution of CNT (USFG) and symmetrically linear distribution of CNT (SFG) on the critical buckling load and non-dimensional natural frequency are obtained. It can be seen that the non-dimensional natural frequency and critical buckling load decreases with increasing of ${\beta}$ for UD, USFG and SFG micro-composite beam and vice versa for ${\alpha}$. Also, it is shown that at the specified value of ${\alpha}$ and ${\beta}$, the dimensionless natural frequency and critical buckling load for SGT beam is more than for the other state. Moreover, it can be observed from the results that employing magnetic field in longitudinal direction of the micro-composite beam increases the natural frequency and critical buckling load. On the other hands, by increasing the imposed magnetic field significantly increases the stability of the system that can behave as an actuator.

Estimating the Stock Value of Woraksan National Park Using Turnbull Distribution-Free Model (Turnbull 분포무관모형을 이용한 월악산국립공원의 자산가치 평가)

  • Han, Sang-Yoel
    • Journal of Korean Society of Forest Science
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    • v.96 no.3
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    • pp.283-289
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    • 2007
  • Benefit-cost analysis is a useful tool for organizing information on the relative value of alternative public investments like national park preservation projects. When the value of all significant benefits and costs can be expressed in monetary terms, the net value (benefits minus costs) of the alternatives under consideration can be computed and used to identify the alternative that yields the greatest increase in public welfare. However, since goods and services of national parks are not commonly bought or sold in the marketplace, it can be difficult to express the outputs of a national park preservation project in monetary terms. In this case the dichotomous choice contingent valuation is employed to elicit the public benefit value. In this paper, a distribution-free approach, Turnbull empirical distribution model, is employed to analysis the benefit value of Woraksan National Park. The result is shown that annual use and preservation values of Woraksan National Park are estimated 6.5 and l37.4 billion won. Also, flow and stock values are estimated 143.9 and 3,021.7 billion won, respectively.

Bayesian Maintenance Policy for a Repairable System with Non-renewing Warranty

  • Han, Sung-Sil;Jung, Gi-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.55-65
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    • 2002
  • In this paper we present a Bayesian approach for determining an optimal maintenance policy following the expiration of warranty for a repairable system. We consider two types of warranty policies : non-renewing free replacement warranty (NFRW) and non-renewing pro-rata warranty (NPRW). The mathematical formula of the expected cost rate per unit time is obtained for NFRW and NPRW, respectively. When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal maintenance policy. We illustrate the use of our approach with simulated data.

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A Novel Approach for Blind Estimation of Reverberation Time using Gamma Distribution Model

  • Hamza, Amad;Jan, Tariqullah;Jehangir, Asiya;Shah, Waqar;Zafar, Haseeb;Asif, M.
    • Journal of Electrical Engineering and Technology
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    • v.11 no.2
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    • pp.529-536
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    • 2016
  • In this paper we proposed an unsupervised algorithm to estimate the reverberation time (RT) directly from the reverberant speech signal. For estimation process we use maximum likelihood estimation (MLE) which is a very well-known and state of the art method for estimation in the field of signal processing. All existing RT estimation methods are based on the decay rate distribution. The decay rate can be obtained either from the energy envelop decay curve analysis of noise source when it is switch off or from decay curve of impulse response of an enclosure. The analysis of a pre-existing method of reverberation time estimation is the foundation of the proposed method. In one of the state of the art method, the reverberation decay is modeled as a Laplacian distribution. In this paper, the proposed method models the reverberation decay as a Gamma distribution along with the unification of an effective technique for spotting free decay in reverberant speech. Maximum likelihood estimation technique is then used to estimate the RT from the free decays. The method was motivated by our observation that the RT of a reverberant signal when falls in specific range, then the decay rate of the signal follows Gamma distribution. Experiments are carried out on different reverberant speech signal to measure the accuracy of the suggested method. The experimental results reveal that the proposed method performs better and the accuracy is high in comparison to the state of the art method.

On the Modified Supplementary Variable Technique for a Discrete-Time GI/G/1 Queue with Multiple Vacations (복수휴가형 이산시간 GI/G/1 대기체계에 대한 수정부가변수법)

  • Lee, Doo Ho
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.5
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    • pp.304-313
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    • 2016
  • This work suggests a new analysis approach for a discrete-time GI/G/1 queue with multiple vacations. The method used is called a modified supplementary variable technique and our result is an exact transform-free expression for the steady state queue length distribution. Utilizing this result, we propose a simple two-moment approximation for the queue length distribution. From this, approximations for the mean queue length and the probabilities of the number of customers in the system are also obtained. To evaluate the approximations, we conduct numerical experiments which show that our approximations are remarkably simple yet provide fairly good performance, especially for a Bernoulli arrival process.

Current distribution of a conducting body of revolution includig discontinuous surface (불연속면을 포함하고 있는 회전형 완전도체의 전류분포특성)

  • 김경언
    • Proceedings of the Optical Society of Korea Conference
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    • 1990.02a
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    • pp.29-33
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    • 1990
  • Efficient numerical method is developed for treating electromagnetic problems of scattering and radiation from surfaces. Special consideration is given to the treatment of edges so that rather arbitrary geometrical configurations may be handled. For the conducting body problems considered, an electric field integral formulation is used, and the method of moments is applied using pulse expantions to present currents. Numerial results indicate that the approach is free os anomalies in the behavior of current for body of revoution.

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