• 한국지능시스템학회논문지
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• 제15권5호
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• pp.626-631
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• 2005

본 논문에서는 Dynamic Programming(DP)을 적용한 트리구조 미로내의 목표물 탐색 알고리즘을 구현한다. DP는 큰 문제를 이루는 작은 문제들을 먼저 해결하고 작은 문제들의 최적해를 이용하여 순환적으로 큰 문제를 해결한다. 먼저 실험을 위해 적외선 센서론 부착한 소형 이동 로봇과, 'Y'형태로 갈라진 길을 연결한 트리 구조의 미로 환경을 구성한다. 실험에서는 두 개의 서로 다른 알고리즘 - 좌수법, DP - 을 사용하여 목표물 탐색을 시도한다. 마지막으로 위 실험을 통해 DP를 미로 탐색문제에 적용했을 때의 성능을 검증한다.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제5권4호
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• pp.333-338
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• 2005

This paper presents the target object search algorithm under Dynamic Programming (DP) in the Tree-type maze. We organized an experimental environment with the concatenation of Y-shape diverged way, small mobile robot, and a target object. By the principle of optimality, the backbone of DP, an agent recognizes that a given whole problem can be solved whether the values of the best solution of certain ancillary problem can be determined according to the principle of optimality. In experiment, we used two different control algorithms: a left-handed method and DP. Finally we verified the efficiency of DP in the practical application using our real robot.

• East Asian mathematical journal
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• 제36권1호
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• pp.91-99
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• 2020

This paper obtains an explicit expression for a debtor's consumption, porfolio and time for filing for bankruptcy when the debtor is subject to upper bound on consumption rate. The utility of consumption is CRRA type and the dynamic programming principle is applied.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제19권4호
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• pp.417-428
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• 2015

Although, in general, the random fluctuation of interest rates gives a limited impact on portfolio optimization, their stochastic nature may exert a significant influence on the process of selecting the proportions of various assets to be held in a given portfolio when the stochastic volatility of risky assets is considered. The stochastic volatility covers a variety of known models to fit in with diverse economic environments. In this paper, an optimal strategy for portfolio selection as well as the smoothness properties of the relevant value function are studied with the dynamic programming method under a market model of both stochastic volatility and stochastic interest rates.

• Smart Structures and Systems
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• 제19권1호
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• pp.21-31
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• 2017

To control the stochastic vibration of a vibration-sensitive instrument supported on a beam, the beam is designed as a sandwich structure with magneto-rheological visco-elastomer (MRVE) core. The MRVE has dynamic properties such as stiffness and damping adjustable by applied magnetic fields. To achieve better vibration control effectiveness, the optimal bounded parametric control for the MRVE sandwich beam with supported mass under stochastic and deterministic support motion excitations is proposed, and the stochastic and shock vibration suppression capability of the optimally controlled beam with multi-mode coupling is studied. The dynamic behavior of MRVE core is described by the visco-elastic Kelvin-Voigt model with a controllable parameter dependent on applied magnetic fields, and the parameter is considered as an active bounded control. The partial differential equations for horizontal and vertical coupling motions of the sandwich beam are obtained and converted into the multi-mode coupling vibration equations with the bounded nonlinear parametric control according to the Galerkin method. The vibration equations and corresponding performance index construct the optimal bounded parametric control problem. Then the dynamical programming equation for the control problem is derived based on the dynamical programming principle. The optimal bounded parametric control law is obtained by solving the programming equation with the bounded control constraint. The controlled vibration responses of the MRVE sandwich beam under stochastic and shock excitations are obtained by substituting the optimal bounded control into the vibration equations and solving them. The further remarkable vibration suppression capability of the optimal bounded control compared with the passive control and the influence of the control parameters on the stochastic vibration suppression effectiveness are illustrated with numerical results. The proposed optimal bounded parametric control strategy is applicable to smart visco-elastic composite structures under deterministic and stochastic excitations for improving vibration control effectiveness.

• 한국수자원학회논문집
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• 제30권3호
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• pp.269-278
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• 1997

저수지 운영의 기초가 되는 운영률은 대부분 과거기록 유입량중 최대 혹은 최소의 극한치 자료를 이용하거나 평균치 자료를 이용하여 도출하기 때문에 실제 운영에서 발생할 수 있는 불확실성에 대처한 기대편익 산정이나 운영방안 수립에는 적절히 이용할 수 없다. 또한 지금까지 개발된 대부분의 운영률은 유입량을 포함하여 모든 운영변수를 이미 알고 있다는 확정론적 방법에 기초하고 있어 유입량의 불확실성을 반영하지 못하는 단점이 있다. 이를 개선할 수 있는 방법으로 추계학 분석기법에 의한 운영률을 개발할 수 있는데 이는 저수지 상태방정식의 구성요소인 유입량의 추계학적 특성을 시계열상에서 이산화된 천이확률로 처리하여 모형에 적용할 수 있다. 확정론적 방법에 의한 저수지 운영방안을 개선시키기 위하여 추계학적 방법에 의한 저수지 운영률을 개발하였다. 본 연구에서는 이와같은 방법론에 따른 양해 추계학적 동적계획기법을 이용하여 충주 저수지 시스템의 최적 운영 방안을 마련하였다. 개발된 운영률을 홍수기를 제외하고는 Lag-1 Markov 모형의 기본가정을 충실히 따르고 있어 저수지 운영률로의 이용이 가능하며, 운영단계의 유입량을 적절히 예측할 수 없는 현실에서 전단계의 유입량과 적용단계의 저류량만을 이용하는 저수지 운영률의 개발이 가능하다.

• 한국수학사학회지
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• 제29권5호
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• pp.295-314
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• 2016

In tropical geometry, the sum of two numbers is defined as the minimum, and the multiplication as the sum. We learned that dynamic programming in tropical algebraic geometry can be used to find the shortest path in graphs. We have also learned about the Bezout's Theorem, which is a theorem concerning the intersections of tropical plane curves, and the stable intersection principle.

• Management Science and Financial Engineering
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• 제19권1호
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• pp.11-16
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• 2013

This paper derives an equilibrium asset price when there exist three kinds of traders in financial market: a risk-averse informed trader, noise traders, and risk neutral market makers. This paper is an extended version of Kyle's (1985, Econometrica) continuous time model by introducing insider's risk aversion. We obtain not only the equilibrium asset pricing and market depth parameter but also insider's value function and optimal insider's trading strategy explicitly. The comparative static shows that the market depth (the reciprocal of market pressure) increases with time and volatility of noise traders' trading.

• 산업경영시스템학회지
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• 제10권16호
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• pp.113-119
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• 1987

다단계 생산-재고문제에 관하여 일반적인 해법으로서 Dynamic Programming이 이용되고 있으나 C. L. Hwang과 L. T. Fan은 Pontryagin의 최대원리에 의해 보다 효율적인 방법을 제시하였다. 본 연구는 상기의 문제를 제품의 진부화가 있는 모델로 확장하여 난산형 최대원리를 적용하는 것으로서, 특히 수요 및 진부화율이 기간마다 변화하는 다단계 생산-재고시스템에 있어서의 최적 생산-재고정책을 수립하는 효율적인 앨고리듬을 제시한다.

• 한국국방경영분석학회지
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• 제16권2호
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• pp.105-117
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• 1990

In the transportation network problems, it is often more desirable to select multiple number of optimal parths to prepare for additional constratints being imposed than to choose single optimal path. This paper addresses 'the problem of finding the k-shortest paths visiting p-specified nodes in a network'. The solution method is derived and the example of application is shown. The keypoint for determining the k-shortest paths via p-specified nodes is to combine the Shier's k-shortest path algorithm and the principle of optimality of dynamic programming method. Finally, for a transportation network problem consisting of national main routes, the k-shortest paths via some specified cites are obtained by using the solution method developed here.