• Bulletin of the Korean Mathematical Society
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• v.56 no.6
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• pp.1467-1483
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• 2019

This paper analyzes a robust optimal reinsurance and investment strategy for an Ambiguity-Averse Insurer (AAI), who worries about model misspecification and insists on seeking robust optimal strategies. The AAI's surplus process is assumed to follow a jump-diffusion model, and he is allowed to purchase proportional reinsurance or acquire new business, meanwhile invest his surplus in a risk-free asset and a risky-asset, whose price is described by an Ornstein-Uhlenbeck process. Under the criterion for maximizing the expected exponential utility of terminal wealth, robust optimal strategy and value function are derived by applying the stochastic dynamic programming approach. Serval numerical examples are given to illustrate the impact of model parameters on the robust optimal strategies and the loss utility function from ignoring the model uncertainty.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2007.11a
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• pp.267-272
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• 2007

One of the roles of the Semantic Web services is to execute dynamic intra-organizational services including the integration and interoperation of business processes. Since different organizations design their processes differently, the retrieval of similar semantic business processes is necessary in order to support inter-organizational collaborations. Most approaches for finding services that have certain features and support certain business processes have relied on some type of logical reasoning and exact matching. This paper presents our approach of using imprecise matching fur expanding results from an exact matching engine to query the OWL MIT Process Handbook. In order to use the MIT Process Handbook for process retrieval experiments, we had to export it into an OWL-based format. We model the Process Handbook meta-model in OWL and export the processes in the Handbook as instances of the meta-model. Next, we need to find a sizable number of queries and their corresponding correct answers in the Process Handbook. We devise diverse similarity algorithms based on values of process attributes and structures of business processes. We perform retrieval experiments to compare the performance of the devised similarity algorithms.

• Structural Engineering and Mechanics
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• v.37 no.2
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• pp.197-213
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• 2011

Concrete is a heterogeneous material exhibiting quasi-brittle behaviour. While homogenization of concrete is commonly accepted in general engineering applications, a detailed description of the material heterogeneity using a mesoscale model becomes desirable and even necessary for problems where drastic spatial and time variation of the stress and strain is involved, for example in the analysis of local damages under impact, shock or blast load. A mesoscale model can also assist in an investigation into the underlying mechanisms affecting the bulk material behaviour under various stress conditions. Extending from existing mesoscale model studies, where use is often made of specialized codes with limited capability in the material description and numerical solutions, this paper presents a mesoscale computational model developed under a general-purpose finite element environment. The aim is to facilitate the utilization of sophisticated material descriptions (e.g., pressure and rate dependency) and advanced numerical solvers to suit a broad range of applications, including high impulsive dynamic analysis. The whole procedure encompasses a module for the generation of concrete mesoscale structure; a process for the generation of the FE mesh, considering two alternative schemes for the interface transition zone (ITZ); and the nonlinear analysis of the mesoscale FE model with an explicit time integration approach. The development of the model and various associated computational considerations are discussed in this paper (Part 1). Further numerical studies using the mesoscale model for both quasi-static and dynamic loadings will be presented in the companion paper (Part 2).

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.51 no.4
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• pp.202-208
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• 2002

In a dynamic game where the players move in a periodical sequence, each player observes the strategy of the others. So the players who move later in a game get to know the moves of others having made before them. Those who move earlier must take this into account in devising their optimal strategy. In the Poolco model, the bidding game is executed periodically. The player participating in the bidding game accumulates the information of its own and others'strategies, and payoffs through the repeated bidding process. Thereby, the players in this game would be able to map out how get the maximum profit, and get closer to the optimal strategy. This paper presents a mathematical modeling for a player to determine his or her optimal strategy at period T, based on the information acquired from the previous rounds for the periods, T-1, T-2, and so on. The proposed modeling is demonstrated with a dynamic fame theory.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.7 no.2
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• pp.16-22
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• 2008

This study was analyzed dynamically by finite element method about the results of experiments which materials were applied by dynamic load. And they were compared with each other as the simulation data applied onto dynamic impact velocities of 6.4, 16.7 and 18.47m/s. The crack energy release rate, von-Mises stress and the displacement according to the load applied by block were calculated numerically by computer. As the numerical simulation data of specimen analyzed in this study approached the experimental data, the inspection of this specimen model suggested in this paper could be reasonable for the numerical simulation.

• Journal of Institute of Control, Robotics and Systems
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• v.10 no.8
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• pp.726-733
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• 2004

This paper presents a method to segment object ID(identification) marks on poor quality images under uncontrolled lighting conditions of automated inspection process. The method is based on dynamic programming using multiple templates and normalized gray-level correlation (NGC) method. If the lighting condition is not good and hence, we can not control the image quality, target image to be inspected presents poor quality ID marks and it is not easy to identify and recognize the ID characters. Conventional several methods to segment the interesting ID mark regions fail on the bad quality images. In this paper, we propose a multiple template method, which uses combinational relation of multiple templates from model templates to match several characters of the inspection images. To increase the computation speed to segment the ID mark regions, we introduce the dynamic programming based algorithm. Experimental results using images from real factory automation(FA) environment are presented.

• Journal of Computing Science and Engineering
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• v.2 no.4
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• pp.375-393
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• 2008

The dynamic cast operation allows flexibility in the design and use of data management facilities in object-oriented programs. Dynamic cast has an important role in the implementation of the Data Management Services (DMS) of the Mission Data System Project (MDS), the Jet Propulsion Laboratory's experimental work for providing a state-based and goal-oriented unified architecture for testing and development of mission software. DMS is responsible for the storage and transport of control and scientific data in a remote autonomous spacecraft. Like similar operators in other languages, the C++ dynamic cast operator does not provide the timing guarantees needed for hard real-time embedded systems. In a recent study, Gibbs and Stroustrup (G&S) devised a dynamic cast implementation strategy that guarantees fast constant-time performance. This paper presents the definition and application of a cosimulation framework to formally verify and evaluate the G&S fast dynamic casting scheme and its applicability in the Mission Data System DMS application. We describe the systematic process of model-based simulation and analysis that has led to performance improvement of the G&S algorithm's heuristics by about a factor of 2. In this work we introduce and apply a library for extracting semantic information from C++ source code that helps us deliver a practical and verifiable implementation of the fast dynamic casting algorithm.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1998.10a
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• pp.497-504
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• 1998

In the nonlinear dynamic structural analysis, the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea, it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well own that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary stochastic process model which can be modeled as components with an intensity function, a frequency modulation function and a power spectral density function to describe such non-stationary characteristics. This model is based on the simulation for the strong-motion earthquakes with magnitude greater than approximately 5.0~6.0, because it will be not only expected to cause structural damage but also involved the characteristics of earthquake motions. Also, the recorded earthquake motion within this range are still very scarce in Korea. Thus, it is necessary to verify the model by the application of it to the mid-magnitude (approximately 4.0~6.0) earthquakes actually recorded in domestic or foreign area. The purpose of the paper is to generate an artificial earthquake using the model of Yeh and Wen in the area with low seismicity.

• Journal of the Korean Society for Heat Treatment
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• v.31 no.4
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• pp.180-186
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• 2018

High temperature flow behaviors of Fe-Cr-Mo-V-W-C tool steel were investigated using isothermal compression tests on a Gleeble simulator. The compressive test temperature was varied from 850 to $1,150^{\circ}C$ with the strain rate ranges of 0.05 and $10s^{-1}$. The maximum height reduction was 45%. The dynamic softening related to the dynamic recrystallization was observed during hot deformation. The constitutive model based on Arrhenius-typed equation with the Zener-Hollomon parameter was proposed to simulate the hot deformation behavior of Fe-Cr-Mo-V-W-C steel. An artificial neural network (ANN) model was also developed to compare with the constitutive model. It was concluded that the ANN model showed more accurate prediction compared with the constitutive model for describing the hot compressive behavior of Fe-Cr-Mo-V-W-C steel.

• Journal of the korean Society of Automotive Engineers
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• v.5 no.3
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• pp.45-55
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• 1983

This paper discussed about Application Technique of Numerical Methods for large structure. The dynamic behaviours of a vehicle were investigated through finite element modelling. After dividing a vehicle body into three substructures, Basic Mass System was composed of 60 flexual modes which was obtained from the dynamic characteristics of each substructure using Modal Synthesis Method. Engine, transmission and rear axle, etc. were added to Basic Mass Model, consequently Full Mass System was constructed by 72 degree of freedoms. Full Mass System was analyzed over the frequency range 0.5-50.0 Hz under the loading conditions which were Stationary Gaussian Random Process. Results and discussions provided the guidelines to eliminate resonances among the parts and to improve the Ride Quality. The Absorbed Power was used as a standard to determine the Ride Quality. The RMS value of driver's vertical acceleration was obtained 0.423g from the basic model and 0.415g from the modified model.