• 제목/요약/키워드: Equilibrium problems

검색결과 356건 처리시간 0.028초

실질금리 결정모형에서의 구조변화분석 (Structural Change Analysis in a Real Interest Rate Model)

  • 전덕빈;박대근
    • 경영과학
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    • 제18권1호
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    • pp.119-133
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    • 2001
  • It is important to find the equilibrium level of real interest rate for it affects real and financial sector of economy. However, it is difficult to find the equilibrium level because like the most macroeconomic model the real interest model has parameter instability problem caused by structural change and it is supported by various theories and definitions. Hence, in order to cover these problems structural change detection model of real interest rate is developed to combine the real interest rate equilibrium model and the procedure to detect structural change points. 3 equations are established to find various effects of other interest-related macroeconomic variables and from each equation, structural changes are found. Those structural change points are consistent with common expectation. Oil Crisis (December, 1987), the starting point of Economic Stabilization Policy (January, 1982), the starting point of capital liberalization (January, 1988), the starting and finishing points of Interest deregulation (January, 1992 and December, 1994), Foreign Exchange Crisis (December, 1977) are detected as important points. From the equation of fisher and real effects, real interest rate level is estimated as 4.09% (October, 1988) and dependent on the underlying model, it is estimated as 0%∼13.56% (October, 1988), so it varies so much. It is expected that this result is connected to the large scale simultaneous equations to detect the parameter instability in real time, so induces the flexible economic policies.

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전력시장 적용을 위한 쿠르노 모델에서의 역수요함수 추정 방법 제안 (The Method for Estimating the Inverse Demand Curve of Cournot Model in Electricity Market)

  • 강동주;허진;김태현;문영환;이근대;정구형;김발호
    • 대한전기학회논문지:전력기술부문A
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    • 제54권2호
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    • pp.79-87
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    • 2005
  • At present Cournot model is one of the most commonly used theories to analyze the gaming situation in oligopoly market. But there exist several problems to apply this model to electricity market. The representative one is to obtain the inverse demand curve able to be induced from the relationship between market price and demand response. In Cournot model, each player offers their generation quantity to accomplish maximum profit, which is accomplished by reducing their quantity compared with available total capacity. As stated above, to obtain the probable Cournot equilibrium to reflect real market situation, we have to induce the correct demand function first of all. Usually the correlation between price and demand appears on the long-term basis through the statistical data analysis (for example, regression analysis) or by investigating consumer utility functions of several consumer groups classified as residential, industrial, and commercial. However, the elasticity has a tendency to change continuously according to the total market demand size or the level of market price. Therefore it should be updated as trading period passes by. In this paper we propose a method for inducing and updating this price elasticity of demand function for more realistic market equilibrium.

유한요소법에 의한 사면붕괴 거동해석에 미치는 영향분석 (Analysis for Effects of Slope Failure Behavior by Finite Element Method)

  • 김영민
    • 한국지반공학회논문집
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    • 제15권5호
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    • pp.19-28
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    • 1999
  • 본 논문에서는 사면붕괴해석에 대한 유한요소법의 적용에 대하여 검토하였다. 사면안정문제에 대해 가장 일반적으로 사용되는 방법은 한계평형이론에 의한 절편법이다. 또한 유한요소법은 지반의 응력, 변형률을 분석하는 방법으로 널리 인식되어 있다. 본 논문에서는 유한요소법으로 사면안정해석시, 요구되는 최소안전율 계산방법을 효율적으로 고려하는 방법에 대하여 검토하였다. 그리고 유한요소법으로 사면의 붕괴해석을 하는 경우에, 적용되는 해석방법 및 그 결과에 미치는 요인에 대하여 검토하였다. 또한, 여러 사면의 경우에 대하여 기존의 한계평형법에 의한 절편법과 유한요소 해석결과를 비교, 검토하였다.

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일반균형의 관점에서 본 교통정책의 효율성 (혼잡세와 한계비용요금정책을 중심으로) (Efficiency of Transportation Policies from the General Equilibrium Perspective (The Cases of Congestion Tax and Marginal Cost Pricing))

  • 김종석
    • 대한교통학회지
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    • 제20권4호
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    • pp.95-107
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    • 2002
  • 혼잡세나 한계비용요금정책은 교통시설의 이용에 혼잡이 있거나 서비스 제공에 규모의 경제가 존재하는 경우 강력히 추천되는 정책도구이다. 그러나 본 논문에서는 그와 같은 시각은 당해 시설 서비스 시장만 고려할 때만 타당할 뿐 다른 시장과의 상호작용을 염두에 둔 일반균형적인 관점에서는 일반적으로 성립되지 않음을 보인다. 또한 각 정책에 대해 혼잡세나 한계비용요금정책이 실패로 돌아가는 예를 구체적으로 보이고 그에 대한 정책적 대안이 제시된다. 이 과정에서 이용량 제한이나 평균비용 요금정책 등이 놀랍게도 전통적 수단보다 우수한 정책으로 등장한다. 그러나, 이 결과는 특수한 상황에서만 성립하는 것으로 이와 관련된 연구과제들이 결론적으로 제시된다.

사각형 판 유한 요소들의 정적 성능 비교 분석 I (Comparative Study on the Performance of Quadrilateral Plate Elements for the static Analysis of Limear Elastic structures( I );Displacements)

  • 이병채;이용주
    • 전산구조공학
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    • 제3권4호
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    • pp.91-104
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    • 1990
  • 사각형 판 유한요소의 정적 성능을 여러 가지 문제에 대한 수치 실험을 통해 비교 분석하였다. Kirchhoff이론과 Mindlin이론에 근거한 변위요소, 평형요소, Mixed 또는 Hybrid요소들을 대상으로 문헌조사를 통해 우수요소를 선정하였으며 사각형 판 문제, 마름모형 판 문제, 원형 판 문제, 외팔보형 판 문제를 다양한 격자, 경계조건에 대해 풀어 해를 비교하였다. Kirchhoff요소에서는 12자유도요소로 Armanios의 요소, 24 자유도 요소로 Watkins요소의 거동이 우수하였으나 전반적으로 Mindlin요소에 비해 거동이 떨어진다. Mindlin요소 중에서는 Hinton의 요소가 효율성, 수렴성, 신뢰성의 면에서 가장 우수하나 마름모형 판 문제나 뒤틀린 격자 문제등에서는 거동이 좋지 않으므로 계속 연구할 필요가 있다.

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최적화문제를 위한 신경회로망의 Global Convergence (Global Convergence of Neural Networks for Optimization)

  • 강민제
    • 한국지능시스템학회논문지
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    • 제11권4호
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    • pp.325-330
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    • 2001
  • 최적화문제에 사용되는 신경회로망을 회로레벨에서 시뮬레이션을 해보면, 알고리즘레벨에서 시뮬레이션한 결과와 많이 다름을 체험한다. 즉, 이런 신경회로망의 출력값들은 시간이 흐름에 따라 점근적으로 수렴하나, 입력단의 값들은 입력단에 부수적으로 연결되어 있는 컨덕턴스의 값에 따라 수렴여부도 달라지고, 또한 시스템의 성능도 변함을 안다. 이 논문에서는 입력단에 시스템의 안정도를 위해 부수적으로 연결된 컨덕턴스의 값에 따라 시스템의 수렴여부를 입력단과 출력단에서 분석하였으며, 에너지함수의 수렴점들이 이들 컨덕턴스의 값에 따라 성분이 변함을 분석하였다.

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과도상태 2상유동 해석을 위한 비정렬.비엇갈림 격자 SMAC 알고리즘 (AN EXTENSION OF THE SMAC ALGORITHM FOR THERMAL NON-EQUILIBRIUM TWO-PHASE FLOWS OVER UNSTRUCTURED NON-STAGGERED GRIDS)

  • 박익규;윤한영;조형규;김종태;정재준
    • 한국전산유체공학회지
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    • 제13권3호
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    • pp.51-61
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    • 2008
  • The SMAC (Simplified Marker And Cell) algorithm is extended for an application to thermal non-equilibrium two-phase flows in light water nuclear reactors (LWRs). A two-fluid three-field model is adopted and a multi-dimensional unstructured grid is used for complicated geometries. The phase change and the time derivative terms appearing in the continuity equations are implemented implicitly in a pressure correction equation. The energy equations are decoupled from the momentum equations for faster convergence. The verification of the present numerical method was carried out against a set of test problems which includes the single and the two-phase flows. The results are also compared to those of the semi-implicit ICE method, where the energy equations are coupled with the momentum equation for pressure correction.

Competition and Coalition of the Participants with Demand Response in Electricity Market

  • Lee, Kwang-Ho
    • Journal of Electrical Engineering and Technology
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    • 제12권6호
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    • pp.2157-2165
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    • 2017
  • This study deals with the design of the mechanism in which demand response (DR) resources are traded in the power generation market. In general, a DR aggregator (DRA), which extends DR resources and provides technical support, is central to this mechanism. In this study, power users, called DR customer (DRC), participate in load reduction and are also modeled to participate directly in DR-related bidding. The DRA provides incentives to the DRC, indirectly impacting the market, and the DRC use the bid parameters strategically. We present the conditions for finding Nash Equilibrium (NE) in game problems of various participants including market operators, and analyze the characteristics of DRA and DRC related models. It also analyzes the impact of the participants on the market according to various types of competition and coalitions between DRA and DRC.

A HYBRID METHOD FOR A COUNTABLE FAMILY OF LIPSCHITZ GENERALIZED ASYMPTOTICALLY QUASI-NONEXPANSIVE MAPPINGS AND AN EQUILIBRIUM PROBLEM

  • Cholamjiak, Prasit;Cholamjiak, Watcharaporn;Suantai, Suthep
    • 대한수학회논문집
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    • 제28권2호
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    • pp.335-351
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    • 2013
  • In this paper, we introduce a new iterative scheme for finding a common element of the fixed points set of a countable family of uniformly Lipschitzian generalized asymptotically quasi-nonexpansive mappings and the solutions set of equilibrium problems. Some strong convergence theorems of the proposed iterative scheme are established by using the concept of W-mappings of a countable family of uniformly Lipschitzian generalized asymptotically quasi-nonexpansive mappings.

A new reinforcing steel model with bond-slip

  • Kwak, H.G.;Filippou, F.C.
    • Structural Engineering and Mechanics
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    • 제3권4호
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    • pp.299-312
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    • 1995
  • A new reinforcing steel model which is embedded inside a concrete element and also accounts for the effect of bond-slip is developed. Unlike the classical bond-link or bond-zone element using double nodes, the proposed model is considering the bond-slip effect without taking double nodes by incorporation of the equivalent steel stiffness. After calculation of nodal displacements, the deformation of steel at each node can be found through the back-substitution technique from the first to the final steel element using a governing equation constructed based on the equilibrium at each node of steel and the compatibility condition between steel and concrete. This model results in significant savings in the number of nodes needed to account for the effect of bond-slip, in particular, when the model is used for three dimensional finite element problems. Moreover a new nonlinear solution scheme is developed in connection with this model. Finally, correlation studies between analytical and experimental results and several parameter studies are conducted with the objective to establish the validity of the proposed model.