• 제목/요약/키워드: Infinite horizon

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확률적 수리비용과 임계수준을 고려한 주기적 교체 모형에 관한 연구 (A Periodic Replacement Model with Random Repair Costs and Threshold Levels)

  • 강영길;강성진
    • 한국국방경영분석학회지
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    • 제18권2호
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    • pp.114-125
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    • 1992
  • A policy of periodic replacement with minimal repair at failure is considered for a complex system. Under such a policy the system is replaced at periodic times. iT(i=1,2, $\ldots$), while minimal repair is performed at any intervening system failures. The cost of the j-th minimal repair to the component which fails at age t is g(C(t). $c_j$ (t)), where C(t) is the age-dependent random part, $c_j$(t) is the deterministic part which depends on the age and the number of the minimal repair to the component, and g is a positive nondecreasing continuous function. The cost of replacement is expensive when the number of failures occurring in (0. T) is greater than a threshold level. The problem of determining the optimal replacement period, $T^{\ast}$, which minimizes the total expected cost per unit time over an infinite time horizon is considered. Various special cases are considered.

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물류시스템에서 수송주기와 차량크기의 결정 (Determination of the Transportation Cycle Time and the Vehicle Size in a Distribution System)

  • 장석화
    • 산업경영시스템학회지
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    • 제27권4호
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    • pp.23-32
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    • 2004
  • This paper addresses a model for the transportation planning that determines the transportation cycle time and the vehicle size to minimize the cost in a distribution system. The vehicle routing to minimize the transportation distance of the vehicles is also determined. A distribution system is consisted of a distribution center and many retailers. Products are transported from distribution center to retailers according to transportation planning. A model is assumed that the time horizon is continuous and infinite, and the demand of retailers is constant and deterministic. Cost factors are the transportation cost and the inventory cost, which the transportation cost is proportional to the transportation distance of vehicle when products are transported from distribution center to retailers, and the inventory cost is proportional to inventory amounts of retailers. A transportation cycle time and a vehicle size are selected among respective finite alternatives. The problem is analyzed, and a illustrative example is shown.

GRADIENT EXPLOSION FREE ALGORITHM FOR TRAINING RECURRENT NEURAL NETWORKS

  • HONG, SEOYOUNG;JEON, HYERIN;LEE, BYUNGJOON;MIN, CHOHONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제24권4호
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    • pp.331-350
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    • 2020
  • Exploding gradient is a widely known problem in training recurrent neural networks. The explosion problem has often been coped with cutting off the gradient norm by some fixed value. However, this strategy, commonly referred to norm clipping, is an ad hoc approach to attenuate the explosion. In this research, we opt to view the problem from a different perspective, the discrete-time optimal control with infinite horizon for a better understanding of the problem. Through this perspective, we fathom the region at which gradient explosion occurs. Based on the analysis, we introduce a gradient-explosion-free algorithm that keeps the training process away from the region. Numerical tests show that this algorithm is at least three times faster than the clipping strategy.

최적의 측정값 구간의 길이를 갖는 최소 공분산 유한 임펄스 응답 필터 기반 디지털 위상 고정 루프 설계 (A Digital Phase-locked Loop design based on Minimum Variance Finite Impulse Response Filter with Optimal Horizon Size)

  • 유성현;배동성;최현덕
    • 한국전자통신학회논문지
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    • 제16권4호
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    • pp.591-598
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    • 2021
  • 디지털 위상 고정 루프는 위상 동기화를 위해 사용되는 회로로 일반적으로 통신, 회로분야 등 다양한 분야에서 사용된다. 디지털 위상 고정 루프를 설계 시 상태추정기를 사용하는 경우 보통 칼만 필터와 같은 무한 임펄스 응답 상태추정기를 활용해왔다. 일반적으로 무한 임펄스 응답 상태추정기 기반 디지털 위상 고정 루프의 성능은 우수하지만, 초기값의 부정확, 모델 오차, 외란 등의 예상하지 못하는 상황에서 급격한 성능저하가 발생할 수 있다. 본 논문에서는 새로운 디지털 위상 고정 루프를 설계 하기 위해 최적의 측정값 구간 길이를 갖는 최소 공분산 유한 임펄스 응답 필터를 제안한다. 제안된 유한 임펄스 응답 필터의 중요 파라미터인 측정값 구간 길이를 구하기 위해 수치적 방법을 소개하며, 필터의 이득을 얻기 위해 비용함수로 오차의 공분산 행렬을 설정하고, 이를 최소화 하기 위하여 선형 행렬 부등식을 사용하였다. 제안된 디지털 위상 동기 루프의 우수성과 강인성을 검증하기 위해 노이즈 정보가 부정확한 상황에서 기존 방법과의 비교 및 분석을 위한 시뮬레이션을 수행하였다.

양자화 입력을 고려한 연속시간 T-S 퍼지 시스템을 위한 이벤트 트리거 모델예측제어 (Event-Triggered Model Predictive Control for Continuous T-S fuzzy Systems with Input Quantization)

  • 권우경;이상문
    • 전기학회논문지
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    • 제66권9호
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    • pp.1364-1372
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    • 2017
  • In this paper, a problem of event-triggered model predictive control is investigated for continuous-time Takagi-Sugeno (T-S) fuzzy systems with input quantization. To efficiently utilize network resources, event-trigger is employed, which transmits limited signals satisfying the condition that the measurement of errors is over the ratio of a certain level. Considering sampling and quantization, continuous Takagi-Sugeno (T-S) fuzzy systems are regarded as a sector bounded continuous-time T-S fuzzy systems with input delay. Then, a model predictive controller (MPC) based on parallel distributed compensation (PDC) is designed to optimally stabilize the closed loop systems. The proposed MPC optimize the objective function over infinite horizon, which can be easily calculated and implemented solving linear matrix inequalities (LMIs) for every event-triggered time. The validity and effectiveness are shown that the event triggered MPC can stabilize well the systems with even smaller average sampling rate and limited actuator signal guaranteeing optimal performances through the numerical example.

다중 파장 광 네트워크 상에서 트래픽 예상 기법 기반 다단계 가상망 재구성 정책 (Traffic Prediction based Multi-Stage Virtual Topology Reconfiguration Policy in Multi-wavelength Routed Optical Networks)

  • Lin Zhang;Lee, Kyung-hee;Youn, Chan-Hyun;Shim, Eun-Bo
    • 한국통신학회논문지
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    • 제27권8C호
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    • pp.729-740
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    • 2002
  • 본 논문에서는 광 인터넷 망의 가상망 재구성을 위하여 최적의 망 재구성 정책을 고려한 보상-비용 함수를 최대화하는 다단계 결정 문제로 정의 하였다. 그리고 트래픽 요구사항을 만족하기 위해서 노드 교환 기법에 근거한 새로운 휴리스틱 알고리즘을 제안하였다. 또한 트래픽 예측 기법을 사용하여 휴리스틱 알고리즘에 의해 발생하는 근사 문제를 해결 하고, 이를 바탕으로 트래픽 예측 다단계 재구성 정책을 제안하였다. 실험결과 다단계 재구성 정책은 물리적 자원이 제한된 환경에서 기존의 방법에 비해 뛰어난 성능을 보였다.

이산 비선형 시스템에 대한 확장 유한 임펄스 응답 필터 (An Extended Finite Impulse Response Filter for Discrete-time Nonlinear Systems)

  • 한세경;권보규;한수희
    • 제어로봇시스템학회논문지
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    • 제21권1호
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    • pp.34-39
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    • 2015
  • In this paper, a finite impulse response (FIR) filter is proposed for discrete-time nonlinear systems. The proposed filter is designed by combining the estimate of the perturbation state and nominal state. The perturbation state is estimated by adapting the optimal time-varying FIR filter for the linearized perturbation model and the nominal state is directly obtained from the nonlinear nominal trajectory model. Since the FIR structured estimators use the finite horizon information on the most recent time interval, the proposed extended FIR filter satisfies the bounded input/bounded output (BIBO) stability, which can't be obtained from infinite impulse response (IIR) estimators. Thus, it can be expected that the proposed extended FIR filter is more robust than IIR structured estimators such as an extended Kalman filter for the round-of errors and the uncertainties from unknown initial states and uncertain system model parameters. The simulation results show that the proposed filter has better performance than the extended Kalman filter (EKF) in both robustness and fast convergency.

혁신형 중소기업 정책금융에 대한 금융기관 지원금 결정모형 (Determining Subsidies for Banks in Policy Loans to Innovative SMEs)

  • 김성환;설병문
    • 한국경영과학회지
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    • 제34권2호
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    • pp.1-13
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    • 2009
  • In this paper, we develop theoretical game models to determine the level of government subsidies for banks to provide policy loans to Innovative SMEs(small and medium sized enterprises) through banks, which otherwise would not finance them for the sake of their own profitability. For this, we compare net cash flows of each bank using different strategies against high risk innovative SMEs. A bank can decide whether to provide them loans or not In each period. Following Kim(2003)'s Infinite horizon model on the soft budget constraint, we introduce a situation in which banks compete against each other for higher net long-term payoffs from their loans to innovative SMEs and non-innovative SMEs. From the models, we show that competition among banks in general leads to a tighter decision against innovative SMEs, as a Nash equilibrium. It is not because the government bank is simply loose in providing loans, but because competition among commercial banks for fewer riskier borrowers results in tighter loan decisions against innovative SMEs. Thus, the competitive market for policy loans to innovative SMEs fails to reach the socially optimal level of loans for innovative SMMs. Commercial banks in the competitive market may require additional supports from the government to make up for the differences in their payoffs to support innovative SMEs, possibly much riskier due to moral hazards and poor discounted cash flows. The monopolistic government bank might also request such supports from the government to fund otherwise unqualified SMEs. We calculate an optimal level of governmental support for banks to guarantee funding such high-risk innovative SMEs over periods without deviating from their optimal Nash equilibrium policies.

Comparison of Mechanical Allodynia and Recovery of Locomotion and Bladder Function by Different Parameters of Low Thoracic Spinal Contusion Injury in Rats

  • Carter, Michael W.;Johnson, Kathia M.;Lee, Jun Yeon;Hulsebosch, Claire E.;Gwak, Young Seob
    • The Korean Journal of Pain
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    • 제29권2호
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    • pp.86-95
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    • 2016
  • Background: The present study was designed to examine the functional recovery following spinal cord injury (SCI) by adjusting the parameters of impact force and dwell-time using the Infinite Horizon (IH) impactor device. Methods: Sprague-Dawley rats (225-240 g) were divided into eight injury groups based on force of injury (Kdyn) and dwell time (seconds), indicated as Force-Dwell time: 150-4, 150-3, 150-2, 150-1, 150-0, 200-0, 90-2 and sham controls, respectively. Results: After T10 SCI, higher injury force produced greater spinal cord displacement (P < 0.05) and showed a significant correlation (r = 0.813) between the displacement and the force (P < 0.05). In neuropathic pain-like behavior, the percent of paw withdrawals scores in the hindpaw for the 150-4, 150-3, 150-2, 150-1 and the 200-0 injury groups were significantly lowered compared with sham controls (P < 0.05). The recovery of locomotion had a significant within-subjects effect of time (P < 0.05) and the 150-0 group had increased recovery compared to other groups (P < 0.05). In addition, the 200-0 and the 90-2 recovered significantly better than all the 150 kdyn impact groups that included a dwell-time (P < 0.05). In recovery of spontaneous bladder function, the 150-4 injury group took significantly longer recovery time whereas the 150-0 and the 90-2 groups had the shortest recovery times. Conclusions: The present study demonstrates SCI parameters optimize development of mechanical allodynia and other pathological outcomes.

Is There Additive Therapeutic Effect When GCSF Combined with Adipose-Derived Stem Cell in a Rat Model of Acute Spinal Cord Injury?

  • Min, Joongkee;Kim, Jeong Hoon;Choi, Kyoung Hyo;Yoon, Hyung Ho;Jeon, Sang Ryong
    • Journal of Korean Neurosurgical Society
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    • 제60권4호
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    • pp.404-416
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    • 2017
  • Objective : Functional and neural tissue recovery has been reported in many animal studies conducted with stem cells. However, the combined effect of cytokines and stem cells has not yet been adequately researched. Here, we analyzed the additive effects of granulocyte colony-stimulating factor (GCSF) on adipose-derived stem cells (ADSCs) infusion in the treatment of acute spinal cord injury (SCI) in rats. Methods : Four days after intrathecal infusion tubes implantation in Sprague-Dawley rats, SCI was induced with an infinite horizon impactor. In the Sham group (n=5), phosphate-buffered saline was injected 3, 7, and 14 days after SCI. GCSF, ADSCs, and ADSCs with GCSF were injected at the same time in the GCSF (n=8), ADSC (n=8), and ADSC+GCSF groups (n=7), respectively. Results : The ADSC and ADSC+GCSF groups, but not the GCSF group, showed significantly higher Basso-Beattie-Bresnahan scores than the Sham group during 8 weeks (p<0.01), but no significant difference between the ADSC and ADSC+GCSF groups. In the ladder rung test, all four groups were significantly different from each other, with the ADSC+GCSF group showing the best improvement (p<0.01). On immunofluorescent staining (GAP43, MAP2), western blotting (GAP43), and reverse transcription polymerase chain reaction (GAP43, nerve growth factor), the ADSC and ADSC+GCSF groups showed higher levels than the Sham and GCSF groups. Conclusion : Our analyses suggest that the combination of GCSF and ADSCs infusions in acute SCI in the rat does not have a significant additive effect. Hence, when combination agents for SCI stem cell therapy are considered, molecules other than GCSF, or modifications to the methodology, should be investigated.