• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.4
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• pp.429-441
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• 2015

We study optimal consumption/investment and life insurance purchase rules for a wage earner with mortality risk under regime-switching financial market conditions, in a continuous time-horizon. We apply the Markov chain approximation method and suggest an efficient algorithm using parallel computing to solve the simultaneous Hamilton-Jaccobi-Bellman equations arising from the optimization problem. We provide numerical results under the utility functions of the constant relative risk aversion type, with which we illustrate the effects of regime switching on the optimal policies by comparing them with those in the absence of regime switching.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.2
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• pp.764-784
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• 2017

Energy efficiency is an essential requirement in designing a MAC protocol for wireless sensor networks (WSNs) using battery-operated sensor nodes. We proposed a new receiver-initiated MAC protocol, RIX-MAC, based on the X-MAX protocol with asynchronous duty cycles. In this paper, we analyzed the performance of RIX-MAC protocol in terms of throughput, delay, and energy consumption using the model. For modeling the protocol, we used the Markov chain model, derived the transmission and state probabilities, and obtained the equations to solve the performance of throughput, delay, and energy consumption. Our proposed model and analysis are validated by comparing numerical results obtained from the model, with simulation results using NS-2.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.2
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• pp.628-646
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• 2016

This paper proposes a novel channel assignment scheme that is based on finite projective plane (FPP) theory. The proposed scheme involves using a Markov chain model to allocate N channels to N users through intermixed channel group arrangements, particularly when channel resources are idle because of inefficient use. The intermixed FPP-based channel group arrangements successfully related Markov chain modeling to punch through ratio formulations proposed in this study, ensuring fair resource use among users. The simulation results for the proposed FPP scheme clearly revealed that the defined throughput increased, particularly under light traffic load conditions. Nevertheless, if the proposed scheme is combined with successive interference cancellation techniques, considerably higher throughput is predicted, even under heavy traffic load conditions.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37 no.1B
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• pp.50-58
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• 2012

The objective of this study is to develop the theoretical model of the telecommunication system service availability from the user perspective. We assume non-homogeneous Poisson process for the call arrival process and continuous time Markov chain for the system state. The proposed model effectively describes the user model of the user-perceived service reliability by including the time-varying call arrival rate. We also include the operational failure state where the user cannot receive any service even though the system is functioning.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.51
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• pp.231-240
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• 1999

A major concern in Concurrent Engineering is the control and management of workload in a period of process. As a general rule, leveling the peak of workload in certain period is difficult because concurrent processing is comprised of various processes, including overlapping, paralleling looping and so on. Therefore, the workload management with resource constraints is so beneficial that effective methods to analyze design process are momentous. This study presents the Timed Petri Nets approach of precedence logic networks, and provides an alternative for users to analyze constraint processes to resolve conflicts of resources. Another approach to Continuous Time Markov Chain using Stochastic Petri Nets is also proposed. These approaches are expected to facilitate resolving resource constrained scheduling problems more systematically in Concurrent Engineering environment.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2011.04a
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• pp.345-348
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• 2011

구조요소의 설계에서 유한요소해석은 매우 효과적인 방법이다. 이 방법은 시험 수행에 드는 시간과 비용을 줄여준다. 그러나 공정 과정과 환경에 의하여 생기는 입력 물성치들의 변화 때문에 우리는 유한요소해석의 결과를 전적으로 믿어서는 안 된다. 따라서 유한요소해석의 신뢰성을 증명하는 것은 매우 중요하다. 본 연구에서는 현장에 축적된 피로 수명 시험 데이터를 바탕으로 유한요소해석을 이용하여 피로수명 파라미터를 역 추정 하는 연구를 수행하였다. 베이지안 접근법을 이용하여 불확실성 피로 수명 파라미터의 사후분포를 구하였고, 마코프체인몬테카를로(Markov Chain Monte Carlo) 기법을 이용하여 역 추정된 파라미터의 샘플 데이터를 생성하였다. 얻어진 샘플 데이터를 기반으로 새로운 형상의 스프링에 대한 피로 수명을 예측한다. 신뢰성 기반 형상 최적화(RBDO)는 서스펜션 코일 스프링의 요구수명을 만족시키기 위하여 수행된다. 또한 크리깅 근사 모델은 유한요소해석의 연산 량 감소를 위해 이용한다.

• Journal of Communications and Networks
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• v.17 no.6
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• pp.602-608
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• 2015

In this paper, the limited error tracking problem is investigated for distributed leader-following wireless sensor networks (LFWSNs), where all sensors share data by the local communications, follower sensors are influenced by leader sensors directly or indirectly, but not vice versa, all sensor nodes track a reference state that is determined by the states of all leader sensors, and tracking errors are limited. In a LFWSN, the communicating graph is mainly expressed by some complete subgraphs; if we fix subgraphs that are composed of all leaders while all nodes in complete subgraphs of followers run on the sleeping-awaking method, then the fixed leaders and varying followers topology is obtained, and the switching topology is expressed by a Markov chain. It is supposed that the measurements of all sensors are corrupted by additive noises. Accordingly, the limited error tracking protocol is proposed. Based on the theory of asymptotic boundedness in mean square, it is shown that LFWSN keeps the limited error tracking under the designed protocol.

• Journal of Communications and Networks
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• v.13 no.4
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• pp.393-399
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• 2011

We evaluate the link-level performance of cooperative multi-hop relaying networks with an maximum distance separable (MDS) code. The effect of the code on the link-level performance at the destination is investigated in terms of the outage probability and the spectral efficiency. Assuming a simple topology, we construct an absorbing Markov chain. Numerical results indicate that significant improvement can be achieved by incorporating an MDS code. MDS codes successfully facilitate recovery of the message block at a relaying node due to powerful error-correcting capability, so that it can reduce the outage probability. Furthermore, we evaluate the average number of hops where the message block can be delivered.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.34 no.2
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• pp.1-8
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• 2011

This paper proposes a variable sampling interval multivariate $T^2$ control chart with sampling at fixed times, where samples are taken at specified equally spaced fixed time points and additional samples are allowed between these fixed times when indicated by the preceding $T^2$ statistics. At fixed sampling points, the $T^2$ statistics are composed of all quality characteristics and a part of quality characteristics are selected to obtain $T^2$ statistics at additional sampling points. A Markov chain approach is used to evaluate the performance of the proposed chart. Numerical studies for the performance of the proposed chart show that the proposed chart reduces the observations obtained from a process and detects the assignable cause of a process with low correlated quality characteristics quickly.

• Journal of the Korea Society of Computer and Information
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• v.21 no.6
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• pp.107-115
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• 2016

In this paper, we propose a Bicycle sharing has grown popular around the cities in the world due to its convenience. However, the bicycle sharing system is not problem-free, and there remains many managerial problems to be solved. In this study, we analyzed pricing strategy of a bicycle sharing system by minimizing the number of bicycles relocated by trucks, the act of which incurs penalty. The objective function is constructed by applying mixed integer programming and is presented as a stochastic model by using Markov chain so that arrival and departure rates of bicycle stations can be utilized in the analysis. The efficiency of the presented model is verified upon the analysis of bicycle sharing data gathered in Daejeon in 2014.