• Korean Journal of Computational Design and Engineering
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• v.2 no.4
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• pp.215-221
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• 1997

A new approach in solving design centering problem is presented. Like most stochastic optimization problems, optimal design centering problems have intrinsic difficulties in multivariate intergration of probability density functions. In order to avoid to avoid those difficulties, genetic algorithm and very coarse Monte Carlo simulation are used in this research. The new algorithm performs robustly while producing improved yields. This result implies that the combination of robust optimization methods and approximated simulation schemes would give promising ways for many stochastic optimizations which are inappropriate for mathematical programming.

• Management Science and Financial Engineering
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• v.13 no.1
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• pp.35-53
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• 2007

We consider a(worst-case) robust optimization version of the Economic Order Quantity(EOQ) model. Order setup costs and inventory carrying costs are assumed to have uncertainty in their values, and the uncertainty description of the two parameters is supposed to be given by an ellipsoidal representation. A genetic algorithm combined with Monte Carlo simulation is proposed to approximate the ellipsoidal representation. The objective function of the model under ellipsoidal uncertainty description is derived, and the resulting problem is solved by another genetic algorithm. Computational test results are presented to show the performance of the proposed method.

• Proceedings of the Korean Information Science Society Conference
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• 2000.04b
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• pp.235-237
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• 2000

본 논문에서는 환경의 변화에 민감한 시계열 데이터인 주가의 변동과정을 보다 효과적으로 설명하기 위한 방안의 하나로 강화 학습 모형의 도입을 제안하며, 특정 시점의 주가 추세를 평가하는 기준으로 가치도 함수를 채택한다. 가치도 함수의 계산에는 강화 학습 알고리즘의 일종인 Monte Carlo 알고리즘을 적용하고, 신경망 구현에 의해 구한 근사 가치도의 적절성을 평가하였다. 실험 결과로 볼 때, 여타 강화 학습 알고리즘을 추가적으로 적용할 경우, 주가 변동의 시계열적 특성을 더욱 잘 반영할 수 있을 것으로 판단된다.

• Macromolecular Research
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• v.11 no.5
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• pp.393-397
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• 2003

By applying a configurational-bias Gibbs ensemble Monte Carlo algorithm, priority simulation results regarding the conformation of non-dilute polyelectrolytes in solvents are obtained. Solutions of freely-jointed chains are considered, and a new method termed strandwise configurational-bias sampling is developed so as to effectively overcome a difficulty on the transfer of polymer chains. The structure factors of polyelectrolytes in the bulk as well as in the confined space are estimated with variations of the polymer charge density.

• Bulletin of the Korean Chemical Society
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• v.19 no.5
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• pp.544-548
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• 1998

A Monte Carlo simulation incorporated with the genetic algorithm is presented to describe the defect known as "transition from Y-to X-type deposition" of the cadmium arachidate Langmuir-Blodgett multilayer film. Simulation is performed based on the detachment models of XY-type deposition. The transition is simulated by introducing a probability of surface molecule detachment considering interaction between neighboring molecules. The genetic algorithm is incorporated into Monte Carlo simulation to get the optimum value of the probability factors. The distribution of layers having different thickness predicted by the simulation correlates well with the measured distribution of thickness using the small-angle X-ray reflectivity. The effect of chain length and subphase temperature on the detachment probability are investigated using the simulation. Simulation results show that an increase (or a decrease) of two hydrocarbon chain is roughly equivalent to the detachment probability to a temperature decrease (or increase) of 15 K.

• 제어로봇시스템학회:학술대회논문집
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• 2002.10a
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• pp.92.3-92
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• 2002

A lot of localization algorithms have been developed in order to achieve autonomous navigation. However, most of localization algorithms are restricted to certain conditions. In this paper, Monte Carlo localization scheme with a map-matching algorithm is suggested as a robust localization method for the Public Service Robot to accomplish its tasks autonomously. Monte Carlo localization can be applied to local, global and kidnapping localization problems. A range image based measure function and a geometric pattern matching measure function are applied for map matching algorithm. This map matching method can be applied to both polygonal environments and un-polygonal environments and achieves...

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2016.10a
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• pp.405-408
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• 2016

Games like Go, Chess, Janggi have helped to brain development of the people. These games are developed by computer program. And many algorithms have been developed to allow myself to play. The person winning chess program was developed in the 1990s. But game of go is too large number of cases. So it was considered impossible to win professional go player. However, with the use of MCTS(Monte Carlo Tree Search) and CNN(Convolutional Neural Network), the performance of the go algorithm is greatly improved. In this paper, using CNN and MCTS were proceeding development of go algorithm. Using the manual of go learning CNN look for the best position, MCTS calculates the win probability in the game to proceed with simulation. In addition, extract pattern information of go using existing manual of go, plans to improve speed and performance by using it. This method is showed a better performance than general go algorithm. Also if it is receiving sufficient computing power, it seems to be even more improved performance.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.3
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• pp.552-557
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• 2003

This paper presents an algorithm for evaluating power wheeling effects considering contingency using Monte-Carlo simulation. The effects of power wheeling on generating cost, transmission losses, and system security are considered. And, for a specific operating condition, the effects are quantified by the sensitivity of specific quantities of interest with respect to wheeling level. This model is utilized to calculate probability distribution functions of the incremental effects of power wheeling with a Monte-Carlo simulation. The proposed method is applied to IEEE RTS-96 system and the results are presented.

• Journal of Korea Technology Innovation Society
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• v.7 no.3
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• pp.533-554
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• 2004

Real option valuation considers the managerial flexibility to make ongoing decisions regarding implementation of investment projects and deployment of real assets. The appeal of the framework is natural given the high degree of uncertainty that firms face in their technology investment decisions. This paper suggests an algorithm for estimating volatility of logarithmic cash flow returns of real asset based on Monte Carlo simulation. This research uses a binomial model to obtain point estimate of real option value with embedded expansion option case and provides also an array of numerical results to show the interval estimation of option value using Monte Carlo simulation.

• Transactions of the Korean Society of Automotive Engineers
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• v.9 no.4
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• pp.193-203
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• 2001

The Monte Carlo method was used to evaluate the reliability of crash discrimination algorithms. Through the Fast Fourier Transformation, crash pulses obtained during frontal crash tests of a mini van and a sports utility vehicle were transformed to signals in the frequency domain, and the signals were divided into basic signals and changeable signals. The changeable signals were modified through random generation, and they were combined with the basic signals. Then, the combined signals were transferred back to the time domain. In this way numerous crash pulses could be generated. For the generated pulses, crash discrimination algorithms were evaluated by examining whether they did not result in air bag deployment for the pulses requiring no air bag deployment and whether they resulted in time-to-fires faster than required time-to-fires for the pulses requiring air bag deployment. The crash discrimination algorithm in which the absolute value of the deceleration change multiplied by the velocity change or the summation of the absolute value of the deceleration change was used as a metric was Proven to be highly reliable.