• 한국CDE학회논문집
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• 제2권4호
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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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• 제13권1호
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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.

• 한국정보과학회:학술대회논문집
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• 한국정보과학회 2000년도 봄 학술발표논문집 Vol.27 No.1 (B)
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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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• 제11권5호
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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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• 제19권5호
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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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• 제어로봇시스템학회 2002년도 ICCAS
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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...

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2016년도 추계학술대회
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• pp.405-408
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• 2016

바둑, 체스, 장기와 같은 게임은 사람들의 두뇌발달에 도움을 주어왔다. 이 게임들은 컴퓨터 프로그램으로도 개발되었으며, 혼자서도 게임을 즐길 수 있도록 많은 알고리즘들이 개발되었다. 사람을 이기는 체스 프로그램은 1990년대에 개발된 것에 비해 바둑은 경우의 수가 너무 많아서 프로 바둑기사를 이기기는 불가능한 것으로 여겨졌다. 하지만 MCTS(Monte Carlo Tree Search)와 CNN(Convolutional Neural Network)의 이용으로 바둑 알고리즘의 성능은 큰 향상을 이루었다. 본 논문에서는 CNN과 MCTS를 사용하여 바둑 알고리즘의 개발을 진행하였다. 바둑의 기보가 학습된 CNN을 이용하여 최적의 수를 찾고, MCTS를 이용하여 게임의 시뮬레이션을 진행하여 이길 확률을 계산한다. 또한 기존 기보를 이용하여 바둑의 패턴 정보를 추출하고, 이를 이용하여 속도와 성능 향상을 도모하였다. 이 방법은 일반적으로 사용되는 바둑 알고리즘들에 비해 성능 향상이 있었다. 또한 충분한 Computing Power가 제공되면 더욱 성능이 향상될 것으로 보인다.

• 한국정보통신학회논문지
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• 제7권3호
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• pp.552-557
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• 2003

본 연구에서는 몬테카를로 시뮬레이션을 사용하여 상정사고를 고려한 전력탁송에 따른 영향평가를 할 수 있도록 하였으며, 이로써 전력탁송에 따른 탁송회사의 발전비용, 송전손실, 계통안전도에 미치는 영향을 분석할 수 있도록 하였다. 제안한 방법을 시험계통에 적용하여 본 연구의 타당성을 검증하였다.

• 기술혁신학회지
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• 제7권3호
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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.

• 한국자동차공학회논문집
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• 제9권4호
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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.