• Journal of the Korea Society for Simulation
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• v.17 no.3
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• pp.19-26
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• 2008

In this paper, we propose a dynamic prediction algorithm to predict the bond price using actual data set of treasure note (T-Note). The proposed algorithm is based on term structure model of the interest rates, which takes place in various financial modelling, such as the standard Gaussian Wiener process. To obtain cumulative distribution functions (CDFs) of actual data for the interest rate measurement used, we use the natural cubic spline (NCS) method, which is generally used as numerical methods for interpolation. Then we also use the random number generation scheme (RNGS) to calculate the pricing of bond through the obtained CDF. In empirical computer simulations, we show that the lower values of precision in the proposed prediction algorithm corresponds to sharper estimates. It is very reasonable on prediction.

• Journal of the Korean Mathematical Society
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• v.52 no.4
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• pp.663-683
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• 2015

In this note we study the structures of power-serieswise Armendariz rings and IFP rings when they are skewed by ring endomor-phisms (or automorphisms). We call such rings skew power-serieswise Armendariz rings and skew IFP rings, respectively. We also investigate relationships among them and construct necessary examples in the process. The results argued in this note can be extended to the ordinary ring theoretic properties of power-serieswise Armendariz rings, IFP rings, and near-related rings.

• Korean Journal of Mathematics
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• v.22 no.2
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• pp.279-288
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• 2014

The studies of reversible and 2-primal rings have done important roles in noncommutative ring theory. We in this note introduce the concept of quasi-reversible-over-prime-radical (simply, QRPR) as a generalization of the 2-primal ring property. A ring is called QRPR if ab = 0 for $a,b{\in}R$ implies that ab is contained in the prime radical. In this note we study the structure of QRPR rings and examine the QRPR property of several kinds of ring extensions which have roles in noncommutative ring theory.

• Communications of the Korean Mathematical Society
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• v.28 no.1
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• pp.55-62
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• 2013

In [5], Johnson introduced the primitivity of subgroups and proved that a finite group G is supersolvable if every primitive subgroup of G has a prime power index in G. In that paper, he also posed an interesting problem: what a group looks like if all of its primitive subgroups are maximal. In this note, we give the detail structure of such groups in solvable case. Finally, we use the primitivity of some subgroups to characterize T-group and the solvable $PST_0$-groups.

• Bulletin of the Korean Mathematical Society
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• v.54 no.4
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• pp.1123-1139
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• 2017

The aim in this note is to describe some classes of rings in relation to factorization by prime radical, upper nilradical, and Jacobson radical. We introduce the concepts of tpr ring, tunr ring, and tjr ring in the process, respectively. Their ring theoretical structures are investigated in relation to various sorts of factor rings and extensions. We also study the structure of noncommutative tpr (tunr, tjr) rings of minimal order, which can be a base of constructing examples of various ring structures. Various sorts of structures of known examples are studied in relation with the topics of this note.

• Journal of IKEEE
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• v.18 no.2
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• pp.255-262
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• 2014

The uncertain integral linear system is the integral-augmented uncertain system to improve the resultant performance. In this note, for a MI(Multi Input) uncertain integral linear case, Utkin's theorem is proved clearly and comparatively. With respect to the two transformations(diagonalizations), the equation of the sliding mode is invariant. By using the results of this note, in the SMC for MIMO uncertain integral linear systems, the existence condition of the sliding mode on the predetermined sliding surface is easily proved. The effectiveness of the main results is verified through an illustrative example and simulation study.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.6
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• pp.1173-1178
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• 2010

In this note, a systematic design of a new robust nonlinear integral variable structure controller based on state dependent nonlinear form is presented for the control of uncertain more affine nonlinear systems with mismatched uncertainties and matched disturbance. After an affine uncertain nonlinear system is represented in the form of state dependent nonlinear system, a systematic design of a new robust nonlinear integral variable structure controller is presented. To be linear in the closed loop resultant dynamics and remove the reaching phase problems, the linear integral sliding surface is suggested. A corresponding control input is proposed to satisfy the closed loop exponential stability and the existence condition of the sliding mode on the linear integral sliding surface, which will be investigated in Theorem 1. Through a design example and simulation studies, the usefulness of the proposed controller is verified.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.348-351
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• 1995

This note proposes a robust LQR method for systems with structured real parameter uncertainty based on Riccati equation approach. Emphasis is on the reduction of design conservatism in the sense of quadratic performance by utilizing the uncertainty structure. The class of uncertainty treated includes all the form of additive real parameter uncertainty, which has the multiple rank structure. To handle the structure of uncertainty, the scaling matrix with block diagonal structure is introduced. By changing the scaling matrix, all the possible set of uncertainty structures can be represented. Modified algebraic Riccati equation (MARE) is newly proposed to obtain a robust feedback control law, which makes the quadratic cost finite for an arbitrary scaling matrix. The remaining design freedom, that is, the scaling matrix is used for minimizing the upper bound of the quadratic cost for all possible set of uncertainties within the given bounds. A design example is shown to demonstrate the simplicity and the effectiveness of proposed method.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.7
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• pp.1295-1301
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• 2010

In this note, a systematic general design of a new robust nonlinear variable structure controller based on state dependent nonlinear form is presented for the control of uncertain affine nonlinear systems with mismatched uncertainties and mismatched disturbance. After an affine uncertain nonlinear system is represented in the form of state dependent nonlinear system, a systematic design of a new robust nonlinear variable structure controller is presented. To be linear in the closed loop resultant dynamics, the nonlinear integral-type sliding surface is applied. A corresponding control input is proposed to satisfy the closed loop exponential stability and the existence condition of the sliding mode on the nonlinear integral-type sliding surface, which will be investigated in Theorem 1. Through a design example and simulation studies, the usefulness of the proposed controller is verified.

• Honam Mathematical Journal
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• v.27 no.3
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• pp.487-504
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• 2005

Let M be a real hypersurface with almost contact metric structure (${\phi}$, ${\xi}$, ${\eta}$, g) in a nonflat complex space form $M_n(c)$. We denote by A and S be the shape operator and the Ricci tensor of M respectively. In the present paper we investigate real hypersurfaces with $g(SA{\xi},\;A{\xi})=const$. of $M_n(c)$ whose structure Jacobi operator $R_{\xi}$ commute with both ${\phi}$ and S. We give a characterization of Hopf hypersurfaces of $M_n(c)$.