• Title/Summary/Keyword: Optimal

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A Study on Optimal Planning Strategy Based on Customer Outage Costs

  • Kim, Bal-Ho H.
    • Journal of Electrical Engineering and Technology
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    • v.5 no.1
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    • pp.21-27
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    • 2010
  • This paper examines the long-run social welfare maximization problems facing public utilities, which includes consideration of the cost of capital or other fixed costs of production, from which it derives optimal investment decisions in a reliability differentiated pricing based market. Reliability differentiated pricing policies lead to straightforward mathematical results on optimal investment decisions in generation and transmission expansion planning. This paper presents the mathematical conditions for optimal investment decisions.

Design of Optimal Controller Using Discrete Sliding Mode

  • Kim Min-Chan;Ahn Ho-Kyun;Kwak Gun-Pyong;Nam Jing-Rak
    • Journal of information and communication convergence engineering
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    • v.2 no.3
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    • pp.198-201
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    • 2004
  • In this paper, the discrete optimal control is made to have the robust property of Sliding mode controller. A augmented system with a virtual state is constructed for this objective and noble sliding surface is constructed based on this system. The sliding surface is the same as the optimal control trajectory in the original system. The states follow the optimal trajectory even if there exist uncertainties. The reaching phase problem of sliding mode control is disappear in this method.

Symmetric D-Optimal Designs for Log Contrast Models with Mixtures

  • Lim, Yong B.
    • Journal of the Korean Statistical Society
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    • v.16 no.2
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    • pp.71-79
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    • 1987
  • The linear and quadratic log contrast model with mixtures on the strictly positive simplex, $$ x_{q-1} = {(x_1, \cdots, x_q):\sum x_, = 1 and \delta \leq \frac{x_i}{x_j} \leq \frac{1}{\delta} for all i,j},$$ are considered. Using the invariance arguments, symmetric D-optimal designs are investigated. The class of symmetric D-optimal designs for the linear log contrasts model is given. Any D-optimal design for the quadratic log contrast model is shown to metric D-optimal designs for q=3 and 4 cases are given.

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OPTIMAL PORTFOLIO SELECTION WITH TRANSACTION COSTS WHEN AN ILLIQUID ASSET PAYS CASH DIVIDENDS

  • Jang, Bong-Gyu
    • Journal of the Korean Mathematical Society
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    • v.44 no.1
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    • pp.139-150
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    • 2007
  • We investigate an optimal portfolio selection problem with transaction costs when an illiquid asset pays cash dividends and there are constraints on the illiquid asset holding. We provide closed form solutions for the problem, and by using these solutions we illustrate interesting features of optimal policies.

Design of the optimal inputs for parameter estimation in linear dynamic systems (선형계통의 파라미터 추정을 위한 최적 입력의 설계)

  • 양흥석;이석원;정찬수
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.73-77
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    • 1986
  • Optimal input design problem for linear regression model with constrained output variance has been considered. It is shown that the optimal input signal for the linear regression model can also be realized as an ARMA process. Monte-Carlo simulation results show that the optimal stochastic input leads to comparatively better estimation accuracy than white input signal.

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ERROR INEQUALITIES FOR AN OPTIMAL QUADRATURE FORMULA

  • Ujevic, Nenad
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.65-79
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    • 2007
  • An optimal 3-point quadrature formula of closed type is derived. It is shown that the optimal quadrature formula has a better error bound than the well-known Simpson's rule. A corrected formula is also considered. Various error inequalities for these formulas are established. Applications in numerical integration are given.

A Study of Time Optimal Control for Nonlinear Sampled-data Contral Systems (비선형이산치계의 최적시간제어에 관한 연구)

  • Hee young Chun
    • 전기의세계
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    • v.26 no.2
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    • pp.84-88
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    • 1977
  • In this paper we apply the maximum principle to design of time optimal nonlinear sampled-data control systems. We introduce the general design procedures and the mathematical formalas for time optimal processes and trajectories. Then we show the application of the technique to determine the optimal control signal, control sequence, switching time and sampling period to the given 4th order process.

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