• Title/Summary/Keyword: Optimal decision rule

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Empirical Bayes Problem With Random Sample Size Components

  • Jung, Inha
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.67-76
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    • 1991
  • The empirical Bayes version involves ″independent″ repetitions(a sequence) of the component decision problem. With the varying sample size possible, these are not identical components. However, we impose the usual assumption that the parameters sequence $\theta$=($\theta$$_1$, $\theta$$_2$, …) consists of independent G-distributed parameters where G is unknown. We assume that G $\in$ g, a known family of distributions. The sample size $N_i$ and the decisin rule $d_i$ for component i of the sequence are determined in an evolutionary way. The sample size $N_1$ and the decision rule $d_1$$\in$ $D_{N1}$ used in the first component are fixed and chosen in advance. The sample size $N_2$and the decision rule $d_2$ are functions of *see full text($\underline{X}^1$equation omitted), the observations in the first component. In general, $N_i$ is an integer-valued function of *see full text(equation omitted) and, given $N_i$, $d_i$ is a $D_{Ni}$/-valued function of *see full text(equation omitted). The action chosen in the i-th component is *(equation omitted) which hides the display of dependence on *(equation omitted). We construct an empirical Bayes decision rule for estimating normal mean and show that it is asymptotically optimal.

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A Comparative Study of Reservoir Operations for Flood Control of the Chungju Dam (홍수시 충주댐 운영방안의 비교검토)

  • 이길성;정동국
    • Water for future
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    • v.18 no.3
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    • pp.225-233
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    • 1985
  • To develop a simulation strategy of multi-reservoir operation in flood season, the single dam operations methed for the Chungju dam are investigated in the Han river basin. Thus, spillway rule curve, rigid ROM, and linear decision rules are applied for control operations, subject to the restrictions imposed by the river and the reservoir characteristics. The storage and release and control/utility efficiencies for several floods are calculated. The variation of control coefficients with respect to the return period are also examined. As the results of this comparative study, the optimal operation method can be selected in terms of the magnitude of flood. With inflow forecasting, the flood control operation can be greatly improved by variable coefficients rigid ROM and linear decision rules.

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Suboptimal Decision Fusion in Wireless Sensor Networks under Non-Gaussian Noise Channels (비가우시안 잡음 채널을 갖는 무선 센서 네트워크의 준 최적화 결정 융합에 관한 연구)

  • Park, Jin-Tae;Koo, In-Soo;Kim, Ki-Seon
    • Journal of Internet Computing and Services
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    • v.8 no.4
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    • pp.1-9
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    • 2007
  • Decision fusion in wireless sensor networks under non-Gaussian noise channels is studied. To consider the tail behavior noise distributions, we use a exponentially-tailed distribution as a wide class of noise distributions. Based on a canonical parallel fusion model with fading and noise channels, the likelihood ratio(LR) based fusion rule is considered as an optimal fusion rule under Neyman-Pearson criterion. With both high and low signal-to-noise ratio (SNR) approximation to the optimal rule, we obtain several suboptimal fusion rules. and we propose a simple fusion rule that provides robust detection performance with a minimum prior information, Performance evaluation for several fusion rules is peformed through simulation. Simulation results show the robustness of the Proposed simple fusion rule.

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A Multi-Phase Decision Making Model for Supplier Selection Under Supply Risks (공급 리스크를 고려한 공급자 선정의 다단계 의사결정 모형)

  • Yoo, Jun-Su;Park, Yang-Byung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.4
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    • pp.112-119
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    • 2017
  • Selecting suppliers in the global supply chain is the very difficult and complicated decision making problem particularly due to the various types of supply risk in addition to the uncertain performance of the potential suppliers. This paper proposes a multi-phase decision making model for supplier selection under supply risks in global supply chains. In the first phase, the model suggests supplier selection solutions suitable to a given condition of decision making using a rule-based expert system. The expert system consists of a knowledge base of supplier selection solutions and an "if-then" rule-based inference engine. The knowledge base contains information about options and their consistency for seven characteristics of 20 supplier selection solutions chosen from articles published in SCIE journals since 2010. In the second phase, the model computes the potential suppliers' general performance indices using a technique for order preference by similarity to ideal solution (TOPSIS) based on their scores obtained by applying the suggested solutions. In the third phase, the model computes their risk indices using a TOPSIS based on their historical and predicted scores obtained by applying a risk evaluation algorithm. The evaluation algorithm deals with seven types of supply risk that significantly affect supplier's performance and eventually influence buyer's production plan. In the fourth phase, the model selects Pareto optimal suppliers based on their general performance and risk indices. An example demonstrates the implementation of the proposed model. The proposed model provides supply chain managers with a practical tool to effectively select best suppliers while considering supply risks as well as the general performance.

Optimal Strategies for Cooperative Spectrum Sensing in Multiple Cross-over Cognitive Radio Networks

  • Hu, Hang;Xu, Youyun;Liu, Zhiwen;Li, Ning;Zhang, Hang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.12
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    • pp.3061-3080
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    • 2012
  • To improve the sensing performance, cooperation among secondary users can be utilized to collect space diversity. In this paper, we focus on the optimization of cooperative spectrum sensing in which multiple cognitive users efficiently cooperate to achieve superior detection accuracy with minimum sensing error probability in multiple cross-over cognitive radio networks. The analysis focuses on two fusion strategies: soft information fusion and hard information fusion. Under soft information fusion, the optimal threshold of the energy detector is derived in both noncooperative single-user and cooperative multiuser sensing scenarios. Under hard information fusion, the optimal randomized rule and the optimal decision threshold are derived according to the rule of minimum sensing error (MSE). MSE rule shows better performance on improving the final false alarm and detection probability simultaneously. By simulations, our proposed strategy optimizes the sensing performance for each cognitive user which is randomly distributed in the multiple cross-over cognitive radio networks.

A Decision Model with Expert's Biased Information Transmission

  • Kimk, Kwang-Jae;Jeong, Byong-Ho;Kim, Soung-Hie
    • Journal of the Korean Operations Research and Management Science Society
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    • v.13 no.2
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    • pp.1-8
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    • 1988
  • This study suggests on optimal process when decision maker is confronted with expert's biased information under the situation that the bias is caused mainly by the difference of their interest. In order to make honest transmission of expert's probabilistic information, the concept of expert use and scoring rule to provide expert with an incentive is used in this paper. And expected regret concept is introduced to evaluate the value of expert's information. A simple example is also shown.

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Improvement of the Modified James-Stein Estimator with Shrinkage Point and Constraints on the Norm

  • Kim, Jae Hyun;Baek, Hoh Yoo
    • Journal of Integrative Natural Science
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    • v.6 no.4
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    • pp.251-255
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    • 2013
  • For the mean vector of a p-variate normal distribution ($p{\geq}4$), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-\bar{\theta}1{\parallel}$ it known.

THE MULTI-MODEL COMPARISON AND COMBINED MODEL ANALYSIS OF AN AGGREGATE SCHEDULING DECISION

  • Kang, Suk-Ho
    • Journal of Korean Institute of Industrial Engineers
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    • v.2 no.1
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    • pp.93-100
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    • 1976
  • Given a fixed production process and facility capacity, the ability to respond to market fluctuations in terms of changes in production, work force, and inventory is the major task of production management. The costs involved are primarily payroll (regular and overtime), inventory carrying, and hiring and firing. The magnitude of these costs is usually a significant portion of the operating costs of the firm and consequently a small percentage saving due to astute aggregate scheduling can mean substantial absolute saving. At least three demonstrably optimal techniques have been developed for solving this aggregate scheduling problem. These three optimal are apparently LDR, PPP, and SDR. By combining these three different approaches, another optimal solution was obtained by me. I call this CDR (Combined Decision Rule). This approach appears to be useful. This approach may be generalizable to aggregate scheduling involving a short term resources.

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Extraction of Fuzzy Rules from Data using Rough Set (Rough Set을 이용한 퍼지 규칙의 생성)

  • 조영완;노흥식;위성윤;이희진;박민용
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1996.10a
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    • pp.327-332
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    • 1996
  • Rough Set theory suggested by Pawlak has a property that it can describe the degree of relation between condition and decision attributes of data which don't have linguistic information. In this paper, by using this ability of rough set theory, we define a occupancy degree which is a measure can represent a degree of relational quantity between condition and decision attributes of data table. We also propose a method that can find an optimal fuzzy rule table and membership functions of input and output variables from data without linguistic information and examine the validity of the method by modeling data generated by fuzzy rule.

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New Branching Criteria for the Asymmetric Traveling Salesman Problem (비대칭 외판원 문제를 위한 새로운 분지기법)

  • 지영근;강맹규
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.19 no.39
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    • pp.9-18
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    • 1996
  • Many algorithms have been developed for optimizing the asymmectric traveling salesman problem known as a representative NP-Complete problem. The most efficient ones of them are branch and bound algorithms based on the subtour elimination approach. To increase efficiency of the branch and bound algorithm. number of decision nodes should be decreased. For this the minimum bound that is more close at the optimal solution should be found or an effective bounding strategy should be used. If the optimal solution has been known, we may apply it usefully to branching. Because a good feasible solution should be found as soon as possible and have similar features of the optimal solution. By the way, the upper bound solution in branch and bound algorithm is most close at the optimal solution. Therefore, the upper bound solution can be used instead of the optimal solution and information of which can be applied to new branching criteria. As mentioned above, this paper will propose an effective branching rule using the information of the upper bound solution in the branch and bound algorithm. And superiority of the new branching rule will be shown by comparing with Bellmore-Malone's one and carpaneto-Toth's one that were already proposed.

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