• Journal of Advanced Marine Engineering and Technology
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• 제23권6호
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• pp.785-793
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• 1999

There are two kinds of method in ship maintenance. One is the corrective maintenance and the other is the preventive maintenance. For these maintenances recently the stochastic techniques are widely used to keep the maximum availibility and the optimal maintenance period minimizing a given cost function. Thus this paper suggest a method to decide the optimal policy of ship's maintenances by using dynamic programming and the effectiveness of the method is verified through several examples in which failure rates and maintenance data of ship's machineries and parts are given.

• Journal of Communications and Networks
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• 제14권2호
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• pp.151-161
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• 2012

This paper considers a two-user Gaussian interference channel with energy harvesting transmitters. Different than conventional battery powered wireless nodes, energy harvesting transmitters have to adapt transmission to availability of energy at a particular instant. In this setting, the optimal power allocation problem to maximize the sum throughput with a given deadline is formulated. The convergence of the proposed iterative coordinate descent method for the problem is proved and the short-term throughput maximizing offline power allocation policy is found. Examples for interference regions with known sum capacities are given with directional water-filling interpretations. Next, stochastic data arrivals are addressed. Finally, online and/or distributed near-optimal policies are proposed. Performance of the proposed algorithms are demonstrated through simulations.

• ETRI Journal
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• 제37권5호
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• pp.917-921
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• 2015

We consider a multiserver system with two classes of customers with preemption, which is a widely used system in the analysis of cognitive radio networks. It is known that the optimal admission control for this system is of threshold type. We express the expected total discounted profit using the total number of customers, thus reducing the stochastic optimization problem with a two-dimensional state space to a problem with a one-dimensional birth-and-death structure. An efficient algorithm is proposed for the calculation of the expected total discounted profit.

• 한국국방경영분석학회지
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• 제29권2호
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• pp.100-110
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• 2003

Equipment replacement policy may not be defined with certainty, because physical states of any technological system may not be determined with foresight. This paper presents Markov Decision Process(MDP) model for army equipment which is subject to the uncertainty of deterioration and ultimately to failure. The components of the MDP model is defined as follows: ⅰ) state is identified as the age of the equipment, ⅱ) actions are classified as 'keep' and 'replace', ⅲ) cost is defined as the expected cost per unit time associated with 'keep' and 'replace' actions, ⅳ) transition probability is derived from Weibull distribution. Using the MDP model, we can determine the optimal replacement policy for an army equipment replacement problem.

• 품질경영학회지
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• 제15권1호
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• pp.55-62
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• 1987

A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between successive unit demands, as well as those between successive unit losses, are independently and identically distributed random variables having negative exponential distribution with respective parameters. We have derived the steady state probability distribution of the net inventory level assuming negative exponential delivery time under the continuous review (S-1, S) inventory policy. Also we have derived the total expected cost expression and necessary conditions to be satisfied for an optimal solution.

• 대한산업공학회지
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• 제39권3호
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• pp.183-191
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• 2013

We address the power generation mix problem that considers not only nuclear and fossil fuels such as oil, coal and LNG but also renewable energy technologies. Unlike nuclear or other generation technologies, the expansion plan of renewable energy is highly uncertain because of its dependency on the government policy and uncertainty associated with technology improvements. To address this issue, we conduct a delphi survey and forecast the capacity of renewable energy. We further propose a stochastic mixed integer programming model that determines an optimal capacity expansion and the amount of power generation using each generation technology. Using the proposed model, we test eight generation mix scenarios and particularly evaluate how much the expansion of renewable energy contributes to the total costs for power generation in Korea. The evaluation results show that the use of renewable energy incurs additional costs.

• 자원ㆍ환경경제연구
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• 제27권4호
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• pp.639-666
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• 2018

This paper analyses the investment options of groundwater development project under water price uncertainty. The optimal investment threshold price which trigger the investment are calibrated base on monopolistic real options model. Stochastic dynamic model is set to reflect the uncertainty of water price which follows the GBM (Geometric Brownian Motion) process. Our finding from non-cooperative investment decision model is that uncertainty of water price could deter the groundwater investment by considering the existence of option values. For policy markers, it is easy to manage 'charges for utilization of groundwater' rather than 'performance guarantee ratio' when managing groundwater investment with pricing policy. And it is necessary to make comprehensive and well-designed policies considering the characteristics of regional groundwater reservoir and groundwater developers.

• 한국수자원학회논문집
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• 제30권3호
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• pp.269-278
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• 1997

저수지 운영의 기초가 되는 운영률은 대부분 과거기록 유입량중 최대 혹은 최소의 극한치 자료를 이용하거나 평균치 자료를 이용하여 도출하기 때문에 실제 운영에서 발생할 수 있는 불확실성에 대처한 기대편익 산정이나 운영방안 수립에는 적절히 이용할 수 없다. 또한 지금까지 개발된 대부분의 운영률은 유입량을 포함하여 모든 운영변수를 이미 알고 있다는 확정론적 방법에 기초하고 있어 유입량의 불확실성을 반영하지 못하는 단점이 있다. 이를 개선할 수 있는 방법으로 추계학 분석기법에 의한 운영률을 개발할 수 있는데 이는 저수지 상태방정식의 구성요소인 유입량의 추계학적 특성을 시계열상에서 이산화된 천이확률로 처리하여 모형에 적용할 수 있다. 확정론적 방법에 의한 저수지 운영방안을 개선시키기 위하여 추계학적 방법에 의한 저수지 운영률을 개발하였다. 본 연구에서는 이와같은 방법론에 따른 양해 추계학적 동적계획기법을 이용하여 충주 저수지 시스템의 최적 운영 방안을 마련하였다. 개발된 운영률을 홍수기를 제외하고는 Lag-1 Markov 모형의 기본가정을 충실히 따르고 있어 저수지 운영률로의 이용이 가능하며, 운영단계의 유입량을 적절히 예측할 수 없는 현실에서 전단계의 유입량과 적용단계의 저류량만을 이용하는 저수지 운영률의 개발이 가능하다.

• 산업공학
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• 제13권3호
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• pp.424-430
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• 2000

Supply chain management (SCM) is an area that has recently received a great deal of attention in the business community. While SCM is relatively new, the idea of coordinated planning is not. During the last decades, many researchers have investigated multi-stage inventory problems. However, only a few papers address the problem of cost-optimal coordination of multi-stage inventory control with respect to service measures. Even published approaches have a shortcoming in dealing with a delivery lead time consisted of a shipping time and a waiting time. Assumed that there is no waiting time, or that the delivery lead time is implicitly compounded of a shipping time and a waiting time, the problem is often simplified into a multi-stage buffer allocation and a single-stage stochastic buffer sizing problem at all installations. This paper presents a simulation-based heuristic algorithm and a comparison with others for the problem that cannot be decomposed into a multi-stage buffer allocation and a single-stage stochastic buffer sizing problem because the waiting time ties together all stages. The comparison shows that the simulation-based heuristic algorithm performs better than other approaches in saving average inventory cost for both Poisson and Normal demands.

• 환경정책연구
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• 제11권1호
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• pp.75-97
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• 2012

본 논문의 목적은 OECD국가를 중심으로 온실가스 감축에 대비하여 에너지 원단위(原單位) 측정의 다른 방법으로서 에너지효율함수와 원단위의 효율함수의 추정을 통하여 에너지효율을 측정하는 것이다. 실증결과는 기존의 전통적 에너지원단위와 확률변경함수에 의한 에너지 효율이 크게 연관되어 있지 않았음을 보여준다. 에너지효율 함수와 원단위 효율함수의 효율도 다소 상이하였다. 에너지 투입효율함수에 의한 에너지효율은 GDP, 자본스톡, 노동, 에너지투입량의 순서로 민감하게 반응하는 것으로 보인다. 향후 투입요소 간 최적 결합을 통한 에너지 절감이 필요하고 에너지 소비가 작은 제품의 생산을 통한 저탄소 경제성장의 추구가 요구된다