• Proceedings of the Korean Operations and Management Science Society Conference
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• 2000.04a
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• pp.469-472
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• 2000

Replacement policy of a degradation of system is investigated by incorporating the loss function defined by the deviation of the value of quality characteristic from its target value, which determines the loss cost . Two cost minimization problems are formulated : 1)determination of an optimal inspection period given the state for the replacement and 2)determination of an optimal state for replacement under fixed inspect ion period. Simulation analysis is performed to observe the variation of total cost with respect to the variation of the parameters of loss function, inspection cost, respectively. As a result, parameters of loss function are seen to be the most sensitive to the total cost. On the contrary, inspect ion cost is observed to be insensitive.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.4 no.3
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• pp.300-305
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• 2004

This paper concerns controller design for the Takagi-Sugeno (TS) fuzzy systems. The design method proposed in this paper is derived in the framework of the optimal control theory utilizing the piecewise quadratic optimal value functions. The major part of the proposed design procedure consists of solving linear matrix inequalities (LMIs). Since LMIs can be solved efficiently within a given tolerance by the recently developed interior point methods, the design procedure of this paper is useful in practice. A design example is given to illustrate the applicability of the proposed method.

• International Journal of Automotive Technology
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• v.8 no.5
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• pp.563-573
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• 2007

Optimal design of an automotive catalytic converter for minimization of cold-start emissions is numerically performed using a micro genetic algorithm for two optimization problems: optimal geometry design of the monolith for various operating conditions and optimal axial catalyst distribution. The optimal design process considered in this study consists of three modules: analysis, optimization, and control. The analysis module is used to evaluate the objective functions with a one-dimensional single channel model and the Romberg integration method. It obtains new design variables from the control module, produces the CO cumulative emissions and the integral value of a catalyst distribution function over the monolith volume, and provides objective function values to the control module. The optimal design variables for minimizing the objective functions are determined by the optimization module using a micro genetic algorithm. The control module manages the optimal design process that mainly takes place in both the analysis and optimization modules.

• Bulletin of the Korean Mathematical Society
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• v.56 no.6
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• pp.1467-1483
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• 2019

This paper analyzes a robust optimal reinsurance and investment strategy for an Ambiguity-Averse Insurer (AAI), who worries about model misspecification and insists on seeking robust optimal strategies. The AAI's surplus process is assumed to follow a jump-diffusion model, and he is allowed to purchase proportional reinsurance or acquire new business, meanwhile invest his surplus in a risk-free asset and a risky-asset, whose price is described by an Ornstein-Uhlenbeck process. Under the criterion for maximizing the expected exponential utility of terminal wealth, robust optimal strategy and value function are derived by applying the stochastic dynamic programming approach. Serval numerical examples are given to illustrate the impact of model parameters on the robust optimal strategies and the loss utility function from ignoring the model uncertainty.

• Journal of Internet of Things and Convergence
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• v.6 no.4
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• pp.15-19
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• 2020

In this paper, we propose a optimal CW(Conention Window) synchronization scheme in IEEE 802.11 WLANs. IEEE 802.11 WLANs support DCF(Distributed Coordination Function) mode for the MAC(Medium Access Control) operation. In DCF, the CW increases exponentially according to the collisions and becomes minimum CW according to the success of data transmissions. However, since the base minimum CW value is hardware or standard specific, the number of active stations and network status are not considered to determine the CW value. Even though the researches on optimal CW have beend conducted, they do not consider the optimal CW synchronization among mobile stations which occur network performance degradation. Therefore, this paper calculates the optimal CW value and shares it with mobile stations in the network.

• Journal of Information Processing Systems
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• v.17 no.2
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• pp.306-317
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• 2021

The unbalance between system ergodic sum rate and high fairness is one of the key issues affecting the performance of non-orthogonal multiple access (NOMA) system. To solve the problem, this paper proposes a power allocation algorithm to realize the ergodic sum rate maximization of NOMA system. The scheme is mainly achieved by the construction algorithm of fair model based on α fair utility function and the optimal solution algorithm based on the interior point method of penalty function. Aiming at the construction of fair model, the fair target is added to the traditional power allocation model to set the reasonable target function. Simultaneously, the problem of ergodic sum rate and fairness in power allocation is weighed by adjusting the value of α. Aiming at the optimal solution algorithm, the interior point method of penalty function is used to transform the fair objective function with unequal constraints into the unconstrained problem in the feasible domain. Then the optimal solution of the original constrained optimization problem is gradually approximated within the feasible domain. The simulation results show that, compared with NOMA and time division multiple address (TDMA) schemes, the proposed method has larger ergodic sum rate and lower Fairness Index (FI) values.

• Journal of the Korean Mathematical Society
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• v.52 no.3
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• pp.567-586
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• 2015

In this paper, we study optimal control problems for parabolic hemivariational inequalities of dynamic elasticity and investigate the continuity of the solution mapping from the given initial value and control data to trajectories. We show the existence of an optimal control which minimizes the quadratic cost function and establish the necessary conditions of optimality of an optimal control for various observation cases.

• Korean Journal of Mathematics
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• v.16 no.2
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• pp.145-156
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• 2008

When we consider a life insurance company that sells a large number of continuous T-year term life insurance policies, it is important to find an optimal strategy which maximizes the surplus of the insurance company at time T. The purpose of this paper is to give an explicit expression for the optimal reinsurance and investment strategy which maximizes the expected exponential utility of the final value of the surplus at the end of T-th year. To do this we solve the corresponding Hamilton-Jacobi-Bellman equation.

• Management Science and Financial Engineering
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• v.22 no.1
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• pp.13-20
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• 2016

We investigate the optimal consumption and investment problem when a working debtor has an option to file for bankruptcy. By applying the duality approach, the closed-form solutions are obtained for the case of CRRA utility function. The optimal bankruptcy time is determined by the first hitting time when the financial wealth hits the wealth threshold derived from the optimal stopping time problem. Moreover, the numerical results show that the investment increases as the wealth approaches the threshold and the value gain from the bankruptcy option is vanished as wealth increases.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2006.05a
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• pp.395-396
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• 2006

This paper presents the optimal design of Robot-Arm part use Design of Experiment(DOE). The DOE(Design of Experiment)was conducted to find out main effect factors for design of Robot-Arm part. In this design of Robot-Arm, 5 control factors include numbers of 4 level are selected and we make out L16 orthogonal array. Using this orthogonal array, find out optimal value and main effect factors of object function for design of Robot-Arm part by 16 times of test. We evidence this optimal value by using CATIA V5 Analysis.