• Communications of the Korean Mathematical Society
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• v.12 no.1
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• pp.177-192
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• 1997

The basic theory of the quasi-birth-and-death process is extended to a process which is inhomogeous in levels. Several key results in the standard homogeneous theory hold in a more general context than that usually stated, in particular not requiring positive recurrence. Theser results are subsumed under our development. The treatment is entirely probabilistic.

• Journal of Korean Society for Quality Management
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• v.14 no.1
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• pp.33-38
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• 1986

This paper deals with probabilistic order level inventory system which the quantity ordered at the end of the scheduling period is dependent on lead times. To find an optimal solution, pearson system of distributions is used to approximate the probability density function of the on-order quantity. An example is solved and sensitivity analysis is performed to examine the relation between lead times and the ordering quantity.

• Journal of the Korean Statistical Society
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• v.35 no.3
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• pp.251-260
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• 2006

The proportional hazards model (PHM) can be associated with a non- homogeneous Markov chain (NHMC) in the sense that sample alignments in the PHM correspond to trajectories of the NHMC. As a result the partial likelihood widely used for the PHM is a probabilistic function of the trajectories of the NHMC. In this paper, we show that, as the total number of subjects involved increases, the trajectories of the NHMC, i.e. sample alignments in the PHM, converges to the solution of an ordinary differential equation which, subsequently, characterizes the almost sure limit of the partial likelihood.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.24 no.65
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• pp.11-22
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• 2001

Recently, many studies on the supply chain management have been published due to increasing attention placed on the design and performance analysis of the supply chain as a whole. Using the Beer distribution game introduced in Sterman[1995], we develop a simple order-up-to-R inventory model to minimize sum of the inventory holding cost and shortage cost under probabilistic demand. We show that performance of the model is robust through extensive simulation experiment. Applying the model to serially connected supply chain, we observe that, if the unit shortage cost is relatively high, R value computed independently is an optimal solution.

• Journal of Korean Institute of Industrial Engineers
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• v.8 no.2
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• pp.15-21
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• 1982

This paper offers an alternative to the common probability generating function approach to the solution of steady state equations when a Markovian queue has a multivariate state space. Identifying states and substates and grouping them into vectors appropriately, we formulate a two - dimensional Markovian queue as a Markov chain. Solving the resulting matrix equations the transition point steady state probabilities (SSPs) are obtained. These are then converted into arbitrary time SSPs. The procedure uses only probabilistic arguments and thus avoids a large and cumbersome state space which often poses difficulties in the solution of steady state equations. For the purpose of numerical illustration of the approach we solve a Markovian queue with one server and two classes of customers.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2006.04a
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• pp.857-864
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• 2006

Due to the difficulties in numerical generation of random fields that satisfy not only the probabilistic distribution but the spectral characteristics as well. it is relatively hard to find an exact response variability of a structural response with a specific random field which has its features in the spatial and spectral domains. In this study. focusing on the fact that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for in-plane and plate bending structures. In this procedure, the probability density function is used directly resulting in a semi-exact solution for the random field in the state of random variable. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density functions.

• Proceedings of the KSME Conference
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• 2001.06a
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• pp.280-285
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• 2001

As an integral part of the probabilistic fracture mechanics analysis, stress intensity factor calculation scheme for semi-elliptical surface flaws in thin-walled cylinder has been introduced. The approximation solution utilizes the influence coefficients to calculate the stress intensity factor at the crack tip. This method has been compared with other solution methods including 3-D finite element analysis for cooldown boundary condition. The analysis results confirmed that the simplified methods provided sufficiently accurate stress intensity factor values for axial semi-elliptcal flaws on the surface of the reactor pressure vessel.

• Journal of Electrical Engineering and Technology
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• v.5 no.2
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• pp.239-245
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• 2010

Today, as power trades between generators and loads are liberalized, the uncertainty level of power systems is rapidly increasing. Therefore, transmission operators are required to incorporate these uncertainties when establishing an investment plan for effective operation of transmission facilities. This paper proposes the methodology for an optimal solution of transmission expansion plans for the long-term in a deregulated power system. The proposed model uses the probabilistic cost of transmission congestion for various scenarios and the annual increasing rates of loads. The locations and the installation times of expanded transmissions lines with minimum cost are acquired by the model. To minimize the investment risk, the Mean-Variance Markowitz portfolio theory is applied to the model. In a case study, the optimal solution of a transmission expansion plan is obtained considering the uncertain power market.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.10
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• pp.2309-2315
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• 2013

VANET(Vehicular Ad-hoc Network) is getting attention as an application to improve driver safety through inter-vehicle communication. For activation of VANET, privacy-preserving mutual authentication has to be guaranteed. In previous works, authors proposed various group-based authentication protocols. However, risks on ID exposure due to repeated use of group key and RSU(Road Side Unit) DoS attack were not considered. In this paper, we propose a probabilistic approach for robust anonymous authentication protocol. We evaluated our proposed method in a sets of criteria in VANET and verified it is an efficient solution for enhancing privacy.

• Journal of Korean Society of Water and Wastewater
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• v.20 no.6
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• pp.799-811
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• 2006

As an alternative measure to replace reactive stance with proactive one, a risk based management scheme has been commonly applied to enhance public satisfaction on water service by providing a higher creditable solution to handle a rehabilitation problem of pipe having high potential risk of leaks. This study intended to examine the feasibility of a simulation model to predict a recurrence probability of pipe leaks. As a branch of the data mining technique, probabilistic neural network (PNN) algorithm was applied to infer the extent of leaking recurrence probability of water network. PNN model could classify the leaking level of each unit segment of the pipe network. Pipe material, diameter, C value, road width, pressure, installation age as input variable and 5 classes by pipe leaking probability as output variable were built in PNN model. The study results indicated that it is important to pay higher attention to the pipe segment with the leak record. By increase the hydraulic pipe pressure to meet the required water demand from each node, simulation results indicated that about 6.9% of total number of pipe would additionally be classified into higher class of recurrence risk than present as the reference year. Consequently, it was convinced that the application of PNN model incorporated with a data base management system of pipe network to manage municipal water distribution network could make a promise to enhance the management efficiency by providing the essential knowledge for decision making rehabilitation of network.