• 제목/요약/키워드: Risk-sensitive

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Average performance of risk-sensitive controlled orbiting satellite and three-degree-of-freedom structure

  • Won, Chang-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.444-447
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    • 1995
  • The satellite in a circular orbit about a planet with disturbances and a three-degree-of-freedom (3DOF) structure under seismic excitations are modeled by the linear stochastic differential equations. Then the risk-sensitive optimal control method is applied to those equations. The mean and the variance of the cost function varies with respect to the risk-sensitivity parameter, .gamma.$_{RS}$ . For a particular risk-sensitivity parameter value, risk-sensitive control reduces to LQG control. Furthermore, the derivation of the mean square value of the state and control action are given for a finite-horizon full-state-feedback risk-sensitive control system. The risk-sensitive controller outperforms a classical LQG controller in the mean square sense of the state and the control action.

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DEELOPMENTS IN ROBUST STOCHASTIC CONTROL;RISK-SENSITIVE AND MINIMAL COST VARIANCE CONTROL

  • Won, Chang-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.107-110
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    • 1996
  • Continuing advances in the formulation and solution of risk-sensitive control problems have reached a point at which this topic is becoming one of the more intriguing modern paradigms of feedback thought. Despite a prevailing atmosphere of close scrutiny of theoretical studies, the risk-sensitive body of knowledge is growing. Moreover, from the point of view of applications, the detailed properties of risk-sensitive design are only now beginning to be worked out. Accordingly, the time seems to be right for a survey of the historical underpinnings of the subject. This paper addresses the beginnings and the evolution, over the first quarter-century or so, and points out the close relationship of the topic with the notion of optimal cost cumulates, in particular the cost variance. It is to be expected that, in due course, some duality will appear between these notions and those in estimation and filtering. The purpose of this document is to help to lay a framework for that eventuality.

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The Examination of Subgroup-Sensitive Risks and Needs among Delinquent Adolescents in the US

  • Lim, Ji-Young
    • International Journal of Human Ecology
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    • 제8권2호
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    • pp.47-60
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    • 2007
  • While there is growing evidence regarding the subgroup-sensitive nature of risk factors among delinquent adolescents, researchers have paid little attention to the tracking of risks and needs by subgroups (e.g., gender, ethnicity, and the timing of onset for delinquency) among youth who are currently involved in the juvenile court system. Therefore, greater empirical attention directed toward subgroup-sensitive risk factors experienced by delinquent adolescents is thought to be both timely and necessary. A final convenience sample of 2167 court-involved adolescents in the US was used to specify subgroup-sensitive risks and needs. The results demonstrated that there were various levels of risks according to subgroups associated with gender, ethnicity, and onset for delinquency group. The findings of this study add to the extant literature on delinquency by demonstrating the importance of considering subgroups associated with gender, ethnicity, and the timing of onset for delinquency when practicing treatment or intervention programs with delinquent adolescents.

Designing a Supply Chain Coordinating Returns Policies for a Risk Sensitive Manufacturer

  • Lee, Chang-Hwan;Lim, Jay-Ick
    • Management Science and Financial Engineering
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    • 제11권2호
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    • pp.1-17
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    • 2005
  • In this article we consider a supply chain consisting of a risk-sensitive manufacturer and a riskneutral retailer. The manufacturer maximizes her individual expected profit by designing a supply chain coordinating returns contract (SCRC) that consists of (i) a channel coordinating returns policy that maximizes the supply chain joint expected profit, and (ii) a profit sharing arrangement that gives the retailer an expected profit only slightly higher than that in the no returns case so that it is just enough to induce the retailer to accept the SCRC. Thus, the manufacturer captures as high a percentage as possible of the jointly maximum supply chain profit. However, this contract can sometimes lead to the manufacturer's resulting realized profit being lower than that in the no returns case when demand is lower than expected. In this context, even though profit is sufficiently attractive on average, will the risk-sensitive manufacturer ever consider applying a SCRC? Our research raises this question and focuses on designing a SCRC that can significantly increase the probability of the manufacturer's resulting realized profit being at least higher than that in the no returns case.

이동통신시장 서비스를 위한 경쟁위험모형 (Competing Risk Model for Mobile Phone Service)

  • 이재강;손소영
    • 대한산업공학회지
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    • 제32권2호
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    • pp.120-125
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    • 2006
  • Since Korean government has implemented the "Number Portability System" in the domestic mobile communications market, mobile communication companies have been striving to hold onto existing customers and at the same time to attract new customers. This paper presents a competing risk model that considers the characteristics of a customer in order to predict the customer's life under the "Number Portability System." Three competing risks considered are pricing policy, quality of communication, and usefulness of service. It was observed that the customers who pay more are less sensitive on pricing policy younger people are less sensitive than older people to the quality of communication and women are more sensitive than men to the degree of usefulness of service. We expect that the result of this study can be used as a guideline for effective management of mobile phone customers under the Number Portability System.

Classification of Human Papillomavirus (HPV) Risk Type via Text Mining

  • Park, Seong-Bae;Hwang, Sohyun;Zhang, Byoung-Tak
    • Genomics & Informatics
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    • 제1권2호
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    • pp.80-86
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    • 2003
  • Human Papillomavirus (HPV) infection is known as the main factor for cervical cancer which is a leading cause of cancer deaths in women worldwide. Because there are more than 100 types in HPV, it is critical to discriminate the HPVs related with cervical cancer from those not related with it. In this paper, the risk type of HPVs using their textual explanation. The important issue in this problem is to distinguish false negatives from false positives. That is, we must find high-risk HPVs as many as possible though we may miss some low-risk HPVs. For this purpose, the AdaCost, a cost-sensitive learner is adopted to consider different costs between training examples. The experimental results on the HPV sequence database show that the consideration of costs gives higher performance. The improvement in F-score is higher than that of the accuracy, which implies that the number of high-risk HPVs found is increased.

API-581 절차에 의한 정량적 위험기반검사에서 부식성 균열에 의한 응력부식의 사고발생 가능성 해석 (Analysis of Likelihood of Failure for the Stress Corrosion Cracking by Caustic Cracking through the Quantitative Risk Based-Inspection using API-581 BRD)

  • 이헌창;최성규;조지훈;함병호;김태옥
    • 대한안전경영과학회지
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    • 제9권1호
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    • pp.65-76
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    • 2007
  • The likelihood of failure for the stress corrosion cracking (SCC) of caustic cracking, which affect to a risk of facilities, was analyzed through the risk based-inspection using API-581 BRD. We found that SCC of the caustic cracking was occurred above 5 % NaOH concentration, and the technical module subfactor (TMSF) was maximized for above 50 % concentration. The heat traced and monitoring were not sensitive to the TMSF with NaOH concentration and temperature. But the steam out was more of less affect minimum value of the TMSF. Also, the inspection number, the inspection effectiveness, and the year since inspection were very sensitive to the TMSF with NaOH concentration and temperature. Therefore, the plan of next inspection will be established with compositively considering those at once.

Air pollution and hospital admissions for chronic obstructive pulmonary disease: are their potentially sensitive groups?

  • Tsai, Shang-Shyue;Yang, Ya-Hui;Liou, Saou-Hsing;Wu, Trong-Neng;Yang, Chun-Yuh
    • Advances in environmental research
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    • 제1권1호
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    • pp.57-68
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    • 2012
  • Recent studies showed that air pollution is a risk factor for hospitalization for chronic obstructive pulmonary disease (COPD). However, there is limited evidence to suggest which subpopulations are at higher risk from air pollution. This study was undertaken to examine the modifying effect of specific secondary diagnosis (including hypertension, diabetes, pneumonia, congestive heart failure) on the relationship between hospital admissions for COPD and ambient air pollutants concentrations. Hospital admissions for COPD and ambient air pollution data for Taipei were obtained for the period from 1999-2009. The relative risk of hospital admissions for COPD was estimated using a case-crossover approach. None of the secondary diagnosis we examined showed much evidence of effect modification.

Cadmium Toxicity Monitoring Using Stress Related Gene Expressions in Caenorhabditis elegans

  • Roh, Ji-Yeon;Park, Sun-Young;Choi, Jin-Hee
    • Molecular & Cellular Toxicology
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    • 제2권1호
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    • pp.54-59
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    • 2006
  • The toxicity of cadmium on Caenorhabditis elegans was investigated to identify sensitive biomarkers for environmental monitoring and risk assessment. Stress-related gene expression were estimated as toxic endpoints Cadmium exposure led to an increase in the expression of most of the genes tested. The degree of increase was more significant in heat shock protein-16.1, metallothionein-2, cytochrome p450 family protein 35A2, glutathione S-transferase-4, superoxide dismutase-1, catalase-2, C. elegans p53-like protein-1, and apoptosis enhancer-1 than in other genes. The overall results indicate that the stress-related gene expressions of C. elegans have considerable potential as sensitive biomarkers for cadmium toxicity monitoring and risk assessment.

Diabetes Management and Hypoglycemia in Safety Sensitive Jobs

  • Lee, See-Muah;Koh, David;Chui, Winnie Kl;Sum, Chee-Fang
    • Safety and Health at Work
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    • 제2권1호
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    • pp.9-16
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    • 2011
  • The majority of people diagnosed with diabetes mellitus are in the working age group in developing countries. The interrelationship of diabetes and work, that is, diabetes affecting work and work affecting diabetes, becomes an important issue for these people. Therapeutic options for the diabetic worker have been developed, and currently include various insulins, insulin sensitizers and secretagogues, incretin mimetics and enhancers, and alpha glucosidase inhibitors. Hypoglycemia and hypoglycaemic unawareness are important and unwanted treatment side effects. The risk they pose with respect to cognitive impairment can have safety implications. The understanding of the therapeutic options in the management of diabetic workers, blood glucose awareness training, and self-monitoring blood glucose will help to mitigate this risk. Employment decisions must also take into account the extent to which the jobs performed by the worker are safety sensitive. A risk assessment matrix, based on the extent to which a job is considered safety sensitive and based on the severity of the hypoglycaemia, may assist in determining one's fitness to work. Support at the workplace, such as a provision of healthy food options and arrangements for affected workers will be helpful for such workers. Arrangements include permission to carry and consume emergency sugar, flexible meal times, selfmonitoring blood glucose when required, storage/disposal facilities for medicine such as insulin and needles, time off for medical appointments, and structured self-help programs.