• 한국수학교육학회지시리즈B:순수및응용수학
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• 제27권4호
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• pp.231-249
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• 2020

We present an efficient and robust finite difference method for a two-asset jump diffusion model, which is a partial integro-differential equation (PIDE). To speed up a computational time, we compute a matrix so that we can calculate the non-local integral term fast by a simple matrix-vector operation. In addition, we use bilinear interpolation to solve integral term of PIDE. We can obtain more stable value by using the payoff-consistent extrapolation. We provide numerical experiments to demonstrate a performance of the proposed numerical method. The numerical results show the robustness and accuracy of the proposed method.

• International Journal of Aeronautical and Space Sciences
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• 제16권2호
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• pp.278-294
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• 2015

Considering the guidance and control problem of the near space interceptor (NSI) during the terminal course, this paper proposes a three-channel independent integrated guidance and control (IGC) scheme based on the backstepping sliding mode and finite time disturbance observer (FTDO). Initially, the three-channel independent IGC model is constructed based on the interceptor-target relative motion and nonlinear dynamic model of the interceptor, in which the channel coupling term and external disturbance are regarded as the total disturbances of the corresponding channel. Then, the FTDO is introduced to estimate the target acceleration and control system loop disturbances, and the feed-forward compensation term based on the estimated values is employed to effectively remove the effect of disturbances in finite time. Subsequently, the IGC algorithm based on the backstepping sliding mode is also given to obtain the virtual control moment. Furthermore, a robust least-squares weighted control allocation (RLSWCA) algorithm is employed to distribute the previous virtual control moment among the corresponding aerodynamic fins and reaction jets, which also takes into account the uncertainty in the control effectiveness matrix. Finally, simulation results show that the proposed IGC method can obtain the small miss distance and smooth interceptor trajectories.

• 한국생산제조학회지
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• 제20권2호
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• pp.121-128
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• 2011

As high precision industries such as semiconductor, TFT-LCD manufacturing and MEMS continue to grow, the demand for higher DOF precision stages has been increasing. In general, the stages should accommodate a prescribed range of payloads in order to position various precision manufacturing/inspection instruments. Therefore a nonlinear controller using sliding motion is developed, which bears mass perturbation and makes the upper plate of the stage move in 6 DOF. For the application of the nonlinear control, an observer is also developed based on expected noise covariance. To eliminate the steady state error of step response, integral terms are inserted into the state-space model. The linear term of the controller is designed using optimization scheme in which parameters can be weighted according to their physical significance, whereas the nonlinear term of the controller is designed using trial and error method. A comprehensive simulation study proves that the designed controller is robust against mass perturbation and completely eliminates steady state errors.

• 전자공학회논문지SC
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• 제48권3호
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• pp.30-39
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• 2011

본 연구에서는 수정된 상태변수 의존 비선형 형을 바탕으로 부정합조건 불확실성과 정합조건 외란을 갖는 비선형 시스템의 제어를 위한 새로운 둔감한 비선형 연속 가변구조제어기의 체계적인 설계를 제안한다. 부정합조건 불확실과 정합조건 외란 비선형 시스템을 상태변수 의존 비선형 시스템 형으로 표현한 후 체계적인 둔감한 새로운 제어기 설계를 한다. 대상 시스템의 확장을 위하여 비선형 시스템 함수의 불확정성을 상태변수 의존 항과 비의존 항 두 부분으로 나눈다. 본 비선형 제어는 제어 결과 동특성을 선형으로하기 위하여 그리고 슬라이딩 모드 존재조건을 쉽게 만족시키기 위하여 변환된 선형 슬라이딩 면을 선정한다. 선정된 슬라이딩 면 위에 슬라이딩 존재조건과 폐루프 지수 안정성을 만족하는 제어입력을 제안한다. 정리를 통하여 증명한다. 본 제어의 실용성을 위하여 가변구조제어의 내재된 특성인 제어입력의 불연속성을 극적으로 개선한다. 설계 예와 시뮬레이션 연구를 통하여 제안된 제어기의 유용성을 입증한다.

• The Journal of Asian Finance, Economics and Business
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• 제9권1호
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• pp.133-142
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• 2022

This study examines the relationship between debt maturity structure and bankruptcy risk. There are various studies of leverage's effect on bankruptcy risk. Debt maturity, however, has not received the attention it deserves, especially in emerging markets with a high degree of information asymmetry. Using Vietnamese listed company data and various estimations, we find that leverage is positively associated with the likelihood of default. Importantly, short-term leverage shows a significantly positive effect on bankruptcy risk, while long-term leverage does not show significant results. The findings highlight that rollover risk firms are exposed to when using short-term debt increases bankruptcy risk. Meanwhile, firms do not cope with this risk in case of long-term debt adoption. High information asymmetry in emerging markets may be the main reason for the difference. The result is robust for subsamples of firms in different financial conditions, in concentrated and competitive industries, as well as for manufacturing and non-manufacturing companies. We also find that firms in a better financial situation and concentrated industries experience a higher short-term leverage effect than their counterparts. We, however, do not find a significant difference in the impact between manufacturing and non-manufacturing companies. This paper is among the first to examine the relation between debt maturity and bankruptcy risk in Vietnam.

• 유통과학연구
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• 제22권1호
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• pp.105-113
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• 2024

Purpose: This study sheds light on the need for trust in buyer-seller relationships in supply chains and explores why long-term orientation is important. It also investigates the effect on relationship performance. This study provides implication on how to build robust supply chains. Methodology: A survey was conducted with firms with supply chains in South Korea. A total of 350 valid questionnaires were analyzed through Entrust Survey-a sampling company. Structural equation modeling (SPSS 18.0 and AMOS) was employed to test the hypotheses. Results: Cognitive trust had a positive effect on emotional trust. Emotional trust had a positive effect on long-term orientation but did not have a significant effect on relationship performance. Long-term orientation was proportionate to relationship performance. Conclusions: Trust is a critical factor in supply chains. As business environments are rapidly changing, the uncertainties are also meaningful. Supply chains have collapsed owing to COVID-19, the Russia-Ukraine war, and the U.S.-China trade war, and they are only just recently being rebuilt. Maintaining relationships with supply-chain partners is vital, and promoting cognitive and emotional trust is necessary.

• 한국수자원학회논문집
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• 제51권spc1호
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• pp.1135-1148
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• 2018

기존의 저수지 운영 연구들은 미래의 기후가 과거와 유사하다는 정상성의 가정을 전제로 하였다. 하지만 기후의 비정상성으로 인해 불확실성이 더욱 커질 경우에는 큰 불확실성에서도 안정된 최적해를 찾을 수 있는 로버스트 최적화 과정(Robust Optimization, 이하 RO)이 필요하다고 알려져 있다. RO는 입력자료의 비정상성으로 인해 야기되는 불확실성을 제어하는 로버스트 항을 목적함수에 추가하여 기존의 최적화 방법을 개선한다. 본 연구는 기후변화의 비정상성을 대비하는 저수지 운영규칙 산정을 위해 추계학적동적계획법(Stochastic Dynamic Programing, 이하 SDP)과 RO를 결합하는 Robust-SDP를 제안하였고, 이를 최근 4년간 가뭄을 겪었던 보령댐에 적용하였다. 즉, 비정상성이 반영된 미래 유입량 자료를 생성하고 이를 6가지의 평가지표와 2가지의 의사결정 지원그림을 사용하여 과거 유입량 자료로부터 산출된 저수지 운영규칙의 수행능력을 평가하였다. 그 결과, Robust-SDP가 기후의 비정상성 하에서 극단적인 물 부족 사건의 발생률과 물 부족 사건의 실패의 크기를 감소시켰지만, 작은 크기의 물 부족 발생률은 증가하는 상충관계(trade-off)를 가져옴을 확인할 수 있었다. 이를 바탕으로 의사결정자가 우선시하는 평가지표의 결과에 따라 최적화 모형을 선택할 수 있음을 제안하였다.

• 대한기계학회논문집A
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• 제26권9호
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• pp.1931-1942
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• 2002

In this paper a formulation of robust optimization is presented and illustrated by a design example of vibratory micro gyroscopes in order to reduce the effect of variations due to uncertainties in MEMS fabrication processes. For the vibratory micro gyroscope considered it is important to match the resonance frequencies of the vertical (sensing) and lateral (driving) modes as close as possible to attain a high sensing sensitivity. A deterministic optimization in which the difference of both the sensing and driving natural frequencies is minimized as an objective function results in highly enhanced performance but apt to be very sensitive to fabrication errors. The formulation proposed is to attain robustness of the performance by including the sensitivity of the response with respect to uncertain variables as a term of objective function to be minimized. This formulation is simple and practically applicable since no detail statistical information on fabrication errors is required. The geometric variables, beam width, length and thickness of vibratory micro gyroscopes are adopted as design variables and at the same time considered as uncertain variables because here occur the fabrication errors. A robustness test in terms of a percentage yield by using the Monte Carlo simulation has shown that the robust optimum produces twice more acceptable designs than the deterministic optimum. Improvement of robustness becomes bigger as the amount of fabrication errors is assumed larger. Considering that the magnitude of fabrication errors and uncertainties in a MEMS structure are comparatively large, the present method is illustrated to be a viable approach for a robust MEMS design.

• 대한기계학회논문집A
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• 제21권1호
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• pp.112-123
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• 1997

The optimization techniques have been applied to versatile engineering problems for reducing manufacturing cost and for automatic design. The deterministic approaches or op5imization neglect the effects on uncertainties of design variables. The uncertainties include variation or perturbation such as tolerance band. The optimum may be useless when the constraints considering worst cases of design variables can not be satisfied, which results from constraint variation. The variation of design variables can also give rise to drastic change of performances. The two issues are related to constraint feasibility and insensitive performance. Robust design suggested in the present study is developed to gain an optimum insensitive to variation on design variables within feasible region. The multiobjective function is composed to the mean and the standard deviation of original objective function, while the constraints are supplemented by adding penalty term to original constraints. This method has a advantage that the second derivatives of the constraints are not required. A mathematical problem and several standard problems for structural optimization are solved to check out the usefulness of the suggested method.

• ETRI Journal
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• 제33권1호
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• pp.99-109
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• 2011

This paper concerns a robust real-time voice activity detection (VAD) approach which is easy to understand and implement. The proposed approach employs several short-term speech/nonspeech discriminating features in a voting paradigm to achieve a reliable performance in different environments. This paper mainly focuses on the performance improvement of a recently proposed approach which uses spectral peak valley difference (SPVD) as a feature for silence detection. The main issue of this paper is to apply a set of features with SPVD to improve the VAD robustness. The proposed approach uses a weighted voting scheme in order to take the discriminative power of the employed feature set into account. The experiments show that the proposed approach is more robust than the baseline approach from different points of view, including channel distortion and threshold selection. The proposed approach is also compared with some other VAD techniques for better confirmation of its achievements. Using the proposed weighted voting approach, the average VAD performance is increased to 89.29% for 5 different noise types and 8 SNR levels. The resulting performance is 13.79% higher than the approach based only on SPVD and even 2.25% higher than the not-weighted voting scheme.