• Journal of Korean Institute of Industrial Engineers
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• v.31 no.1
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• pp.27-35
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• 2005

Due to the importance of lead time demand in the design of inventory management systems, researchers and practitioners have paid continuous attention and a few analytic models using the compound distribution approach have been reported. However, since the nature of compound distributions is hardly amenable, the analytic models have been done by non‐recognition of the compound nature of some components to reduce the analytic task. This study concerns some of the important aspects in the analytic models. Through the theoretic examination of the analytic model approach and the comparison with the rigid compound stochastic process approach, this study clarifies the assumptions implicitly made by the analytic models and provides some precautions in using the analytic models. Illustrative examples are also presented.

• The Journal of Fisheries Business Administration
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• v.43 no.2
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• pp.67-77
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• 2012

Based on the survey on aquaculture management status in Nohwa-eup, Bogil-myeon, Wando-eup in Wando region, this study aimed to estimate productive efficiencies of abalone aquaculture production using a stochastic frontier approach (SFA) and to find out their determinants. In the analysis, a Cobb-Douglas production function with an inefficiency term that follows an halfnormal distribution was assumed for the estimation of productive efficiencies. Then, based on the outcomes of productive efficiencies, determinants of productive efficiency were investigated using a tobit regression model. Results showed that the average inefficiency was estimated to be 10% and the production size would be a statistically significant variable for the production. In addition, it was shown that the cage installing method would be an important factor affecting to the level of productive efficiency.

• Bulletin of the Korean Mathematical Society
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• v.48 no.4
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• pp.725-736
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• 2011

By using the Lyapunov functional method, stochastic analysis, and LMI (linear matrix inequality) approach, the mean square exponential stability of an equilibrium solution of uncertain stochastic Hopfield neural networks with delayed is presented. The proposed result generalizes and improves previous work. An illustrative example is also given to demonstrate the effectiveness of the proposed result.

• Journal of Platform Technology
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• v.9 no.1
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• pp.3-14
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• 2021

Cognitive Radio network (CR) is a promising paradigm that helps the unlicensed user (Secondary User) to analyse the spectrum and coordinate the spectrum access to support the creation of common control channel (CCC). The cooperation of secondary users and broadcasting between them is done through transmitting messages in CCC. In case, if the control channels may get jammed and it may directly degrade the network's performance and under such scenario jammers will devastate the control channels. Hopping sequences may be one of the predominant approaches and it may be used to fight against this problem to confront jammer. The jamming attack can be alleviated using one of the game modelling approach and in this proposed scheme stochastic games has been analysed with more single users to provide the flexible control channels against intrusive attacks by mentioning the states of each player, strategies ,actions and players reward. The proposed work uses a modern player action and better strategic view on game theoretic modelling is stochastic game theory has been taken in to consideration and applied to prevent the jamming attack in CR network. The selection of decision is based on Q learning approach to mitigate the jamming nodes using the optimal MDP decision process

• Earthquakes and Structures
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• v.3 no.3_4
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• pp.581-609
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• 2012

In this paper a novel non-iterative approach is proposed to address the problem of deriving non-stationary stochastic processes which are compatible in the mean sense with a given (target) response (uniform hazard) spectrum (UHS) as commonly desired in the aseismic structural design regulated by contemporary codes of practice. This is accomplished by solving a standard over-determined minimization problem in conjunction with appropriate median peak factors. These factors are determined by a plethora of reported new Monte Carlo studies which on their own possess considerable stochastic dynamics merit. In the proposed approach, generation and treatment of samples of the processes individually on a deterministic basis is not required as is the case with the various approaches found in the literature addressing the herein considered task. The applicability and usefulness of the approach is demonstrated by furnishing extensive numerical data associated with the elastic design UHS of the current European (EC8) and the Chinese (GB 50011) aseismic code provisions. Purposely, simple and thus attractive from a practical viewpoint, uniformly modulated processes assuming either the Kanai-Tajimi (K-T) or the Clough-Penzien (C-P) spectral form are employed. The Monte Carlo studies yield damping and duration dependent median peak factor spectra, given in a polynomial form, associated with the first passage problem for UHS compatible K-T and C-P uniformly modulated stochastic processes. Hopefully, the herein derived stochastic processes and median peak factor spectra can be used to facilitate the aseismic design of structures regulated by contemporary code provisions in a Monte Carlo simulation-based or stochastic dynamics-based context of analysis.

• 한국방재학회:학술대회논문집
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• 2010.02a
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• pp.51.2-51.2
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• 2010

A novel approach of Poisson cluster stochastic rainfall generator was validated in its ability to reproduce important rainfall and watershed response characteristics at 104 locations of the United States. The suggested novel approach - The Hybrid Model(THM), as compared to the traditional ones, has an additional function to account for the year-to-year variability of rainfall statistics. The two-sample Kolmogorov-Smirnov test was used to see how well THM and traditional approach of Poisson cluster rainfall model reproduce the distribution of the following hydrologic variables: monthly maximum rainfall depths with 1, 3, 6, 12, and 24 hour duration, monthly maximum flow peaks at the virtual watersheds with Curve Number of 50, 60, 70, 80 and 90; and monthly runoff depths at the same virtual watersheds. In all of the testing variables, THM significantly outperformed the traditional approach. This result indicates that the year-to-year variability of rainfall statistics contains important information about the characteristics of rainfall processes that were not considered by the conventional approach of Poisson cluster rainfall modeling and that further considering it in rainfall simulation will enhance the performance of the rainfall models.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.73-93
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• 2005

In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2002.05a
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• pp.715-718
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• 2002

A control strategy for a dynamic system under Irregular disturbance by using stochastic controller is developed. In order to design stochastic controller. system dynamic model in real domain is transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique for stochastic controller is presented. The performance of stochastic controller is verified through experiment used by real time control technique method.

• Honam Mathematical Journal
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• v.44 no.3
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• pp.402-418
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• 2022

Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

• Journal of Internet Computing and Services
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• v.16 no.5
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• pp.59-66
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• 2015

A stochastic modeling approach as a mathematical method for workflow intelligence is widely used for analyzing and simulating workflow models in the literature. In particular, as a resource-centric modeling approach, this paper proposes a stochastic model to represent work-handover relationships between performers in a workflow-supported social network. Calculating probabilities for the work-handover relationships are determined by two types of probabilities. One is the work-transition probability between activities, and the other is the task assignment probability between activities and performers. In this paper, we describe formal definitions of stochastic workflow models and stochastic work-handover relationship models, as well. Then, we propose an algorithm for extracting a stochastic work-handover relationship model from a stochastic workflow model. As a consequence, the proposed model ought to be useful in performing resource-centric workflow simulations and model-log comparison analyses.