• 전기학회논문지
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• 제57권1호
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• pp.20-24
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• 2008

A bid-based pool(BBP) model is representative of energy market structure in a number of restructured electricity markets. Supply function equilibrium(SFE) models of interaction better match what is explicitly required in the bid formats of typical BBP markets. Many of the results in the SFE literature involve restrictive parametrization of the bid cost functions. In the SFE models, two parameters, intercept and slope, are available for strategic bidding. This paper addresses the realistic competition format that players can choose both parameters arbitrarily. In a fixed demand function, equilibrium conditions for generation company's profit maximization have a degree of freedom, which induces multi-equilibrium. So it is hard to choose a convergent equilibrium. However, consideration of stochastic demand function makes the equilibrium conditions independent each other based on the amount of variance of stochastic demand function. This variance provides the bidding players with incentives to change the slope parameter from an equilibrium for a fixed demand function until the slope parameter equilibrium.

• 경영과학
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• 제29권1호
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• pp.1-14
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• 2012

The goal of the multi-reservoir operation planning is to provide an optimal release plan that maximize the reservoir storage and hydropower generation while minimizing the spillages. However, the reservoir operation is difficult due to the uncertainty associated with inflows. In order to consider the uncertain inflows in the reservoir operating problem, we present a Stochastic Dynamic Programming (SDP) model based on the markov decision process (MDP). The objective of the model is to maximize the expected value of the system performance that is the weighted sum of all expected objective values. With the SDP model, multi-reservoir operating rule can be derived, and it also generates the steady state probabilities of reservoir storage and inflow as output. We applied the model to the Geum-river basin in Korea and could generate a multi-reservoir monthly operating plan that can consider the uncertainty of inflow.

• 대한산업공학회지
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• 제39권3호
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• pp.183-191
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• 2013

We address the power generation mix problem that considers not only nuclear and fossil fuels such as oil, coal and LNG but also renewable energy technologies. Unlike nuclear or other generation technologies, the expansion plan of renewable energy is highly uncertain because of its dependency on the government policy and uncertainty associated with technology improvements. To address this issue, we conduct a delphi survey and forecast the capacity of renewable energy. We further propose a stochastic mixed integer programming model that determines an optimal capacity expansion and the amount of power generation using each generation technology. Using the proposed model, we test eight generation mix scenarios and particularly evaluate how much the expansion of renewable energy contributes to the total costs for power generation in Korea. The evaluation results show that the use of renewable energy incurs additional costs.

• Earthquakes and Structures
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• 제3권5호
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• pp.719-747
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• 2012

In this paper a novel 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. The appealing feature of the approach is that it is non-iterative and "one-step". 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 "two-step" 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.

• Earthquakes and Structures
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• 제3권3_4호
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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.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2000년도 추계 학술발표회 논문집 Proceedings of EESK Conference-Fall 2000
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• pp.91-97
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• 2000

Once a response spectrum is estimated for the site, if there is a need of generating realistic earthquakes time histories considering seismic sources and path effects, one alternative is to use statistical phase characteristics based on real earthquake records other than assuming arbitrary duration and envelope curves. In this study, statistics of group delay times derived from Japanese strong earthquake data were used for phase generation to fully capture the stochastic property of earthquakes. The result shows that simulated earthquake time histories can be generated according to earthquake magnitude and distances with target response spectrum.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 1994년도 수공학연구발표회논문집
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• pp.267-275
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• 1994

• 한국수자원학회논문집
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• 제35권3호
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• pp.275-284
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• 2002

본 연구에서는 Monte-Carlo 모형, AR(1)모형, PAR(1) 모형과 같은 추계학적 모형의 잔차값을 무작위적 복원추출하여 연 및 월 하천 유출량자료를 모의발생하였다. Bootstrap이라고 불리우는 이 복원추출방법은 자료의 모집단의 가정이 필요없다는 장점이 있으며 자료로부터 직접 통계적 분포형을 추정하는 방법으로써 자료의 순위변동법을 이용한다. 본 연구에서는 이 방법을 용담지점에 적용하였으며 Bootstrap 방법으로 모의발생된 하천 유출량자료의 거동을 검토하기 하기 위해 관측 유출량과 모의 발생된 유출량의 통계치를 산정하여 비교하였다. 그 결과 기존의 방범과 Bootstrap 방법 모두 평균, 표준편차, 자기상관성은 잘 재현하였으나 왜곡도 계수의 경우 Bootstrap 방법이 더 뛰어남을 확인할 수 있었다.

• 대한산업공학회지
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• 제29권2호
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• pp.135-144
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• 2003

Traffic performance in a microcellular system is much more affected by cell dwell time and channel holding time in each cell. Cell dwell time of a call is characterized by its mobility pattern, i.e., stochastic changes of moving speed and direction. Cell dwell time provides important information for other analyses on traffic performance such as channel holding time, handover rate, and the average number of handovers per call. In the next generation mobile communication system, the cell size is expected to be much smaller than that of current one to accommodate the increase of user demand and to achieve high bandwidth utilization. As the cell size gets small, traffic performance is much more affected by variable mobility of users, especially by that of pedestrians. In previous work, analytical models are based on simple probability models. They provide sufficient accuracy in a simple second-generation cellular system. However, the role of them is becoming invalid in a picocellular environment where there are rapid change of network traffic conditions and highly random mobility of pedestrians. Unlike in previous work, we propose an improved probability model evolved from so-called Random walk model in order to mathematically formulate variable mobility of pedestrians and analyze the traffic performance. With our model, we can figure out variable characteristics of pedestrian mobility with stochastic correlation. The above-mentioned traffic performance measures are analyzed using our model.

• 한국농공학회지
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• 제35권3호
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• pp.117-129
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• 1993

This study was conducted to get reasonable and abundant hydrological time series of monthly flows simulated by a best fitting stochastic simulation model for the establishment of rational design and the rationalization of management for agricultural hydraulic structures including reservoirs. Comparative analysis carried out for both statistical characteristics and synthetic monthly flows simulated by the multi-season first order Markov model based on Gamma distribution which is confirmed as good one in the first report of this study and by Harmonic synthetic model analyzed in this report for the six watersheds of Yeong San and Seom Jin river systems. 1.Arithmetic mean values of synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of Harmonic synthetic model in the applied watersheds. 2.In comparison with the coefficients of variation, index of fluctuation for monthly flows simulated by two kinds of synthetic models, those based on Gamma distribution are appeared closer to the observed data than those of Harmonic synthetic model both in Yeong San and Seom Jin river systems. 3.It was found that synthetic monthly flows based on Gamma distribution are considered to give better results than those of Harmonic synthetic model in the applied watersheds. 4.Continuation studies by comparison with other simulation techniques are to be desired for getting reasonable generation technique of synthetic monthly flows for the various river systems in Korea.