• 제목/요약/키워드: Time optimal

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OPTIMAL PORTFOLIO FOR MULTI-TYPE ASSET MODELS USING FILTERED VARIOUS INFORMATION

  • Oh, Jae-Pill
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제15권4호
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    • pp.277-290
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    • 2011
  • We define some multi-type asset models derved from L$\acute{e}$vy proceses which emphasize coefficients of stochastic differential equations. Also these asset models can be represented by Doleance-Dade linear equations derived from jump-type semimartingales which are decomposed by various terms of time basically. For these asset models, we can construct optimal portfolio strategy by using filtered various information at each check time.

A study on optimal trajectory planning for a dual arm robot

  • Park, Man-Sik;Sang, Ho-Jin;Park, Jung-Il;Lee, Suck-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.168-171
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    • 1993
  • In this paper, we design a time optimal controller of a dual arm robot to handle the object. Differently from the master-slave type robot, same priority is imposed on the both of the arms for effective handling the specifed object. For finding a time optimal collision-free trajectory, a graphical method is applied for the robot with two degree of freedom. Some simulation results show the effectiveness of the proposed method.

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직렬형 HEV의 최적 용량산정과 효율적 운전방안 (The Optimal Sizing and Efficient Driving Scheme of Series HEV)

  • 허민호
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2000년도 전력전자학술대회 논문집
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    • pp.651-656
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    • 2000
  • This paper describes the optimal sizing of each component using computer simulation and presents the efficient operating scheme of series HEV using hardware simulator the equivalent system. As the sizing method of components have been experimental and empirical it is needed to spend much time and development cost. however the results of computer simulation will set the optimal sizing of components in short time. There are two type of driving control power-tracking mode and load-levelling mode in series HEV. This paper presents that series HEV be operated in the load-levelling mode which is more efficient that power-tracking mode.

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Optimal regulator applied to rotary shearing system

  • Kotera, Yoshikazu;Itoh, Nobuyuki
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집(한일합동학술편); 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.759-764
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    • 1987
  • The design and application of optimal control technique to the rotary shearing system is mentioned in this paper. To maximize the accuracy in both shearing length and blade speed at shearing, time-varying gain patterns for closed loop control are designed on the basis of fixed terminal time constrained optimal regulator. The performance accuracy in real application has greatly improved than the conventional way of shearing control.

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Optimal replacement strategy under repair warranty with age-dependent minimal repair cost

  • Jung, K.M.
    • International Journal of Reliability and Applications
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    • 제12권2호
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    • pp.117-122
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    • 2011
  • In this paper, we suggest the optimal replacement policy following the expiration of repair warranty when the cost of minimal repair depends on the age of system. To do so, we first explain the replacement model under repair warranty. And then the optimal replacement policy following the expiration of repair warranty is discussed from the user's point of view. The criterion used to determine the optimality of the replacement model is the expected cost rate per unit time, which is obtained from the expected cycle length and the expected total cost for our replacement model. The numerical examples are given for illustrative purpose.

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Sub-Optimal Route Planning by Immuno-Agents

  • Takakazu, Ishimatsu;Chan, Tony
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.89.6-89
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    • 2001
  • In Vehicle Information and Communication System (VICS), which is an active field of Intelligent Transport System (ITS), information of traffic congestion is sent to each vehicle at real time. However, a centralized navigation system is not realistic to guide millions of vehicles in a megalopolis. Autonomous distributed systems should be more flexible and scalable, and also have a chance to focus on each vehicle´s demand. This paper proposes a sub-optimal route planning mechanism of vehicles in urban areas using the non-network type immune system. Simulation is carried out using a cellular automaton model. This system announces a sub-optimal route to drivers in real time using VICS.

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로보트 시스템의 State space 모델에 대한 최적 다중-변화 구조제어의 응용연구 (An application study of the optimal multi-variable structure control to the state space model of the robot system)

  • 이주장
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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    • pp.321-325
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    • 1986
  • A new control scheme for the state space model of the robot system using the theory of optimal multi-variable structure is presented in this paper. It is proposed to optimize multi-dimensional variable structure systems for obtaining the required stabilizing signal by minimizing a performance index with respect to the state vector in the sliding mode. It is concluded the proposed variable structure controller yields better system dynamic performance than that obtained by using the only linear optimal controller inthat responses for a step disturbance have a shorter setting time, no matter what overshoot values and rising time.

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추적 시스템을 위한 최적 검출 문턱값 선택 (Optimal selection of detection threshold for tracking systems)

  • 정영헌
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 추계종합학술대회 논문집
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    • pp.1155-1158
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    • 1999
  • In this paper, we consider the optimal control of detection threshold to minimize the conditional mean-square state estimation error for the probabilistic data association (PDA) filter. Earlier works on this problem involved the cumbersome graphical optimization algorithm or time-consuming numerical optimization algorithm. Using the numerical approximation of information reduction factor, we obtained the closed-form optimal detection threshold. This results are very useful for real-time implemenation.

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Stability and Optimal Harvesting in Lotka-Volterra Competition Model for Two-species with Stage Structure

  • Al-Omari, J.F.M.
    • Kyungpook Mathematical Journal
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    • 제47권1호
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    • pp.31-56
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    • 2007
  • In this paper, we consider a delay differential equation model of two competing species with harvesting of the mature and immature members of each species. The time delay in the model represents the time from birth to maturity of that species, which appears in the adults recruitment terms. We study the dynamics of our model analytically and we present results on positivity and boundedness of the solution, conditions for the existence and globally asymptotically stable of equilibria, a threshold of harvesting, and the optimal harvesting of the mature populations of each species.

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