• Journal of the Korean Mathematical Society
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• v.38 no.4
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• pp.807-842
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• 2001

This paper summarizes recent development of analytical and algorithmical results for stationary FIFO queues with multiple Markovian arrival streams, where service time distributions are general and they may differ for different arrival streams. While this kind of queues naturally arises in considering queues with a superposition of independent phase-type arrivals, the conventional approach based on the queue length dynamics (i.e., M/G/1 pradigm) is not applicable to this kind of queues. On the contrary, the workload process has a Markovian property, so that it is analytically tractable. This paper first reviews the results for the stationary distributions of the amount of work-in-system, actual waiting time and sojourn time, all of which were obtained in the last six years by the author. Further this paper shows an alternative approach, recently developed by the author, to analyze the joint queue length distribution based on the waiting time distribution. An emphasis is placed on how to construct a numerically feasible recursion to compute the stationary queue length mass function.

• International Journal of Control, Automation, and Systems
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• v.5 no.2
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• pp.128-137
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• 2007

A robust adaptive controller design for a class of Markovian jump parametric -strict-feedback systems is given. The disturbances considered herein include both uncertain nonlinearities and Wiener noises of unknown covariance. And they satisfy some bound-conditions. By using stochastic Lyapunov method in Markovian jump systems, a switching robust adaptive controller was obtained that guarantees global uniform ultimate boundedness of the closed-loop jump system.

• Communications of the Korean Mathematical Society
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• v.11 no.3
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• pp.841-853
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• 1996

This article finds smoothed perturbation analysis estimates for the derivatives of mean performance measures in a Markovian queue with batch arrivals. We show that those estimates can be observed from a single sample path.

• Bulletin of the Korean Mathematical Society
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• v.46 no.2
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• pp.347-358
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• 2009

In [8], the author decomposed the Dirichlet form associated to a bounded generator G of a $weakly^*$-continuous, completely positive, KMS-symmetric Markovian semigroup on a von Neumann algebra M. The aim of this paper is to extend G to the unbounded generator using the bimodule structure and derivations.

• Journal of Korea Society of Industrial Information Systems
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• v.10 no.2
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• pp.42-47
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• 2005

A single-server queueing model with the Batch Markovian Arrival Process and disaster ow correlated with the arrival process is analyzed. The numerically stable algorithm for calculating the steady state distribution of the system is presented.

• Journal of the Korean Mathematical Society
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• v.45 no.4
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• pp.1075-1087
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• 2008

We study a class of KMS-symmetric quantum Markovian semigroups on a quantum spin system ($\mathcal{A},{\tau},{\omega}$), where $\mathcal{A}$ is a quasi-local algebra, $\tau$ is a strongly continuous one parameter group of *-automorphisms of $\mathcal{A}$ and $\omega$ is a Gibbs state on $\mathcal{A}$. The semigroups can be considered as the extension of semi groups on the nontrivial abelian subalgebra. Let $\mathcal{H}$ be a Hilbert space corresponding to the GNS representation con structed from $\omega$. Using the general construction method of Dirichlet form developed in [8], we construct the symmetric Markovian semigroup $\{T_t\}{_t_\geq_0}$ on $\mathcal{H}$. The semigroup $\{T_t\}{_t_\geq_0}$ acts separately on two subspaces $\mathcal{H}_d$ and $\mathcal{H}_{od}$ of $\mathcal{H}$, where $\mathcal{H}_d$ is the diagonal subspace and $\mathcal{H}_{od}$ is the off-diagonal subspace, $\mathcal{H}=\mathcal{H}_d\;{\bigoplus}\;\mathcal{H}_{od}$. The restriction of the semigroup $\{T_t\}{_t_\geq_0}$ on $\mathcal{H}_d$ is Glauber dynamics, and for any ${\eta}{\in}\mathcal{H}_{od}$, $T_t{\eta}$, decays to zero exponentially fast as t approaches to the infinity.

• Journal of the Korean Institute of Intelligent Systems
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• v.11 no.6
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• pp.459-464
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• 2001

This paper discusses a stochastic stabilization of Takagi-Sugeno(TS) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delary of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time TS fuzzy system with the Markovian input delay is discretized for easy handling delay, according, the discretized TS fuzzy system is represented by a discrete-time TS fuzzy system with jumping parameters. The stochastic stabilizibility of the jump TS fuzzy system is derived and formulated in terms of linear matrix inequalities (LNIS)

• Journal of the Korean Institute of Intelligent Systems
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• v.14 no.3
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• pp.298-303
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• 2004

This paper deals with a stochastic stabilization of observer-based output-feedback control Takagi-Sugeno (T-S) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time T-S fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized T-S fuzzy system is represented by a discrete-time T-S fuzzy system with jumping parameters. The stochastic stabilizability of the jump T-S fuzzy system is derived and formulated in terms of linear matrix inequalities (LMIs). The usefulness of the proposed algorithm is also certificated by simulation of 2 degree of freedom helicopter model.

• Journal of the Korean Institute of Intelligent Systems
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• v.22 no.1
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• pp.28-35
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• 2012

This paper presents the method for $H_{\infty}$ fuzzy controller design of discrete-time fuzzy Markovian jump systems with state and input time delays. The Takagi and Sugeno fuzzy model is employed to represent a delayed nonlinear system that possesses Markovian jump parameters. A stochastic mode dependent Lyapunov function is employed to analyze the stability and $H_{\infty}$ disturbance attenuation performance of the fuzzy Markovian jump systems with state and input time delays. A sufficient condition for the existence of fuzzy $H_{\infty}$ controller is given in terms of matrix inequalities. Also numerical example is presented to illustrate the efficiency of the proposed design method.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.6
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• pp.779-786
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• 2009

This paper deals with $H_{\infty}$ fuzzy control problem of discrete-time nonlinear Markovian jump systems with time delay. The Takgi and Sugeno fuzzy model is employed to represent a delayed nonlinear system that possesses Markovian jump parameters. A stochastic mode dependent Lyapunov function is employed to analyze the stability and $H_{\infty}$ disturbance attenuation performance of the Markovian jump fuzzy system with time delay. Stochastic Lyapunov function is dependent on the operation modes of the system. A sufficient condition for the existence of fuzzy $H_{\infty}$ controller are given in terms of matrix inequalities. Also numerical example is presented to illustrate the efficient of the proposed design methods.