• 한국경영과학회지
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• 제10권1호
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• pp.9-13
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• 1985

This paper develops a decomposition method for stochastic programming with a block diagonal structure. Here we assume that the right-hand side random vector of each subproblem is differente each other. We first, transform this problem into a master problem, and subproblems in a similar way to Dantizig-Wolfe's Decomposition Princeple, and then solve this master problem by solving subproblems. When we solve a subproblem, we first transform this subproblem to a Deterministic Equivalent Programming (DEF). The form of DEF depends on the type of the random vector of the subproblem. We found the subproblem with finite discrete random vector can be transformed into alinear programming, that with continuous random vector into a convex quadratic programming, and that with random vector of unknown distribution and known mean and variance into a convex nonlinear programming, but the master problem is always a linear programming.

• Coupled systems mechanics
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• 제7권6호
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• pp.707-729
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• 2018

The semi-active optimal vibration control of nonlinear torsion-bar suspension vehicle systems under random road excitations is an important research subject, and the boundedness of MR dampers and the uncertainty of vehicle systems are necessary to consider. In this paper, the differential equations of motion of the coupling torsion-bar suspension vehicle system with MR damper under random road excitation are derived and then transformed into strongly nonlinear stochastic coupling vibration equations. The dynamical programming equation is derived based on the stochastic dynamical programming principle firstly for the nonlinear stochastic system. The semi-active bounded parametric optimal control law is determined by the programming equation and MR damper dynamics. Then for the uncertain nonlinear stochastic system, the minimax dynamical programming equation is derived based on the minimax stochastic dynamical programming principle. The worst-case disturbances and corresponding semi-active bounded parametric optimal control are obtained from the programming equation under the bounded disturbance constraints and MR damper dynamics. The control strategy for the nonlinear stochastic vibration of the uncertain torsion-bar suspension vehicle system is developed. The good effectiveness of the proposed control is illustrated with numerical results. The control performances for the vehicle system with different bounds of MR damper under different vehicle speeds and random road excitations are discussed.

• 한국컴퓨터정보학회논문지
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• 제21권9호
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• pp.91-100
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• 2016

In this research, emergency vehicle dispatching problems faced with in the wake of massive natural disasters are considered. Here, the emergency vehicle dispatching problems can be regarded as a single machine stochastic scheduling problems, where the processing times are independently and identically distributed random variables, are considered. The objective of minimizing the expected number of tardy jobs, with distinct job due dates that are independently and arbitrarily distributed random variables, is dealt with. For these problems, optimal static-list policies can be found by solving corresponding assignment problems. However, for the special cases where due dates are exponentially distributed random variables, using a proposed dynamic programming approach is found to be relatively faster than solving the corresponding assignment problems. This so-called Pivot Dynamic Programming approach exploits necessary optimality conditions derived for ordering the jobs partially.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제9권1호
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• pp.99-110
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• 2005

This paper suggests an efficient approach for stochastic bicriteria programming problem (SBCPP) with random variables in both the objective functions and in the right-hand side of the constraints. The suggested approach uses the statistical inference through two different techniques: In one of them, the SBCPP is transformed into an equivalent deterministic bicriteria programming problem (DBCPP), then the nonnegative weighted sum approach will be used to transform the bicriteria programming problem into a single objective programming problem, and the other technique, the nonnegative weighted sum approach is used to transform the SBCPP to an equivalent stochastic single objective programming problem, then apply the same procedure to convert stochastic single objective programming problem into its equivalent deterministic single objective programming problem (DSOPP). In both techniques the resulting problem can be solved as a nonlinear programming problem to get the efficient solutions. Finally, a comparison between the two different techniques is discussed, and illustrated example is given to demonstrate the actual application of these techniques.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2007년도 추계학술대회 및 제23회 정기총회
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• pp.226-227
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• 2007

항만 물동량의 증가로 자동화 항만 시스템에 대한 연구가 활발히 진행되고 있다. 본 연구는 선형 모터 기반 이송 장비인 LMTT 시스템의 자동화 운용에 있어 충돌 및 교착상태를 방지하기 위해 Random Access Sequence Dynamic Programming(RAS DP)를 이용한 최적 경로 탐색 알고리즘을 제안한다. 제안하는 알고리즘은 실시간으로 각 shuttle car의 최적 경로를 탐색한다.

• Structural Engineering and Mechanics
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• 제15권6호
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• pp.669-683
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• 2003

The stochastic optimal nonlinear control of coupled adjacent building structures is studied based on the stochastic dynamical programming principle and the stochastic averaging method. The coupled structures with control devices under random seismic excitation are first condensed to form a reduced-order structural model for the control analysis. The stochastic averaging method is applied to the reduced model to yield stochastic differential equations for structural modal energies as controlled diffusion processes. Then a dynamical programming equation for the energy processes is established based on the stochastic dynamical programming principle, and solved to determine the optimal nonlinear control law. The seismic response mitigation of the coupled structures is achieved through the structural energy control and the dimension of the optimal control problem is reduced. The seismic excitation spectrum is taken into account according to the stochastic dynamical programming principle. Finally, the nonlinear controlled structural response is predicted by using the stochastic averaging method and compared with the uncontrolled structural response to evaluate the control efficacy. Numerical results are given to demonstrate the response mitigation capabilities of the proposed stochastic optimal control method for coupled adjacent building structures.

• 한국경영과학회지
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• 제22권1호
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• pp.51-58
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• 1997

In this paper, we propose a stochastic LP model for determining an optimal input quantity in a single-product multi-stage production system with random yields. Due to the random yields in our model, each stage of the production system can result in defective items, which can be re-processed or scrapped at certain costs. We assume that the random yield at each stage follows an independent discrete empirical distribution. Compared to dynamic programming models that prevail in the literature, our model can easily handle problems of larger sizes.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2002년도 ICCAS
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• pp.69.2-69
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• 2002

Process measurements contain random and gross errors and the size estimation of gross errors is required for production accounting. Mixed integer programming technique had been applied to identify and estimate the gross errors simultaneously. However, the compensate model based on mixed integer programming used all measured variables or spanning tree as gross error candidates. This makes gross error estimation problem combinatorial or computationally expensive. Mixed integer programming with test statistics is proposed for computationally inexpensive gross error identification /estimation. The gross error candidates are identified by measurement test and the set of gross error candidates are...

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 제38회 하계학술대회
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• pp.1736-1737
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• 2007

Significant increase of container flows in marine terminals requires more efficient automatic port systems. This paper presents a novel routing and collision avoidance algorithm of linear motor based shuttle cars using random access sequence dynamic programming (RAS DP). The proposed RAS DP is accomplished online for determining optimal paths for each shuttle car.

• 대한교통학회지
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• 제32권4호
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• pp.369-379
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• 2014

전통적인 사고예측모형은 통계적 회귀분석에 주로 의존하였으나, 이는 자료 분포 및 함수 형태에 대한 가정에 따른 한계를 가지고 있다. 이에 따라 일부 연구는 신경망 등의 비모수적 기법을 모형 구축에 활용하였으나, 이는 독립변수와 종속변수 간의 직접적인 관계 규명이 어렵다는 한계가 있다. 유전자 프로그래밍 기법은 모형 개발에 특별한 가정이 필요없고, 사고요인 규명이 가능하다는 장점이 있다. 따라서 본 연구에서는 고속도로의 사고예측에 유전자 프로그래밍 기법을 적용함으로써 이러한 한계를 극복하고자 하였다. 이를 위하여 경부고속도로에서 최근 3년간(2010-2012년) 구득된 자료를 활용하였으며, 보다 세밀한 사고 특성 규명을 위해 고속도로 구간을 직선 구간과 곡선 구간으로 구분하였다. 사고 발생에 중요한 영향을 미치는 변수를 선택하기 위하여 랜덤 포레스트 기법을 이용하였으며, 최종 선택된 변수들을 활용하여 사고예측을 위한 유전자 프로그래밍 모형을 구축하였다. 구축된 모형의 예측 성능을 평가하기 위해 음이항 회귀모형과 비교해본 결과, 유전자 프로그래밍 모형의 예측 성능이 더 우수한 것으로 나타났다.