• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권11호
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• pp.5400-5418
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• 2016

Femtocells are envisioned as a key solution to embrace the ever-increasing high data rate and thus are extensively deployed. However, the dense and random deployments of femtocell access points (FAPs) induce severe intercell inference that in turn may degrade the performance of spectral efficiency. Hence, unrestrained proliferation of FAPs may not acquire a net throughput gain. Besides, given that numerous FAPs deployed in ultra-dense networks (UDNs) lead to significant energy consumption, the amount of FAPs deployed is worthy of more considerations. Nevertheless, little existing works present an analytical result regarding the optimal FAP density for a given User Equipment (UE) density. This paper explores the realistic scenario of randomly distributed FAPs in UDN and derives the coverage probability via Stochastic Geometry. From the analytical results, coverage probability is strictly increasing as the FAP-to-UE ratio increases, yet the growing rate of coverage probability decreases as the ratio grows. Therefore, we can consider a specific FAP-to-UE ratio as the point where further increasing the ratio is not cost-effective with regards to the requirements of communication systems. To reach the optimal FAP density, we can deploy FAPs in line with peak traffic and randomly switch off FAPs to keep the optimal ratio during off-peak hours. Furthermore, considering the unbalanced nature of traffic demands in the temporal and spatial domain, dynamically and carefully choosing the locations of active FAPs would provide advantages over randomization. Besides, with a huge FAP density in UDN, we have more potential choices for the locations of active FAPs and this adds to the demand for a strategic sleeping policy.

• Structural Engineering and Mechanics
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• 제56권6호
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• pp.959-982
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• 2015

In this study, a non-stationary random earthquake Clough-Penzien model is used to describe earthquake ground motion. Using stochastic direct integration in combination with an equivalent linear method, a solution is established to describe the non-stationary response of lead-rubber bearing (LRB) system to a stochastic earthquake. Two parameters are used to develop an optimization method for bearing design: the post-yielding stiffness and the normalized yield strength of the isolation bearing. Using the minimization of the maximum energy response level of the upper structure subjected to an earthquake as an objective function, and with the constraints that the bearing failure probability is no more than 5% and the second shape factor of the bearing is less than 5, a calculation method for the two optimal design parameters is presented. In this optimization process, the radial basis function (RBF) response surface was applied, instead of the implicit objective function and constraints, and a sequential quadratic programming (SQP) algorithm was used to solve the optimization problems. By considering the uncertainties of the structural parameters and seismic ground motion input parameters for the optimization of the bearing design, convex set models (such as the interval model and ellipsoidal model) are used to describe the uncertainty parameters. Subsequently, the optimal bearing design parameters were expanded at their median values into first-order Taylor series expansions, and then, the Lagrange multipliers method was used to determine the upper and lower boundaries of the parameters. Moreover, using a calculation example, the impacts of site soil parameters, such as input peak ground acceleration, bearing diameter and rubber shore hardness on the optimization parameters, are investigated.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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• pp.107-110
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• 1996

Continuing advances in the formulation and solution of risk-sensitive control problems have reached a point at which this topic is becoming one of the more intriguing modern paradigms of feedback thought. Despite a prevailing atmosphere of close scrutiny of theoretical studies, the risk-sensitive body of knowledge is growing. Moreover, from the point of view of applications, the detailed properties of risk-sensitive design are only now beginning to be worked out. Accordingly, the time seems to be right for a survey of the historical underpinnings of the subject. This paper addresses the beginnings and the evolution, over the first quarter-century or so, and points out the close relationship of the topic with the notion of optimal cost cumulates, in particular the cost variance. It is to be expected that, in due course, some duality will appear between these notions and those in estimation and filtering. The purpose of this document is to help to lay a framework for that eventuality.

• 한국전산응용수학회:학술대회논문집
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• 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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• pp.10-10
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• 2003

Option pricing theory developed by Black and Sholes depends on an arbitrage opportunity argument. An investor can exactly replicate the returns to any option on that stock by continuously adjusting a portfolio consisting of a stock and a riskless bond. The value of the option equal the value of the replicating portfolio. However, transactions costs invalidate the Black-Sholes arbitrage argument for option pricing, since continuous revision implies infinite trading, Discrete revision using Black-Sholes deltas generates errors which are correlated with the market, and do not approach zero with more frequent revision when transactions costs are included. Stochastic calculus serves as a fundamental tool in the mathematical finance. We closely look at the utility maximization theory which is one of the main option valuation methods. We also see that how the stochastic optimal control problems and their solution methods are applied to the theory.

• 한국경영과학회지
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• 제21권1호
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• pp.71-80
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• 1996

This paper presents a stochastic partial inventory model for the situation in which demand is deterministic, lead time follows normal distribution and backorder ratio during the stockout period decreases exponentially according to the length of backorder period. In this situation, an objective function is formulated to minimize the average annual cost, which is the sum of the ordering, carrying time-proportional backordering, quantity-proportional backordering and lost sales costs. And then the procedure of iterative solution method for the model is developed to find optimal reorder point and order quantity and numerical example to illustrate the proposed method is presented.

• 산업경영시스템학회지
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• 제44권4호
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• pp.220-226
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• 2021

In supply chain, there are a variety of different uncertainties including demand, service time, lead time, and so forth. The uncertainty of demand has been commonly studied by researchers or practitioners in the field of supply chain. However, the uncertainty of upstream supply chain has also increased. A problem of uncertainty in the upstream supply chain is the fluctuation of the lead time. The stochastic lead time sometimes causes to happen so called the order crossover which is not the same sequences of the order placed and the order arrived. When the order crossover happens, ordinary inventory policies have difficult to find the optimal inventory solutions. In this research, we investigate the lead time distribution in case of the order crossover and explore the resolutions of the inventory solution with the order crossover.

• 대한산업공학회지
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• 제20권3호
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• pp.105-116
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• 1994

This paper presents an inventory model with partial backorders for the situation in which demand is deterministic, lead time follows normal distribution and back order ratio during the stockout period varies in proportion to the length of backorder period In this situations, an objective function is formulated to minimize a time-proportional backorder cast and a fixed penalty cost per unit lost. And then the procedure of iterative solution method for the model is developed to find optimal reorder paint and order quantity and a numerical example to illustrate the proposed method is presented.

• 품질경영학회지
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• 제14권1호
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• pp.33-38
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• 1986

This paper deals with probabilistic order level inventory system which the quantity ordered at the end of the scheduling period is dependent on lead times. To find an optimal solution, pearson system of distributions is used to approximate the probability density function of the on-order quantity. An example is solved and sensitivity analysis is performed to examine the relation between lead times and the ordering quantity.

• 품질경영학회지
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• 제20권1호
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• pp.158-167
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• 1992

This paper represents the new techniques for optimal sampling plans of reliability applying the mathematical complex number(real and imaginary number) in the complex system of reliability. The research formulation represent a mathematical model Which preserves all essential aspects of the main and auxiliary factors of the research objectives. It is important to formule the problem in good agreement with the objective of the research considering the main and auxilary factors which affect the system performance. This model was repeatedly tested to determine the required statistical chatacteristics which in themselves determine the actual and standard distributions. The evaluation programs and techniques are developed for establishing criteria for sampling plans of reliability effectiveness, and the evaluation of system performance was based on the complex stochastic process(derived by the Runge-Kutta method. by kolmogorv's criterion and the transform of a solution to a Sturon-Liouville equation.) The special structure of this mathematical model is exploited to develop the optimal sampling plans of reliability in the complex system.

• 한국산학기술학회:학술대회논문집
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• 한국산학기술학회 2009년도 추계학술발표논문집
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• pp.715-718
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• 2009

The assembly line is one of the typical process hard to analyze with mathematical methods including even stochastic approaches, because it includes many manual operations varying drastically depending on operators' skills. In this paper, we suggest the simulation optimization method to design the optimal assembly line of a gas oven. To achieve the optimal design, firstly, we modeled the real gas oven assembly line with actual data, such as assembly procedures, operation rules, and other input parameters and so on. Secondly, we build some alternatives to enhance the line performance based on business rules and other parameters. The DOE(Design Of Experiment) techniques were used for testing alternatives under various situations. Each alternatives performed optimization process with evolution strategy; one of the GA(Genetic Algorithm) techniques. As a result, we can make about 7% of throughputs up with the same time and cost. By this process, we expect the assembly line can obtain the solution compatible with their own problems.