• Journal of the Korean Operations Research and Management Science Society
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• v.16 no.1
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• pp.76-88
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• 1991

Stochastic convexity (concavity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through probabilistic construction based on the sample path approach. A Markov additive process is abtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or optimal operation schedule wide range of stochastic systems. We also clarify the conditions for stochastic monotonicity of the Markov process. From the result it is shown that stachstic convexity can be used for the analysis of probabilitic models based on birth and death processes, which have very wide applications area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.23 no.2
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• pp.196-206
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• 2012

AESA radar is able to instantaneously and adaptively position and control the beam, and such adaptive beam pointing of AESA radar enables to remarkably improve the multi-mission capability, compared with mechanically scanned array radar. AESA radar brings a new challenges, radar resource management(RRM), which is a technique efficiently allocating finite resources, such as energy and time to each task in an optimal and intelligent way. Especially radar beam scheduling is the most critical component for the success of RRM. In this paper, we proposed stochastic radar beam scheduling algorithm using simulated annealing(SA), and evaluated the performance on the multi-function radar scenario. As a result, we showed that our proposed algorithm is superior to previous dispatching rule based scheduling algorithm from the viewpoint of beam processing latency and the number of scheduled beams, with real time capability.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2000.11a
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• pp.717-720
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• 2000

Event-driven communication protocols such as CAN(Controller Area Network) have inherent packet delays due to the contention process for the use of network medium. These delays are stochastic in nature because most packets arrive at random time instants. The stochastic property of the delay adversely influences the control system's performance in terms of stability, responsiveness and steady-state error. Another problem for safety-critical application such as brake-by-wire systems is the reliability of the communication modules that can fail abruptly. This paper deals with two methods to overcome the above problems : (i) scheduling method that can maintain packet delays under some acceptable level, and (ii) redundancy management of communication modules that prescribes dual-redundancy modules' behavior when one of them fails.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.2
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• pp.173-180
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• 2012

이 논문에서는 작업의 처리시간이 임의의 확률분포를 따르고 작업의 납기일이 작업마다 별개인 상황에서의 단일 기계 스케줄링문제에 관하여 살펴본다. 이 때 충분히 이른 작업의 수를 최대화시키는 데에 관심을 둔다. 이러한 스케줄링문제를 풀기 위한 두 가지 알고리즘, 즉 이진정수계획모형과 스케줄링 규칙을 제안한다. 여기서 제안하는 스케줄링 규칙은 처리시간과 납기일이 확정적인 경우에 지연작업의 수를 최소화시켜주는 스케줄링을 제공하는 기존 알고리즘을 처리시간과 납기일이 확률적인 경우로 확장한 것이다. 다음으로 이진정수계획모형과 스케줄링규칙을 성과측면에서 비교한다. 그 결과 대부분의 경우에 스케줄링 규칙이 이진정수계획모형과 거의 같은 스케줄을 제공할 뿐만 아니라 컴퓨터자원을 매우 적게 소모한다.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.23 no.4
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• pp.92-100
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• 2009

This paper presents a voltage sag assessment program. The program provides various functions for stochastic assessment of voltage sags such as short-circuit analysis, the determination of the area of vulnerability and the calculation of expected sag frequency(ESF). Effective data visualization functions based on computer graphics and animation were also implemented in the developed program. In this paper, the concept of voltage sag assessment and the assessment method considering generator scheduling and time-varying fault rates are presented. The influence of generator scheduling and time-varying fault rates on voltage sag prediction is also described by performing case studies using the developed program.

• Journal of Navigation and Port Research
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• v.30 no.7
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• pp.561-566
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• 2006

In this paper, we propose a new ship scheduling set packing model considering limited risk or variance. The set packing model is used in many applications, such as vehicle routing, crew scheduling, ship scheduling, cutting stock and so on. As long as the ship scheduling is concerned, there exits many unknown external factors such as machine breakdown, climate change and transportation cost fluctuation. However, existing ship scheduling models have not considered those factors apparently. We use a quadratic set packing model to limit the variance of expected cost of ship scheduling problems under stochastic spot rates. Set problems are NP-complete, and additional quadratic constraint makes the problems much harder. We implement Kelley's cutting plane method to replace the hard quadratic constraint by many linear constrains and use branch-and-bound algorithm to get the optimal integral solution. Some meaningful computational results and comments are provided.

• Korean Journal of Construction Engineering and Management
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• v.6 no.4 s.26
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• pp.80-90
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• 2005

Activity durations retain probabilistic and stochastic natures due to diverse factors causing the delay or acceleration of activity completion. These natures make the final project duration to be a random variable. These factors are the major source of financial risk. Extending the Stochastic Project Scheduling Simulation system (SPSS) developed in previous research; this research presents a method to estimate how the final project duration behaves when activity durations change randomly. The final project cost is estimated by considering the fluctuation of indirect cost, which occurs due to the delay or acceleration of activity completion, along with direct cost assigned to an activity. The final project cost is estimated by considering how indirect cost behaves when activity duration change. The method quantifies the amount of contingency to cover the expected delay of project delivery. It is based on the quantitative analysis to obtain the descriptive statistics from the simulation outputs (final project durations). Existing deterministic scheduling method apply an arbitrary figures to the amount of delay contingency with uncertainty. However, the stochastic method developed in this research allows computing the amount of delay contingency with certainty and certain degree of confidence. An example project is used to illustrate the quantitative analysis method using simulation. When the statistical location and shape of probability distribution functions defining activity durations change, how the final project duration and cost behave are ascertained using automated sensitivity analysis method

• Journal of Korean Institute of Industrial Engineers
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• v.12 no.1
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• pp.19-30
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• 1986

This paper provides an evaluation of static flowshop scheduling heuristics for minimizing makespan as an objective function in the dynamic flowshop model, in which new jobs with stochastic processing times arrive at the shop randomly over time and are added into the waiting jobs for processing. A total of sixteen scheduling heuristics, including several revisions and combinations of previously reported me-sixteen scheduling heuristics, including several revisions and combinations of previously reported methods, are surmmarized. These scheduling rules are evaluated via computer using a SLAM discrete event simulation model. The results for the simulation are analyzed using both statistical and nonstatistical methods. The results from the study suggest which of the popular scheduling rules hold promise for application to practical dynamic flowshop problems.

• Journal of the Korea Society of Computer and Information
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• v.21 no.9
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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.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2010.05a
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• pp.636-638
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• 2010

Task scheduling is an integral part of parallel and distributed computing. Extensive research has been conducted in this area leading to significant theoretical and practical results. Stochastic reward nets (SRN) is an extension of stochastic Petri nets and provides compact modeling facilities for system analysis. In this paper, we address task scheduling model using extended timed marked graph, which is a special case of SRNs. And we analyze this model by giving reward measures in SRN.