• Title/Summary/Keyword: time constraint

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OPTIMAL CONSUMPTION, PORTFOLIO, AND LIFE INSURANCE WITH BORROWING CONSTRAINT AND RISK AVERSION CHANGE

  • Lee, Ho-Seok
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.2
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    • pp.375-383
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    • 2016
  • This paper investigates an optimal consumption, portfolio, and life insurance strategies of a family when there is a borrowing constraint and risk aversion change at the time of death of the breadwinner. A CRRA utility is employed and by using the dynamic programming method, we obtain analytic expressions for the optimal strategies.

A Genetic Algorithm for Route Guidance System in Intermodal Transportation Networks with Time - Schedule Constraints (서비스시간 제한이 있는 복합교통망에서의 경로안내 시스템을 위한 유전자 알고리듬)

  • Chang, In-Seong
    • Journal of Korean Institute of Industrial Engineers
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    • v.27 no.2
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    • pp.140-149
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    • 2001
  • The paper discusses the problem of finding the Origin-Destination(O-D) shortest paths in internodal transportation networks with time-schedule constraints. The shortest path problem on the internodal transportation network is concerned with finding a path with minimum distance, time, or cost from an origin to a destination using all possible transportation modalities. The time-schedule constraint requires that the departure time to travel from a transfer station to another node takes place only at one of pre-specified departure times. The scheduled departure times at the transfer station are the times when the passengers are allowed to leave the station to another node using the relative transportation modality. Therefore, the total time of a path in an internodal transportation network subject to time-schedule constraints includes traveling time and transfer waiting time. In this paper, a genetic algorithm (GA) approach is developed to deal with this problem. The effectiveness of the GA approach is evaluated using several test problems.

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Performance and parameter region for real time use in IEEE 802.4 token bus network

  • Park, Hong-Seong;Kim, Deok-Woo;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1805-1810
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    • 1991
  • This paper derives the upper and the lower bound of the mean cycle time and the mean service time of the class 6 and the class 4, within which the minimum utilization constrain of the class 4 is guaranteed. Also, derived are conditions under which the token bus network is stable or unstable. These bounds and stable conditions are represented in terms of the high priority token hold time, the token rotation time and the arrival rate and the total station number etc. This paper suggest a parameter tuning algorithm in a partially symmetric token bus network with two classes, which maximizes the token rotation time for a suitable high priority token hold time and at the same time meets the stability condition of the network, the real time constraint and the minimum utilization constraint of the class 4.

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An Efficient Packet Scheduling Scheme to support Real-Time Traffic in OFDMA Systems (OFDMA 시스템에서 실시간 트래픽 전송을 위한 효율적 스케쥴링 기법)

  • Park, Jeong-Sik;Cho, Ho-Shin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.1A
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    • pp.13-23
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    • 2007
  • In this paper, a packet scheduling scheme that supports real-time traffic having multi-level delay constraints in OFDMA systems is proposed. The proposed scheme pursues to satisfy the delay constraint first, and then manage the residual radio resource in order to enhance the overall throughput. A parameters named tolerable delay time (TDT) is newly defined to deal with the differentiated behaviors of packet scheduling according to the delay constraint level. Assuming that the packets violating the delay constraint are discarded, the proposed scheme is evaluated in terms of the packet loss probability, throughput, channel utilization. It is then compared with existing schemes for real-time traffic support such as the Exponential Scheduling (EXP) scheme, the Modified Largest Weighted Delay First (M-LWDF) scheme, and the Round robin scheme. The numerical results show that the proposed scheduling scheme performs much better than the aforementioned scheduling schemes in terms of the packet loss probability, while slightly better in terms of throughput and channel utilization.

Efficient Minimum-Time Cornering Motion Planning for Differential-Driven Wheeled Mobile Robots with Motor Control Input Constraint (모터 제어 입력 제한 조건이 고려된 차륜 이동 로봇을 위한 효율적인 최소 시간 코너링(Cornering) 주행 계획)

  • Kim, Jae-Sung;Kim, Byung-Kook
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.1
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    • pp.56-64
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    • 2013
  • We propose an efficient minimum-time cornering motion planning algorithms for differential-driven wheeled mobile robots with motor control input constraint, under piecewise constant control input sections. First, we established mobile robot's kinematics and dynamics including motors, divided the cornering trajectory for collision-free into one translational section, followed by one rotational section with angular acceleration, and finally the other rotational section with angular deceleration. We constructed an efficient motion planning algorithm satisfying the bang-bang principle. Various simulations and experiments reveal the performance of the proposed algorithm.

An Analysis of a Multilayered Open Queueing Network with Population Constraint and Constraint and Constant Service Times (사용자수 제한을 갖는 개방형 다중계층구조의 대기행렬 네트워크 분석에 관한 연구)

  • Lee, Yeong
    • Journal of the Korean Operations Research and Management Science Society
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    • v.24 no.4
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    • pp.111-122
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    • 1999
  • In this paper, we consider a queueing network model. where the population constraint within each subnetwork is controlled by a semaphore queue. The total number of customers that may be present in the subnetwork can not exceed a given value. Each node has a constant service time and the arrival process to the queueing network is an arbitrary distribution. A major characteristics of this model is that the lower layer flow is halted by the state of higher layer. We present some properties that the inter-change of nodes does not make any difference to customer's waiting time in the queueing network under a certain condition. The queueing network can be transformed into a simplified queueing network. A dramatic simplification of the queueing network is shown. It is interesting to see how the simplification developed for sliding window flow control, can be applied to multi-layered queueing network.

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Motion control of nonholonomic system with rolling constraint

  • Sampei, Mitsuji;Mizuno, Shintaro;Ishikawa, Masato
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.534-537
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    • 1995
  • In this paper, we propose a control strategy for a class of nonholonomic systems. A system with nonholonomic constraint is called a nonholonomic system, and as Brockett showed, the equilibrium of such systems can not be stabilized with any continuous static state feedbacks even though the system is controllable in the sense of nonlinear. A control strategy we propose is transforming this system into time-state control form by coordinate transformation and input transformation. We will apply this control strategy to the motion control of a rigid ball that is held between two parallel plates.

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Multi-stage Finite Element Inverse Analysis of elliptic Cup Drawing with large aspect ratio considering Intermediate Sliding Constraint Surface (중간 미끄럼 구속면을 고려한 세장비가 큰 타원형 컵 성형 공정의 다단계 유한요소 역해석)

  • 김세호
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 2000.04a
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    • pp.21-25
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    • 2000
  • An inverse finite element approach is employed for more capability to design the optimum blank shape from the desired final shape with small amount of expense and computation time For multi-stage sheet metal forming processes numerical analysis is expense difficult to carry out the to its complexities and convergence problem. It also requires lots of computation time. For the analysis of elliptic cup with large aspect ratio intermediate sliding constraint surfaces are difficult to describe. in this paper multi-stage finite element inverse analysis is applied to multi-stage elliptic cup drawing processes to calculate intermediate blank shapes and strain distributions in each stages. To describe intermediate sliding constraint surfaces an analytic scheme is introduced to deal with merged-arc type sliding surfaces.

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A CONSTRAINED CONVEX SPLITTING SCHEME FOR THE VECTOR-VALUED CAHN-HILLIARD EQUATION

  • LEE, HYUN GEUN;LEE, JUNE-YUB;SHIN, JAEMIN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.23 no.1
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    • pp.1-18
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    • 2019
  • In contrast to the well-developed convex splitting schemes for gradient flows of two-component system, there were few efforts on applying the convex splitting idea to gradient flows of multi-component system, such as the vector-valued Cahn-Hilliard (vCH) equation. In the case of the vCH equation, one need to consider not only the convex splitting idea but also a specific method to manage the partition of unity constraint to design an unconditionally energy stable scheme. In this paper, we propose a constrained Convex Splitting (cCS) scheme for the vCH equation, which is based on a convex splitting of the energy functional for the vCH equation under the constraint. We show analytically that the cCS scheme is mass conserving and unconditionally uniquely solvable. And it satisfies the constraint at the next time level for any time step thus is unconditionally energy stable. Numerical experiments are presented demonstrating the accuracy, energy stability, and efficiency of the proposed cCS scheme.

Job Shop Scheduling by Tabu Search Combined with Constraint Satisfaction Technique (Tabu Search와 Constraint Satisfaction Technique를 이용한 Job Shop 일정계획)

  • 윤종준;이화기
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.25 no.2
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    • pp.92-101
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    • 2002
  • The Job Shop Scheduling Problem(JSSP) is concerned with schedule of m different machines and n jobs where each job consists of a chain of operations, each of which needs to be processed during an uninterrupted time period of a given length on a given machine. The purpose of this paper is to develop the efficient heuristic method for solving the minimum makespan problem of the large scale job shop scheduling. The proposed heuristic method is based on a Tabu Search(TS) and on a Constraint Satisfaction Technique(CST). In this paper, ILOG libraries is used to embody the job shop model, and a CST is developed for this model to generate the increased solution. Then, TS is employed to overcome the increased search time of CST on the increased problem size md to refine the next-current solution. Also, this paper presents the new way of finding neighbourhood solution using TS. On applying TS, a new way of finding neighbourhood solution is presented. Computational experiments on well known sets of MT and LA problem instances show that, in several cases, our approach yields better results than the other heuristic procedures discussed In literature.