• Title, Summary, Keyword: general time interval

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Lp SOLUTIONS FOR GENERAL TIME INTERVAL MULTIDIMENSIONAL BSDES WITH WEAK MONOTONICITY AND GENERAL GROWTH GENERATORS

  • Dong, Yongpeng;Fan, Shengjun
    • Communications of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.985-999
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    • 2018
  • This paper is devoted to the existence and uniqueness of $L^p$ (p > 1) solutions for general time interval multidimensional backward stochastic differential equations (BSDEs for short), where the generator g satisfies a ($p{\wedge}2$)-order weak monotonicity condition in y and a Lipschitz continuity condition in z, both non-uniformly in t. The corresponding stability theorem and comparison theorem are also proved.

Stability of Linear Systems with Interval Time-varying Delay via New Interval Decomposition (새로운 구간 분해 방법을 이용한 구간 시변지연을 갖는 선형시스템의 안정성)

  • Kim, Jin-Hoon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.9
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    • pp.1748-1753
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    • 2011
  • In this paper, we consider the stability of linear systems with an interval time-varying delay. It is known that the adoption of decomposition of delay improves the stability result. For the interval time-delay case, they applied it to the interval of time-delay and got less conservative results. Our basic idea is to apply the general decomposition to the low limit of delay as well as interval of time-delay. Based on this idea, by using the modified Lyapunov-Krasovskii functional and newly derived Lemma, we present a less conservative stability criterion expressed as in the form of linear matrix inequality(LMI). Finally, we show, by well-known two examples, that our result is less conservative than the recent results.

MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS

  • Fan, Shengjun;Wang, Yanbin;Xiao, Lishun
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.2
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    • pp.483-504
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    • 2015
  • This paper is devoted to solving a multidimensional backward stochastic differential equation with a general time interval, where the generator is uniformly continuous in (y, z) non-uniformly with respect to t. By establishing some results on deterministic backward differential equations with general time intervals, and by virtue of Girsanov's theorem and convolution technique, we prove a new existence and uniqueness result for solutions of this kind of backward stochastic differential equations, which extends the results of [8] and [6] to the general time interval case.

MODELS AND SOLUTION METHODS FOR SHORTEST PATHS IN A NETWORK WITH TIME-DEPENDENT FLOW SPEEDS

  • Sung, Ki-Seok;Bell, Michael G-H
    • Management Science and Financial Engineering
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    • v.4 no.2
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    • pp.1-13
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    • 1998
  • The Shortest Path Problem in Time-dependent Networks, where the travel time of each link depends on the time interval, is not realistic since the model and its solution violate the Non-passing Property (NPP:often referred to as FIFO) of real phenomena. Furthermore, solving the problem needs much more computational and memory complexity than the general shortest path problem. A new model for Time-dependent Networks where the flow speeds of each link depend on time interval, is suggested. The model is more realistic since its solution maintains the NPP. Solving the problem needs just a little more computational complexity, and the same memory complexity, as the general shortest path problem. A solution algorithm modified from Dijkstra's label setting algorithm is presented. We extend this model to the problem of Minimum Expected Time Path in Time-dependent Stochastic Networks where flow speeds of each link change statistically on each time interval. A solution method using the Kth-shortest Path algorithm is presented.

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Stability Condition for Discrete Interval Time-varying System with Time-varying Delay Time (시변 지연시간을 갖는 이산 구간 시변 시스템의 안정조건)

  • Han, Hyung-seok
    • The Journal of Advanced Navigation Technology
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    • v.20 no.5
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    • pp.475-481
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    • 2016
  • In this paper, the new stability condition of linear discrete interval time-varying systems with time-varying delay time is proposed. The considered system has interval time-varying system matrices for both non-delayed and delayed states with time-varying delay time within given interval values. The proposed condition is derived by using Lyapunov stability theory and expressed by very simple inequality. The restricted stability issue on the interval time-invariant system is expanded to interval time-varying system and a powerful stability condition which is more comprehensive than the previous is proposed. As a results, it is possible to avoid the introduction of complex linear matrix inequality (LMI) or upper solution bound of Lyapunov equation in the derivation of sufficient condition. Also, it is shown that the proposed result can include the many existing stability conditions in the previous literatures. A numerical example in the pe revious works is modified to more general interval system and shows the expandability and effectiveness of the new stability condition.

H Filtering for a Class of Nonlinear Systems with Interval Time-varying Delay (구간시변 지연을 가지는 비선형시스템의 H 필터링)

  • Lee, Sangmoon;Liu, Yajuan
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.4
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    • pp.502-508
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    • 2014
  • In this paper, a delay-dependent $H_{\infty}$ filtering problem is investigated for discrete-time delayed nonlinear systems which include a more general sector nonlinear function instead of employing the commonly used Lipschitz-type function. By using the Lyapunov-Krasovskii functional approach, a less conservative sufficient condition is established for the existence of the desired filter, and then, the corresponding solvability condition guarantee the stability of the filter with a prescribed $H_{\infty}$ performance level. Finally, two simulation examples are given to show the effectiveness of the proposed filtering scheme.

Batch Time Interval and Initial State Estimation using GMM-TS for Target Motion Analysis (GMM-TS를 이용한 표적기동분석용 배치구간 및 초기상태 추정 기법)

  • Kim, Woo-Chan;Song, Taek-Lyul
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.3
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    • pp.285-294
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    • 2012
  • Using bearing measurement only, target motion state is not directly obtained so that TMA (Target Motion Analysis) is needed for this situation. TMA is a nonlinear estimation technique used in passive SONAR systems. Also it is the one of important techniques for underwater combat management systems. TMA can be divided to two parts: batch estimation and sequential estimation. It is preferable to use sequential estimation for reducing computational load as well as adaptively to target maneuvers, batch estimation is still required to attain target initial state vector for convergence of sequential estimation. Selection of batch time interval which depends on observability is critical in TMA performance. Batch estimation in general utilizes predetermined batch time interval. In this paper, we propose a new method called the BTIS (Batch Time Interval and Initial State Estimation). The proposed BTIS estimates target initial status and determines the batch time interval sequentially by using a bank of GMM-TS (Gaussian Mixture Measurement-Track Splitting) filters. The performance of the proposal method is verified by a Monte Carlo simulation study.

Prediction System Design based on An Interval Type-2 Fuzzy Logic System using HCBKA (HCBKA를 이용한 Interval Type-2 퍼지 논리시스템 기반 예측 시스템 설계)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Journal of Industrial Technology
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    • v.30 no.A
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    • pp.111-117
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    • 2010
  • To improve the performance of the prediction system, the system should reflect well the uncertainty of nonlinear data. Thus, this paper presents multiple prediction systems based on Type-2 fuzzy sets. To construct each prediction system, an Interval Type-2 TSK Fuzzy Logic System and difference data were used, because, in general, it has been known that the Type-2 Fuzzy Logic System can deal with the uncertainty of nonlinear data better than the Type-1 Fuzzy Logic System, and the difference data can provide more steady information than that of original data. Also, to improve each rule base of the fuzzy prediction systems, the HCBKA (Hierarchical Correlation Based K-means clustering Algorithm) was applied because it can consider correlationship and statistical characteristics between data at a time. Subsequently, to alleviate complexity of the proposed prediction system, a system selection method was used. Finally, this paper analyzed and compared the performances between the Type-1 prediction system and the Interval Type-2 prediction system using simulations of three typical time series examples.

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The Association between End-of-Life Care and the Time Interval between Provision of a Do-Not-Resuscitate Consent and Death in Cancer Patients in Korea

  • Baek, Sun Kyung;Chang, Hye Jung;Byun, Ja Min;Han, Jae Joon;Heo, Dae Seog
    • Cancer Research and Treatment
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    • v.49 no.2
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    • pp.502-508
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    • 2017
  • Purpose We explored the relationship between the use of each medical intervention and the length of time between do-not-resuscitate (DNR) consent and death in Korea. Materials and Methods A total of 295 terminal cancer patients participated in this retrospective study. Invasive interventions (e.g., cardiopulmonary resuscitation, intubation, and hemodialysis), less invasive interventions (e.g., transfusion, antibiotic use, inotropic use, and laboratory tests), and the time interval between the DNR order and death were evaluated. The subjects were divided into three groups based on the amount of time between DNR consent and death (G1, time interval ${\leq}1day$; G2, time interval > 1 day to ${\leq}3days$; and G3, time interval > 3 days). Results In general, there were fewer transfusions and laboratory tests near death. Invasive interventions tended to be implemented only in the G1 group. There was also less inotrope use and fewer laboratory tests in the G3 group than G1 and G2. Moreover, the G3 group received fewer less invasive interventions than those in G1 (odds ratio [OR], 0.16; 95% confidence interval [CI], 0.03 to 0.84; 3 days before death, and OR, 0.16; 95% CI, 0.04 to 0.59; the day before death). The frequency of less invasive interventions both 1 and 3 days before death was significantly lower for the G3 group than the G1 ($p{\leq}0.001$) and G2 group compared to G1 (p=0.001). Conclusion Earlier attainment of DNR permission was associated with reduced use of medical intervention. Thus, physicians should discuss death with terminal cancer patients at the earliest practical time to prevent unnecessary and uncomfortable procedures and reduce health care costs.

The Effect of Trauma Team Approach on the Management of Hemodynamically Unstable Pelvic Bone Fracture: Retrospective Comparative study

  • Cho, Won-Tae;Cho, Jae-Woo;Kim, Jinil;Kim, Jin-Kak;Oh, Jong-Keon;Kim, Hak Jun;Kim, Namryeol;Cho, Jun-Min
    • Journal of Trauma and Injury
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    • v.29 no.4
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    • pp.139-145
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    • 2016
  • Purpose: The major pelvic trauma results in high mortality with associated fatal other injuries. During early stage of resuscitation, multidisciplinary approach is essential to improve the survival and outcomes. This study aims to report the effect and positive outcome of the trauma team approach on the management of hemodynamically unstable pelvic bone fracture. Methods: This retrospective review included all patients with hemodynamically unstable pelvic bone fracture admitted between March 2007 and December 2015. Patients were divided into group A, which comprised those admitted before the trauma team approach was started, and group B, which comprised those admitted after the approach was started. The advanced trauma life support protocol was followed for all patient. The comparisons between the two groups were based on medical records. Study variables included demographics, initial vital sign, injury severity score, fracture type, and injury mechanism. We analyzed the outcomes in each group with respect to the time interval for doctors' arrival, total length of stay in the emergency department (ED), time interval for computed tomography evaluation, 24-hour mortality, time interval for definitive fixation, and definitive fixation in the time-window of opportunity. Results: Fifty-three patients met the inclusion criteria. No statistically significant differences in demographic data existed between the two groups. The time interval for doctors' arrival (min, $63.09{\pm}50.48$ vs $21.48{\pm}17.75$; p=0.038) and total length of stay in the ED (min, $269.33{\pm}105.96$ vs $115.49{\pm}56.24$; p=0.023) were significantly improved. The 24-hour mortality was not significantly different between the two groups.(%, 14.3 vs 12.0; p=1.000) However, the time interval for definitive fixation and definitive fixation in the time-window of opportunity showed better results. Conclusion: The trauma team approach has positive effects, which include initial resuscitation through multidisciplinary approach and shortening the time interval to definitive fixation, on the management of hemodynamically unstable pelvic bone fracture.