• Title/Summary/Keyword: optimal stopping

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Accuracy of Brownian Motion Approximation in Group Sequential Methods

  • Euy Hoon Suh
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.207-220
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    • 1999
  • In this paper, some of the issue about a group sequential method are considered in the Bayesian context. The continuous time optimal stopping boundary can be used to approximate the optimal stopping boundary for group sequential designs. The exact stopping boundary for group sequential design is obtained by using the backward induction method and is compared with the continuous optimal stopping boundary and the corrected continuous stopping boundary.

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Exploiting Multichannel Diversity in Spectrum Sharing Systems Using Optimal Stopping Rule

  • Xu, Yuhua;Wu, Qihui;Wang, Jinlong;Anpalagan, Alagan;Xu, Yitao
    • ETRI Journal
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    • v.34 no.2
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    • pp.272-275
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    • 2012
  • This letter studies the problem of exploiting multichannel diversity in a spectrum sharing system, where the secondary user (SU) sequentially explores channel state information on the licensed channels with time consumption. To maximize the expected achievable throughput for the SU, we formulate this problem as an optimal stopping problem, whose objective is to choose the right channel to stop exploration based on the observed signal-to-noise ratio sequence. Moreover, we propose a myopic but optimal rule, called one-stage look-ahead rule, to solve the stopping problem.

On the Largest Optimal Stopping Time

  • Ahn, Wi-Chong;Park, Bong-Dae;Lim, Jae-Kyu
    • Journal of the Korean Statistical Society
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    • v.12 no.2
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    • pp.91-94
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    • 1983
  • The structure of the largest optimal stopping time in the discete parameter processes is obtained by using the Doob decompositon of supermartingales.

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Optimal stopping in sampling from a multivariate distribution

  • Jorn, Hong-Suk;Chung, Han-Young
    • Journal of the Korean Operations Research and Management Science Society
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    • v.1 no.1
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    • pp.147-150
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    • 1976
  • Optimal stopping problem without recall from a multivariate distribution is solved by using the concept of an equilibrium point which was introduced by J. Nash. The solution is derived for the two cases: 1. The case where the observation cost C is positive and the given upper bound K on the number of observations is infinite. 2. The case where the observation cost C is zero and the given upper bound K on the number of observations is finite.

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Optimal Control Model for Strategic Technology Transition

  • Kim, Jong-Joo;Kim, Bo-Won
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.10a
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    • pp.213-216
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    • 2005
  • In this research, we explore how to manage the transition of technology generations considering incremental innovation of the existing technology generation. Firms can slow down decaying of the existing technology by continuous incremental improvements rather than introducing a new generation technology at the first time if the former strategy is better. We characterize optimal technology transition problem by setting up an optimal control model. The model which is originally designed and solved by Thompson(1968) as a ‘Machine maintenance problem’ has been cited to build the main body of our model. With this analytical model, we derive optimal ‘incremental innovation’ strategy which is considering transition to the next technology. Our analysis indicates that there exists an unique ‘stopping incremental innovation timing’. Before the point of time, the decision maker should make his effort at a maximum level to enhance the current technology. However from the stopping timing to the final time horizon where the new technology is introduced, it is found that not to invest to the current technology any more is optimal.

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Error Forecasting & Optimal Stopping Rule under Decreasing Failure Rate (감소(減少)하는 고장률(故障率)하에서 오류예측 및 테스트 시간(時間)의 최적화(最適化)에 관한 연구(硏究))

  • Choe, Myeong-Ho;Yun, Deok-Gyun
    • Journal of Korean Society for Quality Management
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    • v.17 no.2
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    • pp.17-26
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    • 1989
  • This paper is concerned with forecasting the existing number of errors in the computer software and optimizing the stopping time of the software test based upon the forecasted number of errors. The most commonly used models have assessed software reliability under the assumption that the software failure late is proportional to the current fault content of the software but invariant to time since software faults are independents of others and equally likely to cause a failure during testing. In practice, it has been observed that in many situations, the failure rate decrease. Hence, this paper proposes a mathematical model to describe testing situations where the failure rate of software limearly decreases proportional to testing time. The least square method is used to estimate parameters of the mathematical model. A cost model to optimize the software testing time is also proposed. In this cost mode two cost factors are considered. The first cost is to test execution cost directly proportional to test time and the second cost is the failure cost incurred after delivery of the software to user. The failure cost is assumed to be proportional to the number of errors remained in the software at the test stopping time. The optimal stopping time is determined to minimize the total cost, which is the sum of test execution cast and the failure cost. A numerical example is solved to illustrate the proposed procedure.

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Visual Search Models for Multiple Targets and Optimal Stopping Time (다수표적의 시각적 탐색을 위한 탐색능력 모델과 최적 탐색정지 시점)

  • Hong, Seung-Kweon;Park, Seikwon;Ryu, Seung Wan
    • Journal of Korean Institute of Industrial Engineers
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    • v.29 no.2
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    • pp.165-171
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    • 2003
  • Visual search in an unstructured search field is a fruitful research area for computational modeling. Search models that describe relationship between search time and probability of target detection have been used for prediction of human search performance and provision of ideal goals for search training. Until recently, however, most of models were focused on detecting a single target in a search field, although, in practice, a search field includes multiple targets and search models for multiple targets may differ from search models for a single target. This study proposed a random search model for multiple targets, generalizing a random search model for a single target which is the most typical search model. To test this model, human search data were collected and compared with the model. This model well predicted human performance in visual search for multiple targets. This paper also proposed how to determine optimal stopping time in multiple-target search.

A FUZZY LOGIC CONTROLLER DESIGN FOR VEHICLE ABS WITH A ON-LINE OPTIMIZED TARGET WHEEL SLIP RATIO

  • Yu, F.;Feng, J.-Z.;Li, J.
    • International Journal of Automotive Technology
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    • v.3 no.4
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    • pp.165-170
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    • 2002
  • For a vehicle Anti-lock Braking System (ABS), the control target is to maintain friction coefficients within maximum range to ensure minimum stopping distance and vehicle stability. But in order to achieve a directionally stable maneuver, tire side forces must be considered along with the braking friction. Focusing on combined braking and turning operation conditions, this paper presents a new control scheme for an ABS controller design, which calculates optimal target wheel slip ratio on-line based on vehicle dynamic states and prevailing road condition. A fuzzy logic approach is applied to maintain the optimal target slip ratio so that the best compromise between braking deceleration, stopping distance and direction stability performances can be obtained for the vehicle. The scheme is implemented using an 8-DOF nonlinear vehicle model and simulation tests were carried out in different conditions. The simulation results show that the proposed scheme is robust and effective. Compared with a fixed-slip ratio scheme, the stopping distance can be decreased with satisfactory directional control performance meanwhile.

A Technique Study for Improve the Precise Position Stopping of Automatic Train Operation (ATO) Train Vehicle in Urban Railway (도시철도 자동운전 차량의 정밀정차 향상을 위한 기법 연구)

  • Ma, Sang-Kyeon;Heo, Dae-Jeung;Kim, Myung-Hwan;Song, Jae-Cheong;Park, Jun-Ho
    • Proceedings of the KSR Conference
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    • 2011.10a
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    • pp.1049-1058
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    • 2011
  • This paper suggests blending time adjusting method of braking command characteristics management and Set value test for optimizing of braking deceleration to enhance the precise position stopping. This method minimizes pneumatic-braking degree deviation by characteristics management, and secures braking stability at braking. By Set value test method, braking blending characteristics are analyzed accurately. And by optimal timing tuning at braking blending, It enhanced the precise position stopping with stabilization of deceleration To demonstrate the usefulness of these suggestion, I modeled for Deajeon Line #1. And through comparison with case of related companies, the proposed method which this paper suggested is proved to be superior to others.

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Prediction-Based Routing Methods in Opportunistic Networks

  • Zhang, Sanfeng;Huang, Di;Li, Yin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.10
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    • pp.3851-3866
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    • 2015
  • The dynamic nature of opportunistic networks results in long delays, low rates of success for deliveries, etc. As such user experience is limited, and the further development of opportunistic networks is constrained. This paper proposes a prediction-based routing method for opportunistic networks (PB-OppNet). Firstly, using an ARIMA model, PB-OppNet describes the historical contact information between a node pair as a time series to predict the average encounter time interval of the node pair. Secondly, using an optimal stopping rule, PB-OppNet obtains a threshold for encounter time intervals as forwarding utility. Based on this threshold, a node can easily make decisions of stopping observing, or delivering messages when potential forwarding nodes enter its communication range. It can also report different encounter time intervals to the destination node. With the threshold, PB-OppNet can achieve a better compromise of forwarding utility and waiting delay, so that delivery delay is minimized. The simulation experiment result presented here shows that PB-OppNet is better than existing methods in prediction accuracy for links, delivery delays, delivery success rates, etc.