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Sok Yong U. Military Operations Research Society of Korea 1987 한국국방경영분석학회지 Vol.13 No.1
This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.
On Transition Procedure Using an Optimal Quantile Estimator under Uncertainty
Sok, Yong-U Military Operations Research Society of Korea 1997 한국국방경영분석학회지 Vol.23 No.2
This paper deals with the perishable inventory models with uncertainties of demand functions. The traditional perishable inventory costs of holding and stockout are incorporated into the cost function. The average expected cost will be minimized to find the optimal quantile estimator. After three candidate estimators are proposed on the basis of order statistics, they will be evaluated by the simulation results and statistical analysis. Then the transition procedure algorithm using this estimator will be proposed to make the optimal decision under uncertainty.
Application of GLIM to the Binary Categorical Data
Sok, Yong-U Military Operations Research Society of Korea 1999 한국국방경영분석학회지 Vol.25 No.2
This paper is concerned with the application of generalized linear interactive modelling(GLIM) to the binary categorical data. To analyze the categorical data given by a contingency table, finding a good-fitting loglinear model is commonly adopted. In the case of a contingency table with a response variable, we can fit a logit model to find a good-fitting loglinear model. For a given $2^4$ contingency table with a binary response variable, we show the process of fitting a loglinear model by fitting a logit model using GLIM and SAS and then we estimate parameters to interpret the nature of associations implied by the model.
Redundancy Optimization for the Mixed Reliability System
Sok, Yong-U Military Operations Research Society of Korea 2000 한국국방경영분석학회지 Vol.26 No.2
This paper deals with the problem of redundancy allocation for the mixed reliability system in an optimal way. Two kinds of the reliability system are considered for optimal allocation of parallel redundancy. The problem is approached as the optimization problems using th standard method of dynamic programming(DP). The algorithm for solving the optimal redundancy allocation is proposed and then the DP algorithm is applied to two numerical examples such as maximization of reliability subject to an allowable cost-constraint and minimization of the total cost subject to the specified minimum reliability-constraint. A consequence of this study is that the developed computer program package can be applied to the optimal redundancy allocation for the mixed reliability system.
Optimum Stragies for Unfavorable Situation in Red & Black
Ahn, Chul H,Sok, Yong-U 한국통계학회 2002 Communications for statistical applications and me Vol.9 No.3
In a game called red and black, you can stake any amount s in your possession. Suppose your goal is 1 and your current fortune is f, with 0 < f < 1. You win back your stake and as much more with probability p and lose your stake with probability, q = 1- p. Ahn(2000) considered optimum strategy for this game with the value of p less than $\frac{1}{2}$ where the house has the advantage over the player. The optimum strategy at any f when p < $\frac{1}{2}$ is to play boldly, which is to bet as much as you can. In this paper we perform the simulation study to show that the Bold strategy is optimum.
Bootstrap Confidence Intervals for an Adjusted Survivor Function under the Dependent Censoring Model
Lee, Seung-Yeoun,Sok, Yong-U 한국통계학회 2001 Communications for statistical applications and me Vol.8 No.1
In this paper, we consider a simple method for testing the assumption of independent censoring on the basis of a Cox proportional hazards regression model with a time-dependent covariate. This method involves a two-stage sampling in which a random subset of censored observations is selected and followed-up until their true survival times are observed. Lee and Wolfe(1998) proposed an adjusted estimate of the survivor function for the dependent censoring under a proportional hazards alternative. This paper extends their result to obtain a bootstrap confidence interval for the adjusted survivor function under the dependent censoring. The proposed procedure is illustrated with an example of a clinical trial for lung cancer analysed in Lee and Wolfe(1998).
Optimum Strategies in Discrete Red & Black
Chul H. Ahn,Yong U Sok 한국통계학회 2001 Communications for statistical applications and me Vol.8 No.1
In discrete red and black, you can stake any amount s in your possession, but the value of s takes positive integer value. Suppose your goal is N and your current fortune is f, with 0<f<N. You win back your stake and as much more with probability p and lose your stake with probability, q=1-p. In this paper, we consider optimum strategies for this game with the value of p less than 1/2 the house has the advantage over the player, and with the value of p greater than 1/2 where the player has the advantage over the house. The optimum strategy at any f when p>1/2 is to bet 1 all the time.