A novel application is presented for a fault-tolerant adaptive model predictive control system for small-scale helicopters. The use of a joint Extended Kalman Filter, (EKF), for the estimation of the states and parameters of the UAV, provided the advantage of implementation simplicity and accuracy. A linear model of a small-scale helicopter was utilized for testing the proposed control system. The results, obtained through the simulation of different fault scenarios, demonstrated that the proposed scheme was able to handle different types of actuator and system faults effectively. The types of faults considered were represented in the parameters of the mathematical representation of the helicopter. Benefits provided by the proposed fault-tolerant adaptive model predictive control systems include: The use of the joint Kalman filter provided a straightforward approach to detect and handle different types of actuator and system faults, which were represented as changes of the system and input matrices. The built-in adaptability provided for the handling of slow time-varying faults, which are difficult to detect using the standard residual approach. The successful inclusion of fault tolerance yielded a significant increase in the reliability of the UAV under study. A byproduct of this research is an original comparison between the EKF and the Unscented Kalman Filter, (UKF). This comparison attempted to settle the conflicting claims found in the research literature concerning the performance improvements provided by the UKF. The results of the comparison indicated that the performance of the filters depends on the approximation used for the nonlinear model of the system. Noise sensitivity was found to be higher for the UKF, than the EKF. An advantage of the UKF appears to be a slightly faster convergence.

Afin de limiter les impacts du changement climatique sur la planète, les experts du Groupe Intergouvernemental d'experts sur l'Evolution du Climat (GIEC) préconisent une division par deux des émissions mondiales de gaz à effet de serre à l'horizon 2050. Cet objectif impose une division par quatre (i.e. facteur 4) des émissions de gaz à effet de serre des pays industrialisés comme la France. Le secteur des transports peut-il se plier à cette exigence ? A l'aide du modèle TILT (Transport Issues in the Long Term), centré sur les relations macroéconomiques entre croissance économique, technologies, mobilité et émissions de CO2, cette thèse recherche les conditions à réunir pour que soit atteint, en France, le « facteur 4 ». Si les progrès techniques annoncés par les ingénieurs sont au rendez-vous, nous pouvons atteindre un facteur 2. L'autre moitié du chemin doit donc être réalisée par une modification des comportements des individus et des entreprises. Trois familles de scénarios sont proposées pour en illustrer le contenu de ces évolutions.

The purpose of this study is to investigate how different incentive contracts that include forward-looking and contemporaneous goals motivate managers to make decisions consistent with the organization’s long-term objectives, in tasks of varying complexity. Two research questions are addressed. First, in a long-term horizon setting, how do incentive contracts based on various combinations of forward-looking and contemporaneous measures influence decisions? Second, how does task complexity influence the expected effect of various incentive contracts on management decisions? I address my research questions using a multi-period experiment where I compare the effects of three different incentive structure types and two different levels of task complexity. Results show that in a low complexity task, individuals perform better when only contemporaneous goal attainment is rewarded in the incentive contract than when both forward-looking and contemporaneous goal attainment is rewarded. In a high complexity task, individuals perform better when both contemporaneous and forward-looking goal attainment is rewarded, but only when the contemporaneous goal attainment is weighted more heavily in the incentive contract. My research contributes to the existing literature in two ways. First, this is the first study of which I am aware that compares the performance effects of long-term incentive contracts that reward forward-looking and contemporaneous goal attainment. Second, this study is the first of which I am aware to experimentally test incentive contracts, for employees with a long-term horizon, that incorporate various weightings of forward-looking measures in the contract. In addition, this study will be amongst the first to examine the impact of task complexity on incentive contract effectiveness.

The purpose of this study is to investigate how different incentive contracts that include forward-looking and contemporaneous goals motivate managers to make decisions consistent with the organization’s long-term objectives, in tasks of varying complexity. Two research questions are addressed. First, in a long-term horizon setting, how do incentive contracts based on various combinations of forward-looking and contemporaneous measures influence decisions? Second, how does task complexity influence the expected effect of various incentive contracts on management decisions? I address my research questions using a multi-period experiment where I compare the effects of three different incentive structure types and two different levels of task complexity. Results show that in a low complexity task, individuals perform better when only contemporaneous goal attainment is rewarded in the incentive contract than when both forward-looking and contemporaneous goal attainment is rewarded. In a high complexity task, individuals perform better when both contemporaneous and forward-looking goal attainment is rewarded, but only when the contemporaneous goal attainment is weighted more heavily in the incentive contract. My research contributes to the existing literature in two ways. First, this is the first study of which I am aware that compares the performance effects of long-term incentive contracts that reward forward-looking and contemporaneous goal attainment. Second, this study is the first of which I am aware to experimentally test incentive contracts, for employees with a long-term horizon, that incorporate various weightings of forward-looking measures in the contract. In addition, this study will be amongst the first to examine the impact of task complexity on incentive contract effectiveness.

AbstractThe dynamic environment means that organizations always faces new challenges. There are various factors which could affect the process of change thus the purpose of this investigation is to research into the key values of organizational changes. We have done an in-depth research about a planned and ongoing process of change in the organization HEM. The aim is to investigate how knowledge and learning are spread among the staff in the company before and during changes. Also further investigation has been made to study the communication between management and employees through the changes. This report includes seven individuals with different working positions within the organization. Based on our research questions we have conducted interviews with each one of the participants individually. The results showed different views among the respondents about how communication is spread within the organization through a change. The results also illustrated that a change could be perceived differently with relation to the position and role in the company. Furthermore, it is possible to connect the ongoing communication in the company and the involvement of the employees during an organizational change. / Förändringar ställer organisationen inför nya utmaningar, och olika faktorer kan tänkas påverka förändringsprocessen på olika sätt. Syftet med den här undersökningen är att studera vilka inomorganisatoriska förhållanden eller faktorer som kan vara betydelsefulla i samband med förändringsprocesser, men även vilken betydelse kunskaper om tidigare förändringar kan ha inför och under förändringsprocessen. Vi har vidare avgränsat oss med denna undersökning genom att studera en planerad och pågående förändringsprocess på organisationen HEM. En av de frågor vi ställer oss är hur kunskapen och lärandet sprids ut bland personalen inför och under den aktuella förändringsprocessen, och vidare hur kommunikationen mellan ledning och medarbetare fungerar under förändringsprocesser. Undersökningen innefattar sju individer med utspridda positioner inom organisationen. Utifrån våra frågeställningar och de teman vi delat upp undersökningen i utförde vi intervjuer med denna grupp individer. Resultaten visade på delade uppfattningar bland respondenterna om hur kommunikationen i organisationen sprids ut under förändringsprocesser. Resultatet uttrycker även att tidsperspektivet och hur denna uppfattas också kan härledas till position och roll i förändringsprocessen, med andra ord påverkas alltså tidsperspektivet av kommunikationen. Vidare går kommunikationen under förändringsprocessen att koppla till hur delaktiga alla inom organisationen känner sig i samband med förändringsprocesser. / förändringsarbete

In this thesis, we study a series of closely related multi-stage stochastic programming models in production planning, from both a modeling and an algorithmic point of view. We first consider a very simple multi-stage stochastic lot-sizing problem, involving a single item with no fixed charge and capacity constraint. Although a multi-stage stochastic integer program, this problem can be shown to have a totally unimodular constraint matrix. We develop primal and dual algorithms by exploiting the problem structure. Both algorithms are strongly polynomial, and therefore much more efficient than the Simplex method. Next, motivated by applications in semiconductor tool planning, we develop a general capacity planning problem under uncertainty. Using a scenario tree to model the evolution of the uncertainties, we present a multi-stage stochastic integer programming formulation for the problem. In contrast to earlier two-stage approaches, the multi-stage model allows for revision of the capacity expansion plan as more information regarding the uncertainties is revealed. We provide analytical bounds for the value of multi-stage stochastic programming over the two-stage approach. By exploiting the special simple stochastic lot-sizing substructure inherent in the problem, we design an efficient approximation scheme and show that the proposed scheme is asymptotically optimal. We conduct a computational study with respect to a semiconductor-tool-planning problem. Numerical results indicate that even an approximate solution to the multi-stage model is far superior to any optimal solution to the two-stage model. These results show that the value of multi-stage stochastic programming for this class of problem is extremely high. Next, we extend the simple stochastic lot-sizing model to an infinite horizon problem to study the planning horizon of this problem. We show that an optimal solution of the infinite horizon problem can be approximated by optimal solutions of a series of finite horizon problems, which implies the existence of a planning horizon. We also provide a useful upper bound for the planning horizon.

This paper studies the role of fluctuation of the aggregate consumption-wealth ratio(cay) for predicting Taiwan stock return. The effect of cay on U.S. stock return has been recently confirmed by Lettau and Ludvigson (2001) with a two stage method. In the first step, estimate the ratio used a dynamic least square(DLS) technique. Second, to investigate the performance of cay, they use in-sample and out-of-sample test. In this paper, we follow the method which Lettau and Ludvigson(2001) use to examine the predictability of cay. Using quarterly market data from 1998 to 2010, we find cay is strong predictors of excess return in out-of sample test. We also find that this ratio is a better forecaster of future returns at intermediate horizons compared to short time.

No description available.

Cette thèse est constitué de deux partie : dans la première partie, nous etudions un marché complet dont l'actif risqué est un processus discontinu. <br />La seconde est consacrée à une modélisation du risque de défaut. Nous insistons sur la différence entre l'information liée au défaut de celle du marché sans défaut. Nous établissons des théorèmes de représentation prévisibles pour les martingales dans la filtration élargie.

Dans un contexte d'exploration et d'exploitation pétrolières, le traitement des données acquises par sismique réflexion requiert une analyse structurale à des fins de modélisation. Cette analyse passe par une phase d'extraction des structures horizontales représentant les empilements géologiques. Les techniques actuelles nécessitent beaucoup de temps et l'attention quasi permanente d'un spécialiste pour réaliser et valider cette opération effectuée structure par structure. De plus, la quantité de données sismiques augmentant rapidement avec l'évolution des techniques d'acquisition, leur traitement représente une charge de travail de plus en plus importante. Dans cette thèse, nous nous proposons d'alléger la phase d'extraction des structures horizontales en réalisant une segmentation presque automatique de ces dernières à l'aide d'outils basés sur des techniques morphologiques et topologiques. Nous présentons également quelques applications s'appuyant sur les structures que nous avons extraites. Ces applications facilitent l'analyse des données 3D en proposant de nouvelles méthodes de calcul d'attributs sismiques à partir des données d'amplitude.