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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
121

Proposta de um modelo de mercado utilizando sistemas multiagentes / Proposal of a Market model using multi-agent systems

Giuliese, André 12 November 2013 (has links)
Este trabalho propõe um modelo de um mercado que pode ser simulado em diversas condições. Pode-se pensar neste modelo como um laboratório para simulação e estudo de diferentes configurações de mercado. O modelo foi desenvolvido sob a plataforma de software NetLogo para a execução das simulações. Apresenta-se também, de forma sintética um conceito de mercado, uma visão de economia, de marketing, de estratégia e do comportamento do consumidor. Forma analisadas diversas formas de modelagem e decidiu-se utilizar sistemas multiagentes, pois são flexíveis e permitem a simulação de diversos tipos de fenômenos. A primeira tentativa de desenvolver este modelo apresentou resultados distintos de um mercado real, pois revelou-se muito mecânico e processual. Isso nos levou a busca de modelos adaptativos inteligentes para o comportamento dos agentes, bem como, nos concentrar na dinâmica de interação entre os agentes / This work aims at developing a model to simulate a market under several conditions. This model can be viewed as a laboratory to simulate and study different markets configurations. The model simulation was developed using the NetLogo language. A concept of market, economy, marketing, strategy and consumer behavior are briefly presented. After analyzing several ways of implementing the model it was decided to use agent based simulation because of its flexibility and possibility of simulating a variety of behaviors. A first approach to develop the model resulted in a very mechanic and artificial market simulation. This result lead the simplification of the model and focus on adaptive behavior and the interaction among the agents
122

Simulação baseada em agentes para operação de pátios de terminais de contêineres. / Agent-based simulation for yard management in container terminal operations.

Brito, Thiago Barros 20 June 2016 (has links)
Terminais de contêineres (TC) e sistemas logísticos em geral, estão atualmente imersos em estruturas de negócio e ambientes operacionais altamente complexos e dinâmicos. Nesse ambiente, pesquisadores e usuários das ferramentas de PO são requisitados a resolver novos tipos de problemas, que surgem a partir de uma crescente complexidade interativa entre os elementos que constituem esses sistemas. Entretanto, parece estar faltando aos tomadores de decisão ferramentas capazes de lidar com sistemas que necessitam a consideração de processos interdependentes, compostos por elementos interagindo e tomando decisões de maneira descentralizada. Neste cenário, a simulação baseada em agentes (SBA) é tida como uma ferramenta potencial para o desenvolvimento e análise de sistemas logísticos, uma vez que ela é capaz de construir análises de sistemas cujo comportamento está associado a propriedades emergentes decorrentes das interações entre seus componentes (agentes). Assim, a SBA é considerada uma possibilidade de abordagem para sistemas logísticos, capaz de tratar questões complexas ainda não tangenciadas por metodologias de simulação tradicionais. Apesar do potencial alegado, a aplicação da SBA ainda é incipiente no campo logístico, representada com baixo nível de maturidade na literatura. Dessa forma, o objetivo do trabalho é desenvolver uma aplicação SBA representando uma operação full-scale do pátio de um TC, a fim de confirmar a SBA como uma ferramenta potencial para representar sistemas logísticos , capaz de apoiar processos de tomada de decisão maduros. Com base no desenvolvimento proposto foi possível, metodologicamente e de maneira prática, avaliar a utilização de SBA, seus benefícios, dificuldades, desdobramentos técnicos e outras questões. Essa avaliação permitiu concluir que a SBA cumpre as promessas de flexibilidade, representatividade e potencial de sofisticação para representação de sistemas logísticos. Além disso, observou-se que a metodologia foi capaz de estender sua contribuição no sentido de expandir algumas das fronteiras conceituais da metodologia de simulação, tais como a discussão sobre o conceito de modelagem genérica e a integração entre simulação-otimização. / Container terminals (CTs), and logistics systems in general, are nowadays immersed in a dynamic and highly complex business and operational environment. Thus, researches and users of OR are being called to solve new types of logistics system problems, born from this growing interactive complexity between the system\'s elements. However, what seems to be missing in the decision-makers OR toolbox are tools able to deal with systems that need to consider several interconnected and interdepend functions and process. In this scenario, agent-based simulation (ABS) is considered to hold high promises for developing complex logistics systems, based on the fact that it is able to build analysis of systems whose behavior is associated to emergent properties deriving from interactions between its basic constituent elements (agents). ABS is considered rather a new approach for simulating systems, able to challenge more complex questions, not answered by traditional simulation methodology. Despite the advocate potential of ABS, its application still incipient within the logistic field, lacking in terms of maturity in literarture. In that way, the objective of the work is to develop an ABS application representing a full-scale CT yard management operation, in order to confirm ABS as a potential tool to represent logistics systems and support mature decision making processes. Based on the proposed development, the work is be able to conceptually, methodologically and practically evaluate the utilization of ABS - its benefits, difficulties, application unfolding, new representation boundaries and other possibilities. This evaluation allowed concluding that the ABS fulfills the high flexibility, representability and promises for logistics systems, even extending its contribution to some of the conceptual frontiers of the simulation methodology, such as generic modeling methodology discussion and simulation-optimization integration.
123

Modelos baseados em agentes na solução de problemas econômicos em concorrência imperfeita. / Agent based models on the solution of economic problems under Imperfect competition.

Cicogna, Maria Paula Vieira 25 November 2014 (has links)
O objetivo da presente pesquisa foi verificar se a flexibilidade característica dos modelos baseados em agentes (Agent Based Models ABM) representa adequadamente mercados em concorrência imperfeita, identificando novos elementos referentes ao comportamento e adaptabilidade dos agentes econômicos não identificados em pesquisas anteriores. Para tal, foram propostos dois modelos distintos aplicados aos mercados de passagens aéreas e sucroalcoleiro. A complexidade dos mercados analisados deve-se à forma não trivial com que é descrita a estrutura de disposição dos agentes e a maneira como estes se relacionam e tomam suas decisões, tornando infactível a aplicação de soluções analíticas. Tal fato justifica o emprego dos modelos baseados em agentes devido a sua alta flexibilidade para adequação ao ambiente simulado. O fator comum aos dois modelos propostos foi a incorporação de incertezas e expectativas nos cenários avaliados pelos agentes para sua tomada de decisão. Ao considerar as incertezas dos cenários prospectivos, os modelos simulados mostraram-se aderentes à natureza probabilística encontrada nos mercados reais, permitindo obter resultados com tendências semelhantes aos mercados estudados. A complexidade dos mercados em concorrência imperfeita analisados foi, dessa maneira, bem representada pelos modelos sugeridos. O processo adaptativo dos agentes às mudanças de mercado mostrou que os modelos baseados em agentes são ferramentas adequadas para o estudo dos mesmos e permitem captar peculiaridades dos mercados não incorporadas em outras pesquisas, revelando, inclusive características não aparentes e não incluídas em estudos anteriores. / The objective of this research was to investigate if imperfect competitive markets are well represented by the flexibility of the Agent Based Models (ABM). Therefore, it is expected that the ABM allows identifying agents new behaviour element, as well as incorporating agents adaptability processes not previously described by the other researches. Two distinct models were developed. The first one refers to the airfare prices, while the second one aims to simulate the ethanol market. The high complexity of the studied markets due to their non-trivial structure regarding the way the agents relate to each other and take their decisions justifies the employment of ABM, since ABMs are remarkably characterized by their flexibility. The common factor among the models is the incorporation of uncertainties and expectations in the models when the economic scenarios are considered by the agents for decision making. The results showed that the simulated models reached the same tendency of prices and production observed by the real data, respectively to the airfare and ethanol models. The adaptive process of the agents to the market conditions showed that ABMs are adequate tools for the study of imperfect markets, since for both models non-apparent characteristics have emerged.
124

Avaliação do impacto da confiança em cadeias de suprimentos através de simulação baseada em agentes. / Impact of trust on agent-based simulation for supply chains.

André Domingues da Silva Jalbut 24 October 2018 (has links)
Empresas em cadeias de suprimentos têm como objetivo maximizar suas produtividades, e consequentemente seus lucros. Uma maneira de estudar o comportamento destas cadeias é simulá-las utilizando uma abordagem multi-agentes. Neste trabalho, adicionamos múltiplos agentes nos níveis de um modelo amplamente adotado na literatura, denominado Beer Game, para avaliar a eficiência local e global dos fornecedores. Para tal, utilizamos perfis distintos baseados em confiança ou em preço. Medimos o impacto de usar tais políticas de seleção no capital acumulado pelos agentes, e concluímos que as parcerias baseadas em confiança são recomendáveis em cenários com ampla disseminação de informações verdadeiras, enquanto que as baseadas em lucro são mais vantajosas em cenários marcados por pouca comunicação ou pelo espalhamento de informações falsas. / Companies in supply chains have the objective of maximizing their productivities, and consequently their profits. A way of to study the behavior of these chains is to simulate them using a multi-agent-based approach. In this work, we added multiple agents at the levels of a widely adopted model in the literature, called Beer Game, to evaluate the local and global performance of suppliers. To do this, we use distinct profiles based on trust or price. We measure the impact of using such selection policies on the agents\' profit, and we could conclude that trust-based partnerships are recommended in scenarios with wide dissemination of true information, while profit-based partnerships are most advantageous in scenarios marked by poor communication or spreading false information.
125

Understanding the co-emergence of urban location choice and mobility patterns : empirical studies and an integrated geospatial and agent-based model

Acheampong, Ransford Antwi January 2017 (has links)
Understanding and simulating the relationship between urban land-use configuration and patterns of human spatial interaction has been the subject of multi-disciplinary research. Conceptually, it is recognized that the location decisions of several urban actors including individuals, households, firms and public sector institutions, collectively determine the spatial distribution of land-use activities; the emergent land-use patterns, in turn, provide the structural conditions within which flows and interactions between locations occur daily and respond to each other over time. Over the past six decades, various theories and concepts from urban economics, social-physics, transportation studies, and the complexity sciences have underpinned empirical research and development of state-of-the-art simulation models to explore the land-use and travel nexus. Using a case study design and selecting the Kumasi Metropolis, a medium-size metropolis of nearly two-million inhabitants in Ghana, West Africa as the case study area, two main objectives, which reflect research trends and gaps in both the empirical literature and simulation model development have been addressed in this thesis. The first objective was to examine empirically, the location choice behaviour of households and individuals with respect to their residential and job locations, and the mobility patterns associated with the observed home-work location combinations within the metropolis. The second objective was to develop an integrated geospatial and agent-based model to simulate how the residential and job location choice behaviour of heterogeneous households and individuals co-emerge with mobility patterns in the metropolis. The empirical studies presented in this thesis contributes to a deeper understanding of how location-defining attributes at multiple spatial-scales interact with socio-demographic attributes of heterogeneous households and individuals to determine their residential location choice, job location choice and mobility characteristics. The development of the Metropolitan Location and Mobility Patterns Simulator (METLOMP-SIM)—an integrated geospatial and agent-based model also demonstrates how the encoded micro-scale behaviour of purposive households and individuals, interacting with each other and their environment dynamically, could reproduce macro-scale urban location patterns, property market price formation and evolution, and patterns and attributes of spatial flows and interactions anchored on the population’s residential-job location combinations.
126

Modelling adaptation strategies for Swedish forestry under climate and global change

Blanco González, Víctor January 2017 (has links)
Adaptation is necessary to cope with, or take advantage of, the effects of climate change on socio-ecological systems. This is especially important in the forestry sector, which is sensitive to the ecological and economic impacts of climate change, and where the adaptive decisions of owners play out over long periods of time. These decisions are subject to experienced and expected impacts, and depend upon the temporal interactions of a range of individual and institutional actors. Knowledge of, and responses to, climate change are therefore very important if forestry is to cope with, or take advantage of, the effects of climate change over longer timescales. It is important to understand the role of human behaviour and decision-making processes in the study of complex socio-ecological systems and modelling is a method that can support experiments to advance this understanding. This study is based on the development of CRAFTY-Sweden; an agent-based model that allows the exploration of Swedish land-use dynamics and adaptation to climate change through scenario analysis. In CRAFTY-Sweden, forest and farmland owners make land use and management decisions according to their objectives, management preferences and capabilities. As a result of their management and location characteristics they are able to provide ecosystem services. To explore future change, quantitative scenarios were used that considered both socio-economic development pathways and climatic change. Simulations were run under the different scenarios for the period 2010-2100, for the whole of Sweden. Furthermore, because institutions (i.e. organisations) also influence socio-ecological systems through their actions and interactions between them and with land owners and the environment, a conceptual model of institutional actions applied to socio-ecological systems was developed. The application of this conceptual model was explored through a model of institutions that can act, interact and adapt to environmental change in attempting to affect ecosystem service provision within a simple forestry governance system. I found that forestry in the future will likely be unable to meet societal demands for forest services solely on the basis of autonomous adaptation. A northward expansion of agriculture and especially of forestry proved positive for both sectors to adapt to changing conditions, under several scenarios, given the substantial land availability and the improved environmental conditions for plant growth. Legacy effects of past land-use change can have a great impact on future land-use change and adaptation processes, especially in forestry. Also, greater competition for land may lead to shorter forest rotation times. Socio-economic change and land owner behavioural differences may have a larger impact on owner competitiveness, land-use change and ecosystem service provision than climate-driven changes in land productivity. Different owner objectives and behaviour resulted in different levels of ecosystem service provision. Also, particular forest types were differently suitable for adaptation depending on the sets of objectives under which they were managed. Owners implementing particular management strategies can be differently competitive under different future scenarios, and the suitability of such strategies for adaptation is not a static, inherent characteristic of a system. Instead, it evolves in response to changing contexts that include both the external global change drivers and the internal dynamics of agent interactions. Additionally, institutional conceptual models as presented here can support better understanding of the key institutional decision-making dynamics and their consequences, endogenously, flexibly across different socio-ecological systems. Finally, study limitations, future research and the policy relevance of findings are discussed.
127

Understanding complex systems through computational modeling and simulation / Comprendre les systèmes complexes par la modélisation et la simulation computationnelles

Le, Xuan Tuan 18 January 2017 (has links)
Les approches de simulation classiques ne sont en général pas adaptées pour traiter les aspects de complexité que présentent les systèmes complexes tels que l'émergence ou l'adaptation. Dans cette thèse, l'auteur s'appuie sur ses travaux menés dans le cadre d'un projet de simulation sur l’épidémie de grippe en France associée à des interventions sur une population en considérant le phénomène étudié comme un processus diffusif sur un réseau complexe d'individus, l'originalité réside dans le fait que la population y est considérée comme un système réactif. La modélisation de tels systèmes nécessite de spécifier explicitement le comportement des individus et les réactions de ceux-cis tout en produisant un modèle informatique qui doit être à la fois flexible et réutilisable. Les diagrammes d'états sont proposés comme une approche de programmation reposant sur une modélisation validée par l'expertise. Ils correspondent également à une spécification du code informatique désormais disponibles dans les outils logiciels de programmation agent. L'approche agent de type bottom-up permet d'obtenir des simulations de scénario "what-if" où le déroulement des actions peut nécessiter que les agents s'adaptent aux changements de contexte. Cette thèse propose également l'apprentissage pour un agent par l'emploi d'arbre de décision afin d'apporter flexibilité et lisibilité pour la définition du modèle de comportement des agents et une prise de décision adaptée au cours de la simulation. Notre approche de modélisation computationnelle est complémentaire aux approches traditionnelles et peut se révéler indispensable pour garantir une approche pluridisciplinaire validable par l'expertise. / Traditional approaches are not sufficient, and sometimes impossible in dealing with complexity issues such as emergence, self-organization, evolution and adaptation of complex systems. As illustrated in this thesis by the practical work of the author in a real-life project, the spreading of infectious disease as well as interventions could be considered as difusion processes on complex networks of heterogeneous individuals in a society which is considered as a reactive system. Modeling of this system requires explicitly specifying of each individual’s behaviors and (re)actions, and transforming them into computational model which has to be flexible, reusable, and ease of coding. Statechart, typical for model-based programming, is a good solution that the thesis proposes. Bottom-up agent based simulation finds emergence episodes in what-if scenarios that change rules governing agent’s behaviors that requires agents to learn to adapt with these changes. Decision tree learning is proposed to bring more flexibility and legibility in modeling of agent’s autonomous decision making during simulation runtime. Our proposition for computational models such as agent based models are complementary to traditional ones, and in some case they are unique solutions due to legal, ethical issues.
128

Livro de ofertas e dinâmica de preços: evidências a partir de dados da BOVESPA / Order book and price dynamics: evidence from São Paulo Stock Exchange data

Silva, Michel Alexandre da 18 September 2013 (has links)
Este trabalho possui um duplo objetivo: i) estudar os fatos estilizados do livro de ofertas dos papéis negociados na Bolsa de Valores de São Paulo (BOVESPA), assim como dos retornos engendrados pela dinâmica do livro de ofertas e ii) desenvolver um modelo de livro de ofertas baseado em agentes com o propósito de reproduzir tais fatos estilizados. Trabalhou-se com dados de junho/2006 a janeiro/2009 de uma amostra formada pelos vinte papéis mais negociados da BOVESPA. Os resultados empíricos corroboraram alguns fatos estilizados observados no estudo de papéis de outros países, mas refutaram outros. O modelo baseado em agentes conseguiu emular satisfatoriamente os fatos estilizados relacionados aos retornos, mas em se tratando da reprodução dos fatos estilizados do livro de ofertas o modelo foi menos eficaz. / This study has two aims: i) analyze the stylized facts of the order book of stocks traded in the São Paulo Stock Exchange (BOVESPA), as well as of the returns engendered by the order book dynamics and ii) develop an order book agent-based model able to reproduce such stylized facts. It was used data from June 2006 to January 2009 regarding a sample composed by the twenty most traded stocks in BOVESPA. The empirical results corroborated some stylized facts observed in stocks of other countries, but refuted others. The agent-based model successfully emulated the stylized facts concerning the returns; however, the model was less efficient in reproducing the stylized facts of the order book.
129

Avaliação do impacto da confiança em cadeias de suprimentos através de simulação baseada em agentes. / Impact of trust on agent-based simulation for supply chains.

Jalbut, André Domingues da Silva 24 October 2018 (has links)
Empresas em cadeias de suprimentos têm como objetivo maximizar suas produtividades, e consequentemente seus lucros. Uma maneira de estudar o comportamento destas cadeias é simulá-las utilizando uma abordagem multi-agentes. Neste trabalho, adicionamos múltiplos agentes nos níveis de um modelo amplamente adotado na literatura, denominado Beer Game, para avaliar a eficiência local e global dos fornecedores. Para tal, utilizamos perfis distintos baseados em confiança ou em preço. Medimos o impacto de usar tais políticas de seleção no capital acumulado pelos agentes, e concluímos que as parcerias baseadas em confiança são recomendáveis em cenários com ampla disseminação de informações verdadeiras, enquanto que as baseadas em lucro são mais vantajosas em cenários marcados por pouca comunicação ou pelo espalhamento de informações falsas. / Companies in supply chains have the objective of maximizing their productivities, and consequently their profits. A way of to study the behavior of these chains is to simulate them using a multi-agent-based approach. In this work, we added multiple agents at the levels of a widely adopted model in the literature, called Beer Game, to evaluate the local and global performance of suppliers. To do this, we use distinct profiles based on trust or price. We measure the impact of using such selection policies on the agents\' profit, and we could conclude that trust-based partnerships are recommended in scenarios with wide dissemination of true information, while profit-based partnerships are most advantageous in scenarios marked by poor communication or spreading false information.
130

Modelos aplicados ao crescimento e tratamento de tumores e à disseminação da dengue e tuberculose / Models applied to tumors growth and treatment and the spread of dengue and tuberculosis.

Cabella, Brenno Caetano Troca 31 May 2012 (has links)
A generalização de modelos de crescimento por meio de um parâmetro de controle foi primeiramente proposta por Richards, em 1959. Em nosso trabalho, propomos uma forma alternativa de generalização obtendo uma interpretação emp rica e outra microscopica do parâmetro de controle. Mais especificamente, quando consideramos a proliferacão de c elulas, o parâmetro est a relacionado ao alcance da interação e a dimensão fractal da estrutura celular. Obtemos a solucão anal ítica para esta equação diferencial. Mostramos que, atrav és da escolha apropriada da escala conseguimos o colapso de dados representando a independência em relacão aos parâmetros e as condições iniciais. Al ém disso, ao considerarmos a taxa de esforco como a retirada de indiví duos de uma população, podemos associ á-la ao tratamento visando extinguir uma populacãoo de c élulas cancerosas. Em modelos epidemiol ogicos, propomos modelar a dinâmica de transmissão da dengue utilizando equacões diferenciais ordin árias. Em nosso modelo, levamos em conta tanto a dinâmica do hospedeiro quanto a do vetor, assim temos o controle da dinâmica de ambas as populações. Inclu ímos tamb ém no modelo o efeito \"enhancing\" com intuito de verificar sua influência na dinâmica de disseminacão da doença. O efeito \"enhancing\" é considerado uma das principais hipóteses para explicar a dengue hemorr ágica que pode levar a morte. Fizemos o estudo de um modelo epidemiol ógico da dengue com o objetivo de revelar quais são os fatores que levam a disseminação desse caso mais severo da doenca e, possivelmente, sugerir polí ticas p úblicas de sa úde para evit á-lo. Implementamos tamb ém um modelo de transmissão da tuberculose fazendo uso da modelagem computacional baseada em agentes, que oferece a possibilidade de representar explicitamente heterogeneidades em nível individual. / The generalization of growth models by means of a control parameter was first proposed by Richards in 1959. In our work, we propose an alternative way to obtainin an empirical and microscopic interpretation of control parameter. More specically, when considering the proliferation of cells, the parameter is related to the range of interaction and the fractal dimension of the cell structure. We obtain the analytical solution for this dierential equation. We show that, by appropriate choice of scale we have data collapse, representing the independence on parameters and initial conditions. Furthermore, when considering the e ffort as rate the removal of individuals from a population, we can associate it with the treatment to extinguish cancer cells population. In epidemiological models, we propose to model the dynamics of dengue transmission using ordinary dierential equations. In our model, we take into account both the dynamics of the host and the vector, so we have control of the dynamics of both populations. We also included in the model the effect of enhancing in order to verify their inuence on the dynamics of disease spread. The effect of enhancing is considered one of the main hypotheses to explain the hemorrhagic fever that can lead to death. We study a model of epidemiology of dengue in order to reveal what are the factors that lead to the dissemination of this more severe case of the disease and, possibly suggesting public health policies to prevent it. We also implemented a model of tuberculosis transmission making use of agent-based computational modeling, which o ffers the possibility to explicitly represent heterogeneity at the individual level. This approach allows us to deal with each individual in particular, unlike the model of dierential equations, in which all individuals are in the same compartment interact in a similar way as in a mean field interaction.

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