Made available in DSpace on 2014-06-11T19:30:52Z (GMT). No. of bitstreams: 0 Previous issue date: 2005-04-29Bitstream added on 2014-06-13T19:00:51Z : No. of bitstreams: 1 hashimoto_shm_dr_ilha.pdf: 3505990 bytes, checksum: 86eb5da27160760afefec6614a16a090 (MD5) / Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) / O problema de planejamento de sistemas de transmissão é um problema de programação não-linear inteira mista (PNLIM) quando é usado o modelo DC. Praticamente todos os algoritmos usados para resolver este problema utilizam uma subrotina de programação linear (PL) para resolver problemas de PL resultantes do algoritmo de solução do problema de planejamento. Às vezes a resolução desses problemas de PL representa o maior esforço computacional dos algoritmos de planejamento. A particularidade desses problemas de PL é que, na solução ótima, apenas algumas restrições de desigualdade estão ativas. Este trabalho considera a formulação e a implementação computacional de vários algoritmos de PL resultantes, ou seja, os algoritmos propostos fazem modificações nos problemas de PL resultantes dos modelos de transportes e DC de maneira que apresentam uma única restrição de igualdade, a equação de balanço de potência ativa, e muitas restrições de desigualdade. É usado um algoritmo dual simplex canalizado e uma estratégia de relaxação para resolver esses problemas de PL que inicia o processo de otimização com uma única restrição de igualdade e, em cada passo, é adicionada a restrição mais violada. Portanto, a lógica de trabalho é parecida com a proposta apresentada por Brian Stott para o planejamento da operação de sistemas elétricos. Os resultados encontrados mostram um desempenho superior do algoritmo quando comparados com métodos do tipo primal simplex. / The transmission network planning problem is a non linear integer mixed programming problem (NLIMP) which used the DC model. Most of the algorithms used to solve this problem use a linear programming subroutine (LP) to solve LP problems resulting from planning algorithms. Sometimes the resolution of these LP problems represents a major computational effort of planning algorithms. The particularity of these LP problems in optimal solution is that only some inequality constraints are binding. This work considers the formulation and the computational implementation of algorithms several of the LP problems resulting, i.e., the proposed algorithms make modifications in the LP problems resulting of the transports and DC models so that present an only equality constraint, only one equality constraint, the power flow equation, and many inequality constraints. It is used a dual simplex algorithm and a relaxation strategy to solve these LP problems_ which start the optimization process with only one equality constraint and, in each step, the most unfeasible constraint is added. Then, the logic used is similar to the proposal presented in Brian Stott for electric systems operation planning. The results show a higher performance of the algorithm when compared to primal simplex methods.

Title: Complexity Theory in Feasible Mathematics Author: Ján Pich Department: Department of Algebra Supervisor: Prof. RNDr. Jan Krajíček, DrSc., MAE Abstract: We study the provability of statements and conjectures from Complex- ity Theory in Bounded Arithmetic. First, modulo a hardness assumption, we show that theories weaker in terms of provably total functions than Buss's theory S1 2 cannot prove nk -size circuit lower bounds for SAT formalized as a Σb 2-formula LB(SAT, nk ). In particular, the true universal first-order theory in the language containing names for all uniform NC1 algorithms denoted TNC1 does not prove LB(SAT, n4kc ) where k ≥ 1, c ≥ 2 unless each function f ∈ SIZE(nk ) can be approximated by formulas Fn of subexponential size 2O(n1/c) with subexponential advantage: Px∈{0,1}n [Fn(x) = f(x)] ≥ 1/2 + 1/2O(n1/c) . Unconditionally, V 0 does not prove quasipolynomial nlog n -size circuit lower bounds for SAT. Considering upper bounds, we prove the PCP theorem in Cook's theory PV1. This includes a formalization of the (n, d, λ)-graphs in PV1. A consequence of the result is that Extended Frege proof system admits p-size proofs of tautologies encoding the PCP theorem. Keywords: Circuit Lower Bounds, Bounded Arithmetic, The PCP theorem

The U.S. social security system faces funding pressure due to the aging of the population. This dissertation examines the welfare cost of social security reform and social security policy uncertainty under rational expectations and under learning. I provide an overview of the U.S. social security system in Chapter I. In Chapter II, I construct an analytically tractable two-period OLG model with capital, social security, and endogenous government debt. I demonstrate the existence of steady states depends on social security parameters. I demonstrate a saddle-node bifurcation of steady states numerically, and demonstrate a transcritical bifurcation analytically. I show that if a proposed social security reform is large enough, or if the probability of reform is high enough, the economy will converge to a steady state. In Chapter III, I develop a three-period lifecycle model. The model is inherently forward looking, which allows for more interesting policy analysis. With three periods, the young worker's saving-consumption decision depends on her expectation of future capital. This forward looking allows analysis of multi-period uncertainty. Analysis in the three-period model suggests that policy uncertainty may have lasting consequences, even after reform is enacted. In Chapter IV, I develop two theories of bounded rationality called life-cycle horizon learning and finite horizon life-cycle learning. In both models, agents use adaptive expectations to forecast future aggregates, such as wages and interest rates. This adaptive learning feature introduces cyclical dynamics along a transition path, which magnify the welfare cost of changes in policy and policy uncertainty. I model policy uncertainty as a stochastic process in which reform takes place in one of two periods as either a benefit cut or a tax increase. I find the welfare cost of this policy uncertainty is less than 0.25% of period consumption in a standard, rational expectations framework. The welfare cost of policy uncertainty is larger in the learning models; the worst-off cohort in the life-cycle horizon learning model would be willing to give up 1.98% of period consumption to avoid policy uncertainty.

For my thesis I discussed the struggles of growing up with a bounded racial identity through the medium of animation. Portraying through the personal stories I have endured, I explain to my viewers how often I struggled with my internal and external identities that either ignored or confronted the ignorance and racial mistreatment I faced growing up. The hope for my animation is to have viewers acknowledge the issue of the bounded racial identity and hopefully begin a dialogue that ignites change.

O progresso tecnológico e a inovação são geralmente aceitos como propulsores do desenvolvimento econômico das nações. No entanto, a compreensão quanto aos mecanismos subjacentes ao desenvolvimento ainda parece ser um desafio tanto para pesquisa quanto para a formulação de políticas públicas. Isso requer uma avaliação empírica na forma como a atividade econômica é criada e absorvida pelos diferentes agentes econômicos dando a forma e escopo da organização industrial em uma região ou setor. Tendo com base a teoria evolucionária da mudança técnica e na teoria dos custos de transação, organização industrial é definida como relações econômicas de complementaridades tecnológicas onde as firmas estabelecem interfaces tecnológicas com outras em função dos seus próprios limites. A forma com que firmas lidam com os seus próprios limites, irá determinar o potencial dinâmico da organização industrial. Está pesquisa visa responder a seguinte pergunta: o que determina a forma e o escopo da indústria e sua dinâmica subjacente? Para responder essa questão, este estudo irá analisar os recentes desenvolvimentos da Indústria da construção naval brasileira e offshore Brasileira onde, nos últimos anos, houve uma grande mobilização institucional para viabilizar o catch-up de tecnologia e competitividade no setor. O cenário recente de construção e ampliação de capacidades das empresas em uma indústria complexa permite observar a dinâmica da organização industrial por meio da análise das interfaces tecnológicas. A pesquisa traz uma revisão da dinâmica e evolução da indústria naval nos principais polos produtores do mundo e, posteriormente, parte para a análise detalhada do desenvolvimento de da indústria no Brasil através da descrição do conjunto de interfaces tecnológicas e relações industriais inerentes ao arranjo de um grande estaleiro. Os resultados mostram que, apesar da elaboração de políticas que visam favorecer o desenvolvimento do setor, a indústria depende da capacidade dos diversos agentes econômicos absorverem os conhecimentos necessários e dar coesão às interfaces tecnológicas. Paradoxalmente, precede à geração de uma dinâmica industrial, buscar dar estabilidade às interfaces tecnológicas com o intuito de acelerar o processo de aprendizagem. Isso depende da integração dos diferentes atores envolvidos. Embora o estaleiro analisado detenha os ativos específicos que denotam um potencial competitivo, o mesmo busca superar os limites de conhecimento por meio da intensificação de transferência de tecnologia que lhe permita utilizar as tecnologias e, principalmente, dar fluxos e rotinas necessárias para operar de forma mais eficiente. Apesar do ambiente institucional favorável que deu origem ao ressurgimento do setor, a janela de oportunidade criada pelas instituições é limitada. Portanto, o setor precisa encontrar maneiras de aprender mais rápido, porém é preciso escolher mecanismos que economizem nos custos de construção de capacidades. Dado os limites das capacidades das empresas brasileiras, mecanismos de transferência de tecnologia parecem ser uma das principais estratégias para reduzir esses custos. / Technological progress and Innovation are generally accepted as the fundamental phenomenon of economic development of nations. However, understanding the underlying mechanisms behind 'development' still seems to be a challenge. This requires an empirical assessment into the way economic activity is created and distributed across firms and markets giving the shape and scope of industrial organization. Drawing on evolutionary and transaction costs, industrial organization is defined as economic relations of technological complementarities where bounded capabilities connect through technological interfaces. The way firms and markets deal with their capability boundedness will determine the dynamic potential that can be generated in the economic system. This research begins by asking what determines shape and scope of industries and its underlying dynamics? In order to address this question, this thesis will analyze the recent developments of the Brazilian Shipbuilding and Offshore Industry where government has put in place an entire institutional arrangement to boost industrial/market competitiveness and technological catch-up in the hopes of generating economic development. The scenario of a re-emerging complex sector where the capabilities of firms are under construction, allows the examination of the dynamics behind the organization of the industry through the analysis the different technological interfaces involved. The research begins by first analyzing the evolution and dynamics of the shipbuilding sector worldwide and later, it explores the recent shape, scope and dynamics of the Brazilian Shipbuilding Industry by assessing, describing and analyzing the set of technological interfaces and bounded capabilities found at one shipyard. Results show that despite of the policies designed to promote the development of the sector, the industry depends on the ability of the various economic agents absorb the necessary knowledge and give cohesion to technological interfaces. Paradoxically, project stability seems to precede industrial dynamics in order to accelerate learning process and effectively succeed in catching-up. It depends on the internal and external integration of the different actors involved. While the analyzed site has current specific assets that denote a competitive potential, it sought to overcome the limits of knowledge through the intensification of technology transfer. Instability at the interfaces play against learning. This is increasingly improving through the intensification of knowledge transfer with the international partner. Despite the favorable institutional environment intended to provide the industry with some time to catch up, the window of opportunity created by it may not be long enough. Therefore, the industry needs to find a way to learn faster. Technological transfer mechanisms should be used to reduce the costs of building capabilities.

No description available.

xiii, 230 p. : ill. (some col.) / I develop a model in which a representative consumer selects an affordable consumption bundle, not as a single choice, but as the end result of a series of smaller, incremental purchase decisions. If the array of such incremental choices facing the consumer is sufficiently complex relative to the consumer's computational abilities, then the consumer may choose to employ a simplifying heuristic or rule-of-thumb to guide her behavior. I demonstrate the existence of a simple and well-defined example of such a strategy, based upon a satisficing decision rule. I further show that in the strategic setting defined by the interaction between consumers and firms that compete in prices, this satisficing strategy can form part of a Nash equilibrium, despite being ex ante only boundedly rational. The use of this satisficing demand strategy fundamentally alters the nature of price competition between firms (relative to the standard Bertrand model), changing the shape of the firm best response functions. The use of a satisficing strategy alters the incentives of firms, and these altered firm incentives lead to pricing behavior which has the effect of rationalizing the satisficing consumption strategy, so that a truly novel class of Nash equilibria in price-competing markets can be shown to exist under certain conditions. We explore the nature of this new class of equilibria, and find that equilibrium prices may be higher than those which would be obtained in the standard Bertrand case. In general, demand curves for each distinct good will have a kinked shape, similar to those found in 1939 papers by both Sweezy and Hall & Hitch. The Nash equilibrium profile will involve the kink in each demand curve coinciding with the equilibrium price for the corresponding good. The equilibrium price vector will therefore be robust to "small" fluctuations in cost (since marginal revenue is discontinuous at the equilibrium price), and under certain conditions, we find that prices may be upwardly flexible but downwardly rigid. We make an argument that the main results of the paper generalize from a representative agent setting to one with a population of heterogeneous consumers. / Committee in charge: Dr. Van Kolpin， Chairperson； Dr. Christopher J. Ellis， Member； Dr. Jeremy Piger， Member； Dr. Renee Irvin， Outside Member

This dissertation studies the impact embedding boundedly rational agents in real business cycle-type news-shock models may have on a variety of model predictions, from simulated moments to structural parameter estimates. In particular, I analyze the qualitative and quantitative effects of assuming agents are boundedly rational in a class of DSGE models which attempt to explain the observed volatility and comovements in key aggregate measures of U.S. economic performance as the result of endogenous responses to information in the form of ``news shocks''. The first chapter explores the theoretical feasibility of relaxing the rational expectations hypothesis in a three-sector real business cycle (RBC) model which generates boom-bust cycles as a result of periods of optimism and pessimism on the part of households. The second chapter determines whether agents forming linear forecasts of shadow prices in a nonlinear framework can lead to behavior approximately consistent with fully informed individuals in a one-sector real business cycle model. The third chapter analyzes whether empirical estimates of the relative importance of anticipated shocks may be biased by assuming rational expectations. By merging the two hitherto separate but complementary strands of literature related to bounded rationality and news shocks I am able to conduct in-depth analysis of the importance of both the information agents have and what they choose to do with it. At its core, the study of news in macroeconomics is a study of the specific role alternative information sets play in generating macroeconomic volatility. Adaptive learning on the other hand is concerned with the behavior of agents given an information set. Taken together, these fields jointly describe the input and the ``black box'' which produce model predictions from DSGE models. While previous research has been conducted on the effects of bounded rationality or news shocks in isolation, this dissertation marks the first set of research explicitly focused on the interaction of these two model features.

O progresso tecnológico e a inovação são geralmente aceitos como propulsores do desenvolvimento econômico das nações. No entanto, a compreensão quanto aos mecanismos subjacentes ao desenvolvimento ainda parece ser um desafio tanto para pesquisa quanto para a formulação de políticas públicas. Isso requer uma avaliação empírica na forma como a atividade econômica é criada e absorvida pelos diferentes agentes econômicos dando a forma e escopo da organização industrial em uma região ou setor. Tendo com base a teoria evolucionária da mudança técnica e na teoria dos custos de transação, organização industrial é definida como relações econômicas de complementaridades tecnológicas onde as firmas estabelecem interfaces tecnológicas com outras em função dos seus próprios limites. A forma com que firmas lidam com os seus próprios limites, irá determinar o potencial dinâmico da organização industrial. Está pesquisa visa responder a seguinte pergunta: o que determina a forma e o escopo da indústria e sua dinâmica subjacente? Para responder essa questão, este estudo irá analisar os recentes desenvolvimentos da Indústria da construção naval brasileira e offshore Brasileira onde, nos últimos anos, houve uma grande mobilização institucional para viabilizar o catch-up de tecnologia e competitividade no setor. O cenário recente de construção e ampliação de capacidades das empresas em uma indústria complexa permite observar a dinâmica da organização industrial por meio da análise das interfaces tecnológicas. A pesquisa traz uma revisão da dinâmica e evolução da indústria naval nos principais polos produtores do mundo e, posteriormente, parte para a análise detalhada do desenvolvimento de da indústria no Brasil através da descrição do conjunto de interfaces tecnológicas e relações industriais inerentes ao arranjo de um grande estaleiro. Os resultados mostram que, apesar da elaboração de políticas que visam favorecer o desenvolvimento do setor, a indústria depende da capacidade dos diversos agentes econômicos absorverem os conhecimentos necessários e dar coesão às interfaces tecnológicas. Paradoxalmente, precede à geração de uma dinâmica industrial, buscar dar estabilidade às interfaces tecnológicas com o intuito de acelerar o processo de aprendizagem. Isso depende da integração dos diferentes atores envolvidos. Embora o estaleiro analisado detenha os ativos específicos que denotam um potencial competitivo, o mesmo busca superar os limites de conhecimento por meio da intensificação de transferência de tecnologia que lhe permita utilizar as tecnologias e, principalmente, dar fluxos e rotinas necessárias para operar de forma mais eficiente. Apesar do ambiente institucional favorável que deu origem ao ressurgimento do setor, a janela de oportunidade criada pelas instituições é limitada. Portanto, o setor precisa encontrar maneiras de aprender mais rápido, porém é preciso escolher mecanismos que economizem nos custos de construção de capacidades. Dado os limites das capacidades das empresas brasileiras, mecanismos de transferência de tecnologia parecem ser uma das principais estratégias para reduzir esses custos. / Technological progress and Innovation are generally accepted as the fundamental phenomenon of economic development of nations. However, understanding the underlying mechanisms behind 'development' still seems to be a challenge. This requires an empirical assessment into the way economic activity is created and distributed across firms and markets giving the shape and scope of industrial organization. Drawing on evolutionary and transaction costs, industrial organization is defined as economic relations of technological complementarities where bounded capabilities connect through technological interfaces. The way firms and markets deal with their capability boundedness will determine the dynamic potential that can be generated in the economic system. This research begins by asking what determines shape and scope of industries and its underlying dynamics? In order to address this question, this thesis will analyze the recent developments of the Brazilian Shipbuilding and Offshore Industry where government has put in place an entire institutional arrangement to boost industrial/market competitiveness and technological catch-up in the hopes of generating economic development. The scenario of a re-emerging complex sector where the capabilities of firms are under construction, allows the examination of the dynamics behind the organization of the industry through the analysis the different technological interfaces involved. The research begins by first analyzing the evolution and dynamics of the shipbuilding sector worldwide and later, it explores the recent shape, scope and dynamics of the Brazilian Shipbuilding Industry by assessing, describing and analyzing the set of technological interfaces and bounded capabilities found at one shipyard. Results show that despite of the policies designed to promote the development of the sector, the industry depends on the ability of the various economic agents absorb the necessary knowledge and give cohesion to technological interfaces. Paradoxically, project stability seems to precede industrial dynamics in order to accelerate learning process and effectively succeed in catching-up. It depends on the internal and external integration of the different actors involved. While the analyzed site has current specific assets that denote a competitive potential, it sought to overcome the limits of knowledge through the intensification of technology transfer. Instability at the interfaces play against learning. This is increasingly improving through the intensification of knowledge transfer with the international partner. Despite the favorable institutional environment intended to provide the industry with some time to catch up, the window of opportunity created by it may not be long enough. Therefore, the industry needs to find a way to learn faster. Technological transfer mechanisms should be used to reduce the costs of building capabilities.

Provamos o Teorema do Limite Central para transformações expansoras por pedaços em um intervalo e observáveis com variação limitada. Utilizamos a abordagem desenvolvida por R. Rousseau-Egele, como apresentada por A. Broise. O método da demonstração se baseia no estudo de pertubações do operador de transferência de Ruelle-Perron-Frobenius. Uma contribuição original é dada no último capítulo, onde provamos que, para transformações markovianas expansoras, todos os observáveis não constantes, contínuos e com variação limitada não são infinitamente cohomólogos à zero, generalizando um resultado de Bamón, Rivera-Letelier, Urzúa and Kiwi para observáveis lipschitzianos e transformações \'z POT. n\' . A demonstração se baseia na teoria dos operadores de Ruelle-Perron-Frobenius desenvolvida nos capítulos anteriores / We prove the Central Limit Theorem for piecewise expanding interval transformations and observables with bounded variation, using the approach of J.Rousseau-Egele as described by A. Broise. This approach makes use of pertubations of the so-called Ruelle-Perron-Frobenius transfer operator. An original contribution is given in the last chapter, where we prove that for Markovian expanding interval maps all observables which are non constant, continuous and have bounded variation are not infinitely cohomologous with zero, generalizing a result by Bamón, Rivera-Letelier, Urzúa and Kiwi for Lipschitzian observables and the transformations \'z POT. n\' . Our demosntration uses the theory of Ruelle-Perron-Frobenius operators developed in the previos chapters