No / Regular Network Data Envelopment Analysis (NDEA) models deal with evaluating the performance of a set of decision-making units (DMUs) with a two-stage construction in the context of a deterministic data set. In the real world, however, observations may display a stochastic behavior. To the best of our knowledge, despite the existing research done with different data types, studies on two-stage processes with stochastic data are still very limited. This paper proposes a two-stage network DEA model with stochastic data. The stochastic two-stage network DEA model is formulated based on the satisficing DEA models of chance-constrained programming and the leader-follower concepts. According to the probability distribution properties and under the assumption of the single random factor of the data, the probabilistic form of the model is transformed into its equivalent deterministic linear programming model. In addition, the relationship between the two stages as the leader and the follower, respectively, at different confidence levels and under different aspiration levels, is discussed. The proposed model is further applied to a real case concerning 16 commercial banks in China in order to confirm the applicability of the proposed approach at different confidence levels and under different aspiration levels.

Le problème de tournées de véhicules avec contrainte de capacité est un problème important en optimisation combinatoire. L'objectif du problème est de déterminer l'ensemble des routes, nécessaire pour servir les demandes déterministes des clients ayant un cout minimal, tout en respectant la capacité limite des véhicules. Cependant, dans de nombreuses applications réelles, nous sommes confrontés à des incertitudes sur les demandes des clients. La plupart des travaux qui ont traité ce problème ont supposé que les demandes des clients étaient des variables aléatoires. Nous nous proposons dans cette thèse de représenter l'incertitude sur les demandes des clients dans le cadre de la théorie de l'évidence - un formalisme alternatif pour modéliser les incertitudes. Pour résoudre le problème d'optimisation qui résulte, nous généralisons les approches de modélisation classiques en programmation stochastique. Précisément, nous proposons deux modèles pour ce problème. Le premier modèle, est une extension de l'approche chance-constrained programming, qui impose des bornes minimales pour la croyance et la plausibilité que la somme des demandes sur chaque route respecte la capacité des véhicules. Le deuxième modèle étend l'approche stochastic programming with recourse: l'incertitude sur les recours (actions correctives) possibles sur chaque route est représentée par une fonction de croyance et le coût d'une route est alors son coût classique (sans recours) additionné du pire coût espéré des recours. Certaines propriétés de ces deux modèles sont étudiées. Un algorithme de recuit simulé est adapté pour résoudre les deux modèles et est testé expérimentalement. / The capacitated vehicle routing problem is an important combinatorial optimisation problem. Its objective is to find a set of routes of minimum cost, such that a fleet of vehicles initially located at a depot service the deterministic demands of a set of customers, while respecting capacity limits of the vehicles. Still, in many real-life applications, we are faced with uncertainty on customer demands. Most of the research papers that handled this situation, assumed that customer demands are random variables. In this thesis, we propose to represent uncertainty on customer demands using evidence theory - an alternative uncertainty theory. To tackle the resulting optimisation problem, we extend classical stochastic programming modelling approaches. Specifically, we propose two models for this problem. The first model is an extension of the chance-constrained programming approach, which imposes certain minimum bounds on the belief and plausibility that the sum of the demands on each route respects the vehicle capacity. The second model extends the stochastic programming with recourse approach: it represents by a belief function for each route the uncertainty on its recourses (corrective actions) and defines the cost of a route as its classical cost (without recourse) plus the worst expected cost of its recourses. Some properties of these two models are studied. A simulated annealing algorithm is adapted to solve both models and is experimentally tested.

Le travail général de cette thèse consiste à étendre les outils analytiques et algébriques usuellement employés dans la résolution de problèmes combinatoires déterministes à un cadre combinatoire stochastique. Deux cadres distincts sont étudiés : les problèmes combinatoires stochastiques discrets et les problèmes stochastiques continus. Le cadre discret est abordé à travers le problème de la forêt couvrante de poids maximal dans une formulation Two-Stage à multi-scénarios. La version déterministe très connue de ce problème établit des liens entre la fonction de rang dans un matroïde et la formulation duale, via l'algorithme glouton. La formulation stochastique discrète du problème de la forêt maximale couvrante est transformée en un problème déterministe équivalent, mais du fait de la multiplicité des scénarios, le dual associé est en quelque sorte incomplet. Le travail réalisé ici consiste à comprendre en quelles circonstances la formulation duale atteint néanmoins un minimum égal au problème primal intégral. D'ordinaire, une approche combinatoire classique des problèmes de graphes pondérés consiste à rechercher des configurations particulières au sein des graphes, comme les circuits, et à explorer d'éventuelles recombinaisons. Pour donner une illustration simple, si on change d'une manière infinitésimale les valeurs de poids des arêtes d'un graphe, il est possible que la forêt couvrante de poids maximal se réorganise complètement. Ceci est vu comme un obstacle dans une approche purement combinatoire. Pourtant, certaines grandeurs analytiques vont varier de manière continue en fonction de ces variations infinitésimales, comme la somme des poids des arêtes choisies. Nous introduisons des fonctions qui rendent compte de ces variations continues, et nous examinons dans quels cas les formulations duales atteignent la même valeur que les formulations primales intégrales. Nous proposons une méthode d'approximation dans le cas contraire et nous statuons sur la NP complétude de ce type de problème.Les problèmes stochastiques continus sont abordés via le problème de sac à dos avec contrainte stochastique. La formulation est de type ``chance constraint'', et la dualisation par variable lagrangienne est adaptée à une situation où la probabilité de respecter la contrainte doit rester proche de $1$. Le modèle étudié est celui d'un sac à dos où les objets ont une valeur et un poids déterminés par des distributions normales. Dans notre approche, nous nous attachons à appliquer des méthodes de gradient directement sur la formulation en espérance de la fonction objectif et de la contrainte. Nous délaissons donc une possible reformulation classique du problème sous forme géométrique pour détailler les conditions de convergence de la méthode du gradient stochastique. Cette partie est illustrée par des tests numériques de comparaison avec la méthode SOCP sur des instances combinatoires avec méthode de Branch and Bound, et sur des instances relaxées. / The global purpose of this thesis is to study the conditions to extend analytical and algebraical properties commonly observed in the resolution of deterministic combinatorial problems to the corresponding stochastic formulations of these problems. Two distinct situations are treated : discrete combinatorial stochastic problems and continuous stochastic problems. Discrete situation is examined with the Two Stage formulation of the Maximum Weight Covering Forest. The well known corresponding deterministic formulation shows the connexions between the rank function of a matroid, the greedy algorithm , and the dual formulation. The discrete stochastic formulation of the Maximal Covering Forest is turned into a deterministic equivalent formulation, but, due to the number of scenarios, the associated dual is not complete. The work of this thesis leads to understand in which cases the dual formulation still has the same value as the primal integer formulation. Usually, classical combinatorial approaches aim to find particular configurations in the graph, as circuits, in order to handle possible reconfigurations. For example, slight modifications of the weights of the edges might change considerably the configuration of the Maximum Weight Covering Forest. This can be seen as an obstacle to handle pure combinatorial proofs. However, some global relevant quantities, like the global weight of the selected edges during the greedy algorithm, have a continuous variation in function of slight modifications. We introduce some functions in order to outline these continuous variations. And we state in which cases Primal integral problems have the same objective values as dual formulations. When it is not the case, we propose an approximation method and we examine the NP completeness of this problem.Continuous stochastic problems are presented with the stochastic Knapsack with chance constraint. Chance constraint and dual Lagrangian formulation are adapted in the case where the expected probability of not exceeding the knapsack capacity is close to $1$. The introduced model consists in items whose costs and rewards follow normal distributions. In our case, we try to apply direct gradient methods without reformulating the problem into geometrical terms. We detail convergence conditions of gradient based methods directly on the initial formulation. This part is illustrated with numerical tests on combinatorial instances and Branch and Bound evaluations on relaxed formulations.

Clusters are concentrations of companies that reached a critical mass and that produce together all elements of the value chain. This research will look at the Design Services Industry and its clusters. The forming of clusters will be illustrated by examples from The Netherlands and Taiwan. To structure the research an adapted model of the Porter’s diamond is used to analyze the two countries. Porter’s diamond discusses the microeconomic foundations of competition that influence and stimulate the forming of clusters. The four major components of the model are factor conditions, demand conditions, supporting and related industries and strategy, structure and rivalry. These components can be influenced by governments and chance. The adaptations to the model consist first of making the components of virtual clusters more explicit by mentioning elements that can be leveraged by information technology And second by adding attention to the attraction and retaining of talent. The Design services industry has a special need of talent which some also call the creative class. The analysis identified several differences between the two researched countries. These differences can be seen as opportunities for improvement by the design service industries in both countries. Keywords: Design, Cluster, Factor conditions, Demand conditions, Supporting and related industries, Strategy, Structure, Rivalry, Government, Chance, Information Technology, Talent, Creative class.

This thesis analyses the long-distance control of the environmentally-situated imagination, in both spatial and temporal dimensions. Central to the project is what I call the extended social brain hypothesis. Grounded in the Peircean conception of 'pragmaticism‘, this re-introduces technical intelligence to Dunbar‘s social brain—conceptually, through Clark‘s 'extended mind‘ philosophy, and materially, through Callon‘s 'actor–network theory‘. I claim that: There is no subjectivity without intersubjectivity. That is to say: as an evolutionary matter, it was necessary for the empathic capacities to evolve before the sense of self we identify as human could emerge. Intersubjectivity is critical to human communication, because of its role in interpreting intention. While the idea that human communication requires three levels of intentionality carries analytical weight, I argue that the inflationary trajectory is wrong as an evolutionary matter. The trend is instead towards increasing powers of individuation. The capacity for tool-use is emphasized less under the social brain hypothesis, but the importance of digital manipulation needs to be reasserted as part of a mature ontology. These claims are modulated to substantiate the work-maker, a socially situated (and embodied) creative agent who draws together Peircean notions of epistemology, phenomenology and oral performance.

La recherche entreprise est une étude des œuvres romanesques de Luigi Pirandello, étude dont le fil conducteur est le rapport inextricable d’ordre et de désordre. Prisonniers d’une forme, les personnages pirandelliens tentent de se libérer à travers un questionnement existentiel sans fin qui leur fait prendre conscience des limites de leur être, mais aussi de leur difficulté à communiquer. Confrontés au regard de l’ « Autre », ils apparaissent toujours porteurs d’un masque, ce qui leur dénie toute identité stable et définitive. Et il n’est pas étonnant, dans ces conditions, que chaque personnage soit tout à la fois « un, personne et cent mille ». D’où le relativisme de Pirandello et sa théorie de l’humorisme qui vise à montrer les choses dans leur profondeur et leur abyssale complexité. En effet, pour Pirandello la réalité est multiple et changeante en fonction des points de vue. De plus, elle est souvent le résultat d’une série de hasards qui la mettent à l’épreuve du chaos, ce qui induit, chez les personnages, doute, incertitude et mal-être. C’est pourquoi leur quête de vérité et d’authenticité sera toujours infinie, sans cesse renouvelée. Entre désir de fuite et retours en arrière, leur vie sera – quelle qu’en soit la forme – illusoire. Tout au plus une fiction. / The research undertaken here is a study of Pirandello’s novels ; a study with the inextricable relationship between order and disorder as a main theme. Imprisoned in their form, Pirandello’s characters attempt to free themselves through an endless existential questioning which makes them aware of their limitations as beings, and their difficulties to communicate. Confronted to the eyes of “others”, they always appear with a mask on, which denies them any stable and clear-cut identity. As a consequence it is not surprising that each character is at once “one, nobody and a hundred thousand”. This explains Pirandello’s relativism and his theory of humour which aims at showing things in depth and in their abyssal complexity. Indeed, in Pirandello’s view, reality is multiple changing depending on the points of view; Moreover, it is often a series of chances which puts it to the test of chaos, which entails doubt, uncertainty and discomfort on the characters. That is why their quest of truth and authenticity will always be infinite, continually renewed between the will to escape and backwards looks to the past, their lives –whatever their forms – will be illusory- a fiction at the most.

This thesis investigates the Roman idea of fortuna, by examining its representation in different media (coins, cults, philosophy, and literature) and the thought worlds which these media inhabited. Drawing chiefly on evidence from the late Republic and the first two centuries of the Empire, I examine the interactions between the meanings of fortuna and the contexts in which they occur, showing how fortuna was used to construct understandings of broader social processes. Chapter 1 charts how various groups and individuals appropriated the religious character of fortuna into discourses of power to promote their interests, from the first archaic cults through to Imperial fortunae. By propitiating fortuna, the founders and worshippers of these cults attempted to ‘tame’ fortuna by representing themselves or the groups to which they belonged as particularly favoured by this deity. Chapter 2 examines how literary authors used fortuna to talk about ideas of social status, luck, chance, and fate. How these authors chose to describe fortuna, or which powers they chose to ascribe to her, were choices frequently determined by the text’s relationship to the structures of Roman power. Chapter 3 examines the iconography of fortuna on Imperial coins, for which I used a statistical methodology to quantify her numismatic representation. This sets our understanding of the interconnections between numismatic iconography and cultural and political history on a firmer basis and allows us to analyse more precisely how fortuna was imagined in imperial ideology. I look at the periods in which fortuna was most often deployed and when her iconography and legends underwent the greatest changes, discussing the political and cultural contexts that motivated these uses. Chapter 4 addresses philosophical conceptions of fortuna. I look at what was peculiarly Roman about how Roman Stoics and Epicureans figured fortuna in their physics and ethics, focusing especially on the philosophical and cultural implications of their concern with fortuna.

Le hasard est un thème classique et récurrent en sciences humaines mais ne constitue guère un objet à part entière pour la discipline sociologique. Le plus souvent, le vocable est évoqué pour l’analyse d’autres thématiques. Des champs tels que la sociologie des risques font ainsi avancer la réflexion sur la question de l’aléa mais ne la situent pas au centre des recherches. Pour comprendre les motifs de cette occultation, ce travail place le hasard comme objet sociologique et l’interroge sous ses angles théoriques et empiriques. L’objectif est de saisir son utilité en société, pour les membres et les institutions la formant, afin d’en révéler les fonctions et les modalités.Pour ce faire, une première partie explore les domaines de la connaissance étudiant le hasard à travers leurs théorisations respectives en suivant une logique pluridisciplinaire (philosophie, mathématiques, physiques, biologie, économie, anthropologie et sociologie). Ensuite, un terrain spécifique est retenu pour rendre compte des manières de vivre ce hasard dans des pratiques quotidiennes. Choisis pour leur popularité, les jeux d’alea sont étudiés dans une deuxième partie rapportant les investigations menées dans les trois secteurs historiques des jeux en France : la « Française des Jeux », les casinos et le « Pari Mutuel Urbain ». Dans un va-et-vient permanent entre recherches théorique et empirique, la place du hasard se laisse finalement appréhender : à la fois concept et moteur d’action, celui-ci s’inscrit dans une dynamique imaginaire traduite par ses représentations. Une troisième partie analyse ce processus de création et d’appréhension du monde social en reliant les connaissances acquises au cours des deux parties précédentes. Finalement, le statut et le rôle de l’aléa dans notre société contemporaine sont mieux appréhendés. / Chance is a classic and recurring theme in social sciences but does not really, by itself, constitute a sociological research topic. The term is generally used in the study of other subjects. For instance, fields such as the “sociology of risks” moved the issue of chance forward by using it in analyses, but these fields do not focus research on chance by itself. To understand the reasons for this, this study views chance as a sociological subject, and investigates it from its theoretical and empirical perspectives. The objective is to discover its usefulness in society, for the members and institutions which form that society, in order to expose the functions of chance.In order to achieve this, the first part of the study explores the different fields of knowledge which study chance in their respective theories, using a multidisciplinary logic (philosophy, mathematics, physics, biology, economics, anthropology and sociology.) Then, a specific field is selected to report ways of living this random and practice chance in everyday life. Because of their popularity, games of chance are studied in a second part of related investigations conducted in the three traditional sectors of games of chance in France: “Française des Jeux” (“French Games,”) casinos, and “Pari Mutuel Urbain” (“Urban Pari-Mutuel Betting.”) In going back-and-forth between theoretical and empirical research, the role of chance is finally understood: both in concept and as a motivation to act, chance is part of an imaginary dynamic that appears in its representations. A third section analyzes this process of creating and understanding the social world by linking the knowledge gained during the previous two parts. Finally, the place and the role of random in our contemporary society are better understood.

Made available in DSpace on 2016-04-26T18:10:28Z (GMT). No. of bitstreams: 1 Fabrizio Augusto Poltronieri.pdf: 57981331 bytes, checksum: fe9b36cd46534d06ecccf249b61c2f84 (MD5) Previous issue date: 2010-11-24 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This research discusses the role of chance in creative procedures related to computational art. Computational art is defined as the set of artistic practices developed from automation and programming methods that use computational apparatus as a mediator, through its playful features, fundamentally towards the game. We believe that chance plays a fundamental and essential role in this mode of art practice, and to justify our belief, we propose a study that maps the context in which computational art arises and the philosophical and scientific processes that lead us to believe that chance is essential to this area. We propose an understanding of key concepts involved in the proposed theme from dialogues with the theories of Vilem Flusser (19201991) about the apparatus, Charles Sanders Peirce (1839-1914) about the chance and its implications in the field of semiotics and Friedrich Schiller (1759-1805) and Hans-Georg Gadamer (1900-2002) in the field of play. We support the hypothesis that the acceptance of chance - as the first and basic constituent element of every form of organization - consciously by artists who deal with computational procedures, incorporating its manifestations in a free and playful in their artworks, may help in the understanding of the contemporary moment, marked by the omnipresence and at the same time, ignorance about the apparatuss and its operation, which occurs through symbolic exchanges marked by specific programming languages. We validate our focus through the analysis of some proposed and implemented artistic games by;the system of art pmdn + zero do Brasil / A presente pesquisa tem como objeto de estudo o papel do acaso nos procedimentos de criação relacionados à arte computacional, no âmbito das estéticas da comunicação. Denominamos arte computacional o conjunto de práticas artísticas desenvolvidas a partir de métodos de programação e automatização que utilizam o aparelho computacional como mediador, através de suas características lúdicas, fundamentalmente voltadas ao jogo. Acreditamos que o acaso desempenha um papel fundamental e essencial nesta modalidade de fazer artístico, configurando uma estética particular do campo da comunicação. Os processos de comunicação envolvidos nesta estética particular são abordados cientificamente a partir do conceito peirceano de sinequismo, que estabelece princípios para o livre comércio sígnico. Para justificar nossa hipótese, propomos uma pesquisa que mapeia o contexto em que surge a arte computacional e os processos científicos e filosóficos que nos levam a crer que o acaso é indispensável a esta área. Propomos uma compreensão dos principais conceitos envolvidos na temática proposta a partir de diálogos com as teorias de Vilém Flusser (1920-1991) a respeito do aparelho, de Charles Sanders Peirce (1839-1914) a respeito do acaso e de suas implicações no campo da fenomenologia e de Friedrich Schiller (1759-1805) e de Hans-Georg Gadamer (1900-2002) no campo do jogo. Defendemos a hipótese de que a aceitação do acaso - como elemento primeiro e constituinte básico de toda forma de organização - de maneira consciente pelos artistas que lidam com procedimentos computacionais, incorporando suas manifestações de modo livre e lúdico em suas obras, pode auxiliar a compreensão e o esclarecimento do momento contemporâneo, marcado pela onipresença e, ao mesmo tempo, desconhecimento acerca dos aparelhos e de seu modo de funcionamento, que se dão através de trocas simbólicas marcadas por linguagens específicas de programação. Justificamos nossa aposta com a análise de alguns jogos artísticos propostas e executados pelo sistema de arte pmdn +zero do Brasil, grupo com o qual estive envolvido ao longo da pesquisa que resultou nesta tese

The future of the electric grid requires advanced control technologies to reliably integrate high level of renewable generation and residential and small commercial distributed energy resources (DERs). Flexible loads are known as a vital component of future power systems with the potential to boost the overall system efficiency. Recent work has expanded the role of flexible and controllable energy resources, such as energy storage and dispatchable demand, to regulate power imbalances and stabilize grid frequency. This leads to the DER aggregators to develop concepts such as the virtual energy storage system (VESS). VESSs aggregate the flexible loads and energy resources and dispatch them akin to a grid-scale battery to provide flexibility to the system operator. Since the level of flexibility from aggregated DERs is uncertain and time varying, the VESSs’ dispatch can be challenging. To optimally dispatch uncertain, energy-constrained reserves, model predictive control offers a viable tool to develop an appropriate trade-off between closed-loop performance and robustness of the dispatch. To improve the system operation, flexible VESSs can be formulated probabilistically and can be realized with chance-constrained model predictive control. The large-scale deployment of flexible loads needs to carefully consider the existing regulation schemes in power systems, i.e., generator droop control. In this work first, we investigate the complex nature of system-wide frequency stability from time-delays in actuation of dispatchable loads. Then, we studied the robustness and performance trade-offs in receding horizon control with uncertain energy resources. The uncertainty studied herein is associated with estimating the capacity of and the estimated state of charge from an aggregation of DERs. The concept of uncertain flexible resources in markets leads to maximizing capacity bids or control authority which leads to dynamic capacity saturation (DCS) of flexible resources. We show there exists a sensitive trade-off between robustness of the optimized dispatch and closed-loop system performance and sacrificing some robustness in the dispatch of the uncertain energy capacity can significantly improve system performance. We proposed and formulated a risk-based chance constrained MPC (RB-CC-MPC) to co-optimize the operational risk of prematurely saturating the virtual energy storage system against deviating generators from their scheduled set-point. On a fast minutely timescale, the RB-CC-MPC coordinates energy-constrained virtual resources to minimize unscheduled participation of ramp-rate limited generators for balancing variability from renewable generation, while taking into account grid conditions. We show under the proposed method it is possible to improve the performance of the controller over conventional distributionally robust methods by more than 20%. Moreover, a hardware-in-the-loop (HIL) simulation of a cyber-physical system consisting of packetized energy management (PEM) enabled DERs, flexible VESSs and transmission grid is developed in this work. A predictive, energy-constrained dispatch of aggregated PEM-enabled DERs is formulated, implemented, and validated on the HIL cyber-physical platform. The experimental results demonstrate that the existing control schemes, such as AGC, dispatch VESSs without regard to their energy state, which leads to unexpected capacity saturation. By accounting for the energy states of VESSs, model-predictive control (MPC) can optimally dispatch conventional generators and VESSs to overcome disturbances while avoiding undesired capacity saturation. The results show the improvement in dynamics by using MPC over conventional AGC and droop for a system with energy-constrained resources.