Interval uncertainty affects our decision making activities on a daily basis making the data structure of intervals of real numbers more and more popular in theoretical models and related software applications. Natural questions for people or businesses that face interval uncertainty in their data when dealing with cooperation are how to form the coalitions and how to distribute the collective gains or costs. The theory of cooperative interval games is a suitable tool for answering these questions. In this thesis, the classical theory of cooperative games is extended to cooperative interval games. First, basic notions and facts from classical cooperative game theory and interval calculus are given. Then, the model of cooperative interval games is introduced and basic definitions are given. Solution concepts of selection-type and interval-type for cooperative interval games are intensively studied. Further, special classes of cooperative interval games like convex interval games and big boss interval games are introduced and various characterizations are given. Some economic and Operations Research situations such as airport, bankruptcy and sequencing with interval data and related interval games have been also studied. Finally, some algorithmic aspects related with the interval Shapley value and the interval core are considered.

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No. of bitstreams: 3 Dissertação - Marcelo dos Santos Marques - 2015.pdf: 3772404 bytes, checksum: 32371345ed6d093405d2e70a3d3e2d1b (MD5) Ata de Defesa - Marcelo dos Santos Marques - 2015.pdf: 513330 bytes, checksum: d5f2857a3c04bd9bf2645c2548521037 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2015-11-27 / This study takes a look at the transformative potential of transdisciplinary education, in contrast to the reductionist thinking of the current establishment, showing how reductionism is still strong in higher education institutions, despite the findings of quantum physics, dated at the beginning of the last century. The research subjects are students of undergraduate and graduate of the Faculty of Medicine, Federal University of Goiás (UFG). The transdisciplinary model of education was inserted into the medical school UFG through two elective courses: the first is Pronto Sorriso, this is a free core for the graduate students of the Faculty of Medicine and other areas of health; the second discipline is the Humor in Care, offered in the graduate programs in Health Sciences and Health Education. The use of humor as a tool to break the rigidity of the health professional attitude towards the patient, opens the possibility of care holistic treatment instead of fragmented, serving as a counterpoint to the biomedical model that brought aridity to sterile hospital landscape and the relationship patient caregiver. The problem raised in this research was to investigate how the paradigm shift and the inclusion of education transdisciplinary model are contributing to the humanization, the cross-training of students and changing landscape in health education. The theoretical showed the hype caused by the biomedical model robotized work of health professionals by placing them on a pedestal that only causes distancing from the patient. Therefore, the objective was to analyze and evaluate the relevance of transdisciplinary education in crosstraining of the above students, focusing on the teaching-learning relationships and patient caregiver and perception of the landscape where they are inserted. The justification of this research is in urgent transformation of the biomedical model. The increasingly verticalized and further development of medical science is reducing the service, almost exclusively, to the pathology. The health worker is getting insensitive and teaching model in medical colleges are getting sick students. For the survey data I utilized as instrument the Clowns doctors’ reported visits produced by the graduate students, the texts assessment completion of Humor discipline in Caring for graduate students, interviews with monitors from Pronto Sorriso and notes made over the years teaching at UFG. The analysis was performed according to the parameters of Laurence Bardin content analysis, separating the data into categories for later interpretation. As a result we can say that the Pronto Sorriso and Humor in Care are trans-forming educational practices that contribute to the rescue of humanization of health professionals. There is a great satisfaction and gratitude of the students because they belong to a project that was meaningful to the people they watched, demonstrating clearly that treating only the conditions is no longer enough, revealing the search for a new position in caregiver - patient relationship . The project developed within the UFG is presented as effective model of transdisciplinary education that contributes to a new vision in the training process of health professionals, may serve as an example to other higher education institutions. Finally, I present the systematization of the games and discussions that have been developed over the years of work teaching at UFG, are possibilities to assist other educators who perchance resolve go down that route. Currently, the model reported in this research has reached the Faculty of Medicine, PUC-Goiás, School of Medicine UniEVANGÉLICA in Annapolis, the Faculty of Medicine of Araguaína in Tocantins and the Faculty of Education of the State University of Mato Grosso. Finally it is concluded that transdisciplinarity is transforming agent of the landscape and the status quo, thus a transformative opportunity for the model of science and hegemonic education in health education. / Este estudo lança um olhar sobre o potencial transformador da educação transdisciplinar, em contraponto ao pensamento reducionista do establishment atual, mostrando como o reducionismo ainda é forte nas Instituições de Ensino Superior, apesar das descobertas da física quântica, datadas no início do século passado. Os sujeitos da pesquisa são os estudantes da graduação e da pós graduação da Faculdade de Medicina da Universidade Federal de Goiás (UFG). O modelo transdisciplinar de educação foi inserido na faculdade de medicina da UFG através de duas disciplinas optativas: a primeira é o Pronto Sorriso, trata-se de um núcleo livre destinado aos estudantes de graduação da Faculdade de Medicina e outras áreas da saúde; a segunda disciplina é o Humor no Cuidar oferecida nos programas de pós-graduação em Ciências da Saúde e do Ensino em Saúde. A utilização do humor como ferramenta para quebrar a rigidez da postura do profissional de saúde diante do paciente, abre a possibilidade do cuidado holístico no lugar do tratamento fragmentado, servindo de contraponto ao modelo biomédico que trouxe a aridez esterilizada à paisagem hospitalar e à relação cuidador paciente. O problema levantado nesta pesquisa foi verificar como a mudança de paradigma e a inserção do modelo transdisciplinar de educação estão contribuindo na humanização, na trans-formação dos estudantes e na alteração da paisagem na educação em saúde. O referencial teórico evidenciou os exageros provocados pelo modelo biomédico que robotizou o trabalho dos profissionais da área de saúde colocando-os em um pedestal que só provoca distanciamento do paciente. Por conseguinte, o objetivo foi analisar e avaliar a relevância da educação transdisciplinar na trans-formação dos estudantes supracitados, com foco nas relações de ensino-aprendizagem e de cuidador paciente e na percepção da paisagem onde os mesmos encontram-se inseridos. A justificativa desta pesquisa se encontra na urgência de transformação do modelo Biomédico. O desenvolvimento cada vez mais verticalizado e aprofundado da ciência médica está reduzindo o atendimento, quase que exclusivamente, à patologia. O profissional de saúde está ficando insensível e o modelo de ensino nas faculdades de medicina está adoecendo seus estudantes. Para o levantamento dos dados utilizei como instrumentos os relatórios de visita dos doutores palhaços produzidos pelo estudantes da graduação, os textos de avaliação de conclusão da disciplina Humor no Cuidar dos estudantes da pós-graduação, as entrevistas realizadas com os monitores do Pronto Sorriso e as anotações feitas ao longo dos anos lecionando na UFG. Já a análise foi feita seguindo os parâmetros da Análise de Conteúdo de Laurence Bardin, separando os dados em categorias para posterior interpretação. Como resultado é possível afirmar que o Pronto Sorriso e o Humor no Cuidar são práticas educativas trans-formadoras que colaboram para o resgate da humanização dos profissionais de saúde. Existe uma grande satisfação e a gratidão dos estudantes por pertencerem a um projeto que foi significativo para as pessoas que eles assistiram, demonstrando com clareza que tratar somente das patologias já não é o bastante, revelando a busca por uma nova postura na relação cuidador – paciente. O projeto desenvolvido dentro da UFG se apresenta como modelo eficaz de educação transdisciplinar que colabora para uma nova visão no processo de formação dos profissionais de saúde, podendo servir de exemplo para outras Instituições de Ensino Superior. Por fim, apresento a sistematização dos jogos e discussões que foram desenvolvidos ao longo dos anos de trabalho lecionando na UFG, são possibilidades para auxiliar outros educadores que por ventura resolvam enveredar por esse caminho. Atualmente, o modelo relatado nesta pesquisa já atingiu a Faculdade de Medicina da PUC-Goiás, a Faculdade de Medicina da UNIEVANGÉLICA em Anápolis, a Faculdade de Medicina de Araguaína no Tocantins e a Faculdade de Pedagogia da Universidade do Estado de Mato Grosso. Finalmente conclui-se que transdisciplinaridade é agente transformador da paisagem e do status-quo, sendo assim uma possibilidade transformadora para o modelo de ciência e de educação hegemônicos no ensino em saúde.

This Master’s thesis deals with the application of cooperative game theory for solving the problems of Cournot's oligopolies. The knowledge of oligopoly theory and game theory has been elaborated to build a model describing the behavior of companies at a market that meets the preconditions of Cournot's oligopoly. The definition of cooperative game is based on the -characteristic function, which takes into account, compared to classical methods, that companies which are not in the coalition are pursuing their own profits, not suppressing coalition positions. The properties of the resulting cooperative games are examined in detail, focusing on monotony and convexity. Several theorems about these properties have been derived and their economic interpretations are given. Also, the question of calculation of the -characteristic function using the best-reply dynamics algorithm is being solved, and its convergence for a given type of games is justified. The model is applied to data from the oil market, which is further characterized by the results of the cooperative game.

Dans certaines circonstances, des actions de groupes sont plus performantes que des actions individuelles. Dans ces situations, il est préférable de former des coalitions. Ces coalitions peuvent être disjointes ou imbriquées. La littérature économique met un fort accent sur la modélisation des accords où les coalitions d’agents économiques sont des ensembles disjoints. Cependant on observe dans la vie de tous les jours que les coalitions politiques, environnementales, de libre-échange et d’assurance informelles sont la plupart du temps imbriquées. Aussi, devient-il impératif de comprendre le fonctionnement économique des coalitions imbriquées. Ma thèse développe un cadre d’analyse qui permet de comprendre la formation et la performance des coalitions même si elles sont imbriquées. Dans le premier chapitre je développe un jeu de négociation qui permet la formation de coalitions imbriquées. Je montre que ce jeu admet un équilibre et je développe un algorithme pour calculer les allocations d’équilibre pour les jeux symétriques. Je montre que toute structure de réseau peut se décomposer de manière unique en une structure de coalitions imbriquées. Sous certaines conditions, je montre que cette structure correspond à une structure d’équilibre d’un jeu sous-jacent. Dans le deuxième chapitre j’introduis une nouvelle notion de noyau dans le cas où les coalitions imbriquées sont permises. Je montre que cette notion de noyau est une généralisation naturelle de la notion de noyau de structure de coalitions. Je vais plus loin en introduisant des agents plus raffinés. J’obtiens alors le noyau de structure de coalitions imbriquées que je montre être un affinement de la première notion. Dans la suite de la thèse, j’applique les théories développées dans les deux premiers chapitres à des cas concrets. Le troisième chapitre est une application de la relation biunivoque établie dans le premier chapitre entre la formation des coalitions et la formation de réseaux. Je propose une modélisation réaliste et effective des assurances informelles. J’introduis ainsi dans la littérature économique sur les assurances informelles, quatre innovations majeures : une fusion entre l’approche par les groupes et l’approche par les réseaux sociaux, la possibilité d’avoir des organisations imbriquées d’assurance informelle, un schéma de punition endogène et enfin les externalités. Je caractérise les accords d’assurances informelles stables et j’isole les conditions qui poussent les agents à dévier. Il est admis dans la littérature que seuls les individus ayant un revenu élevé peuvent se permettre de violer les accords d’assurances informelles. Je donne ici les conditions dans lesquelles cette hypothèse tient. Cependant, je montre aussi qu’il est possible de violer cette hypothèse sous d’autres conditions réalistes. Finalement je dérive des résultats de statiques comparées sous deux normes de partage différents. Dans le quatrième et dernier chapitre, je propose un modèle d’assurance informelle où les groupes homogènes sont construits sur la base de relations de confiance préexistantes. Ces groupes sont imbriqués et représentent des ensembles de partage de risque. Cette approche est plus générale que les approches traditionnelles de groupe ou de réseau. Je caractérise les accords stables sans faire d’hypothèses sur le taux d’escompte. J’identifie les caractéristiques des réseaux stables qui correspondent aux taux d’escomptes les plus faibles. Bien que l’objectif des assurances informelles soit de lisser la consommation, je montre que des effets externes liés notamment à la valorisation des liens interpersonnels renforcent la stabilité. Je développe un algorithme à pas finis qui égalise la consommation pour tous les individus liés. Le fait que le nombre de pas soit fini (contrairement aux algorithmes à pas infinis existants) fait que mon algorithme peut inspirer de manière réaliste des politiques économiques. Enfin, je donne des résultats de statique comparée pour certaines valeurs exogènes du modèle. / When groups can perform a task more efficiently than single individuals, a desirable behavior is to form coalitions. Coalitions can be disjoint or overlapping. But, almost all the economics literature on coalition formation is mostly restricted to models where coalitions are disjoint. However, in politics, environmental issues, customs unions, informal insurance, and many other economic, social, and political interactions, we observe overlapping coalitions. How can we understand agreements involving overlapping coalitions ? How can we study their efficiency if there is no theory to model them ? My thesis solves these questions by developing a framework on coalition formation that accommodates overlapping coalitions. In the first chapter, following a non-cooperative approach, I develop a bargaining game to model the formation of overlapping coalitions. I show the existence of a subgame perfect equilibrium and I provide an algorithm that generates equilibrium outcomes for symmetric games. I establish an overlapping coalition’s representation for each network and I show that, under some conditions, they are equilibrium outcomes. The core is the most popular solution concept in cooperative game. In the second chapter, following a cooperative approach, I develop a new concept of core that accommodates overlapping coalitions, and coincides with the recursive core when coalitions do not intersect. First, I extend naively the residual game to only embody overlapping coalitions, and I obtain a range of allocations between the optimistic and the pessimistic core. Secondly, I provide a consistent notion of residual game and I show that the overlapping coalition structure core not only stands as a generalization of the coalition structure core, but also induces a refinement of the extended recursive core. As I build a theoretical framework for overlapping coalition formation, I provide applications in the remainder of the thesis. In the third chapter, I model informal insurance arrangements as a collection of overlapping trust coalitions. The model is based on empirical facts. I enrich the theoretical modeling of informal insurance arrangements by introducing four key features : the merging of the group approach and the network approach, the possibility for informal insurance organizations to overlap, the endogenous punishment scheme, and externalities. I characterize self enforcing stable informal insurance arrangements and I derive conditions under which deviation occurs. While it is always assumed in the literature that only wealthy individuals may deviate. I formally isolate conditions under which this assumption holds. Furthermore, I show that if these conditions does not hold, this assumption is violated. Finally, I provide static comparative results for consumption under two distinct sharing norms. Finally in the fourth chapter, I investigate multilateral informal insurance organizations built on networks of trust relationships. The model is based on empirical findings and nests the traditional approaches which use bilateral links or groups. I characterize self enforcing stable informal insurance organizations without imposing extreme discounting. I show that density and clustering characterize networks that match the lowest discounting for stability. While insurance is formally arranged to smooth consumption, I show that external effects such as social privileges tend to reinforce the stability of such arrangement. I use my stability results to derive comparative statics for exogenous parameters of the model. Finally, I develop a procedure in finite steps that equates consumption for all linked individuals. Contrary to the existing procedures in infinite steps, my procedure is more realistic and useful to policy makers.

[pt] O conceito de que a construção de um portfólio formado por ativos diversificados e descorrelacionados permite reduzir sua variância – e com isso seus riscos – é a base da teoria de portfólios clássica e norteia a criação do Mecanismo de Realocação de Energia (MRE) no Brasil. O MRE foi criado visando mitigar o risco de quantidade ao qual as hidrelétricas estão frequentemente expostas, ao permitir que estas usem para contabilização na Câmara de Comercialização de Energia Elétrica (CCEE) os créditos de energia obtidos dentro do mecanismo ao invés de geração física. Esses créditos de energia atualmente são calculados como o produto entre a cota de cada usina do MRE e a geração total dentro do mecanismo. Por sua vez, essa cota é calculada como a razão entre a Garantia Física (GF) da usina e o somatório das GF de todas as usinas participantes. No entanto, a metodologia vigente para o cálculo da GF não leva em consideração que diferentes usinas contribuem para o sistema de maneiras distintas dados os diferentes aportes em termos de valor esperado e de volatilidade da produção da usina e seus impactos na produção total do sistema. Este fato aponta para um potencial subsidio cruzado entre usinas no MRE. O objetivo deste trabalho é propor uma metodologia, que pode ser aplicada na repartição do benefício decorrente da formação de um pool de qualquer conjunto de geradores, mas que neste trabalho será focada no MRE, para definir a cota de cada participante do mecanismo baseada no método de benefícios marginais considerando, não apenas o efeito que a produção média das usinas tem sobre o portfólio, mas também a volatilidade dessa produção. Neste critério, usinas que possuírem correlação negativa com a produção total do sistema agregarão um benefício maior ao MRE, já que contribuirão para a redução da volatilidade dos créditos deste mecanismo. Para avaliar se o objetivo foi alcançado, a metodologia proposta será comparada à metodologia de rateio vigente no Brasil e aplicada a um conjunto de agentes do Sistema Elétrico Brasileiro, envolvidos em um MRE formado por hidros, eólicas e biomassas. / [en] The Energy Reallocation Mechanism (ERM) was created to mitigate the production risk to which the hydroelectric power plants are often exposed. The ERM allows the hydro plants to use, for the purpose of the CCEE market clearing, the energy credits obtained within the ERM instead of their physical generation. These energy credits are currently calculated as the product of the share that each plant has in ERM and the total amount of energy produced by the plants that are part of the mechanism. In turn, this share is calculated as the ratio between the Physical Guarantee (PG) of the plant and the total PG of all the ERM participants. However, the current methodology for calculating PG does not take into account that each power plant has different contributions to the total generation of the system in terms of expected value and volatility of its generation. This indicates a potential cross-subsidy among power plants in ERM. In this sense, this work proposes a methodology, that can be applied in the allocation of the benefits resulting from the formation of a pool of any set of generators, but that in this work will be focused on ERM to set the shares of the mechanism based on the method of Marginal Benefits capturing at the same time the effect that the expected value and the volatility of production of each participant has on the portfolio. In this criterion, power plants with a negative correlation with the total production of the system will add greater benefits to ERM, as they would help to reduce the volatility of generation (energy credits) within the mechanism. In order to evaluate if the objective was achieved the proposed methodology will be not only compared to the current methodology in Brazil, but also applied to a set of Brazilian generators engaged in an ERM formed by hydro, biomass and wind power plants.

Advances in digital signal processing (DSP) and computing technology have resulted in the emergence of increasingly adaptive radar systems. It is clear that the Electronic Attack (EA), or jamming, of such radar systems is expected to become a more difficult task. The reason for this research was to address the issue of jamming adaptive radar systems. This required consideration of adaptive jamming systems and the development of a methodology for outlining the features of such a system is proposed as the key contribution of this thesis. For the first time, game-based optimization methods have been applied to a maritime counter-surveillance/counter-targeting scenario involving conventional, as well as so-called ‘smart’ noise jamming.Conventional noise jamming methods feature prominently in the origins of radar electronic warfare, and are still widely implemented. They have been well studied, and are important for comparisons with coherent jamming techniques.Moreover, noise jamming is more readily applied with limited information support and is therefore germane to the problem of jamming adaptive radars; during theearly stages when the jammer tries to learn about the radar’s parameters and its own optimal actions.A radar and a jammer were considered as informed opponents ‘playing’ in a non-cooperative two-player, zero-sum game. The effects of jamming on the target detection performance of a radar using Constant False Alarm Rate (CFAR)processing were analyzed using a game theoretic approach for three cases: (1) Ungated Range Noise (URN), (2) Range-Gated Noise (RGN) and (3) False-Target (FT) jamming.Assuming a Swerling type II target in the presence of Rayleigh-distributed clutter, utility functions were described for Cell-Averaging (CA) and Order Statistic (OS) CFAR processors and the three cases of jamming. The analyses included optimizations of these utility functions, subject to certain constraints, with respectto control variables (strategies) in the jammer, such as jammer power and spatial extent of jamming, and control variables in the radar, such as threshold parameter and reference window size. The utility functions were evaluated over the players’ strategy sets and the resulting matrix-form games were solved for the optimal or ‘best response’ strategies of both the jammer and the radar.

Dans certaines circonstances, des actions de groupes sont plus performantes que des actions individuelles. Dans ces situations, il est préférable de former des coalitions. Ces coalitions peuvent être disjointes ou imbriquées. La littérature économique met un fort accent sur la modélisation des accords où les coalitions d’agents économiques sont des ensembles disjoints. Cependant on observe dans la vie de tous les jours que les coalitions politiques, environnementales, de libre-échange et d’assurance informelles sont la plupart du temps imbriquées. Aussi, devient-il impératif de comprendre le fonctionnement économique des coalitions imbriquées. Ma thèse développe un cadre d’analyse qui permet de comprendre la formation et la performance des coalitions même si elles sont imbriquées. Dans le premier chapitre je développe un jeu de négociation qui permet la formation de coalitions imbriquées. Je montre que ce jeu admet un équilibre et je développe un algorithme pour calculer les allocations d’équilibre pour les jeux symétriques. Je montre que toute structure de réseau peut se décomposer de manière unique en une structure de coalitions imbriquées. Sous certaines conditions, je montre que cette structure correspond à une structure d’équilibre d’un jeu sous-jacent. Dans le deuxième chapitre j’introduis une nouvelle notion de noyau dans le cas où les coalitions imbriquées sont permises. Je montre que cette notion de noyau est une généralisation naturelle de la notion de noyau de structure de coalitions. Je vais plus loin en introduisant des agents plus raffinés. J’obtiens alors le noyau de structure de coalitions imbriquées que je montre être un affinement de la première notion. Dans la suite de la thèse, j’applique les théories développées dans les deux premiers chapitres à des cas concrets. Le troisième chapitre est une application de la relation biunivoque établie dans le premier chapitre entre la formation des coalitions et la formation de réseaux. Je propose une modélisation réaliste et effective des assurances informelles. J’introduis ainsi dans la littérature économique sur les assurances informelles, quatre innovations majeures : une fusion entre l’approche par les groupes et l’approche par les réseaux sociaux, la possibilité d’avoir des organisations imbriquées d’assurance informelle, un schéma de punition endogène et enfin les externalités. Je caractérise les accords d’assurances informelles stables et j’isole les conditions qui poussent les agents à dévier. Il est admis dans la littérature que seuls les individus ayant un revenu élevé peuvent se permettre de violer les accords d’assurances informelles. Je donne ici les conditions dans lesquelles cette hypothèse tient. Cependant, je montre aussi qu’il est possible de violer cette hypothèse sous d’autres conditions réalistes. Finalement je dérive des résultats de statiques comparées sous deux normes de partage différents. Dans le quatrième et dernier chapitre, je propose un modèle d’assurance informelle où les groupes homogènes sont construits sur la base de relations de confiance préexistantes. Ces groupes sont imbriqués et représentent des ensembles de partage de risque. Cette approche est plus générale que les approches traditionnelles de groupe ou de réseau. Je caractérise les accords stables sans faire d’hypothèses sur le taux d’escompte. J’identifie les caractéristiques des réseaux stables qui correspondent aux taux d’escomptes les plus faibles. Bien que l’objectif des assurances informelles soit de lisser la consommation, je montre que des effets externes liés notamment à la valorisation des liens interpersonnels renforcent la stabilité. Je développe un algorithme à pas finis qui égalise la consommation pour tous les individus liés. Le fait que le nombre de pas soit fini (contrairement aux algorithmes à pas infinis existants) fait que mon algorithme peut inspirer de manière réaliste des politiques économiques. Enfin, je donne des résultats de statique comparée pour certaines valeurs exogènes du modèle. / When groups can perform a task more efficiently than single individuals, a desirable behavior is to form coalitions. Coalitions can be disjoint or overlapping. But, almost all the economics literature on coalition formation is mostly restricted to models where coalitions are disjoint. However, in politics, environmental issues, customs unions, informal insurance, and many other economic, social, and political interactions, we observe overlapping coalitions. How can we understand agreements involving overlapping coalitions ? How can we study their efficiency if there is no theory to model them ? My thesis solves these questions by developing a framework on coalition formation that accommodates overlapping coalitions. In the first chapter, following a non-cooperative approach, I develop a bargaining game to model the formation of overlapping coalitions. I show the existence of a subgame perfect equilibrium and I provide an algorithm that generates equilibrium outcomes for symmetric games. I establish an overlapping coalition’s representation for each network and I show that, under some conditions, they are equilibrium outcomes. The core is the most popular solution concept in cooperative game. In the second chapter, following a cooperative approach, I develop a new concept of core that accommodates overlapping coalitions, and coincides with the recursive core when coalitions do not intersect. First, I extend naively the residual game to only embody overlapping coalitions, and I obtain a range of allocations between the optimistic and the pessimistic core. Secondly, I provide a consistent notion of residual game and I show that the overlapping coalition structure core not only stands as a generalization of the coalition structure core, but also induces a refinement of the extended recursive core. As I build a theoretical framework for overlapping coalition formation, I provide applications in the remainder of the thesis. In the third chapter, I model informal insurance arrangements as a collection of overlapping trust coalitions. The model is based on empirical facts. I enrich the theoretical modeling of informal insurance arrangements by introducing four key features : the merging of the group approach and the network approach, the possibility for informal insurance organizations to overlap, the endogenous punishment scheme, and externalities. I characterize self enforcing stable informal insurance arrangements and I derive conditions under which deviation occurs. While it is always assumed in the literature that only wealthy individuals may deviate. I formally isolate conditions under which this assumption holds. Furthermore, I show that if these conditions does not hold, this assumption is violated. Finally, I provide static comparative results for consumption under two distinct sharing norms. Finally in the fourth chapter, I investigate multilateral informal insurance organizations built on networks of trust relationships. The model is based on empirical findings and nests the traditional approaches which use bilateral links or groups. I characterize self enforcing stable informal insurance organizations without imposing extreme discounting. I show that density and clustering characterize networks that match the lowest discounting for stability. While insurance is formally arranged to smooth consumption, I show that external effects such as social privileges tend to reinforce the stability of such arrangement. I use my stability results to derive comparative statics for exogenous parameters of the model. Finally, I develop a procedure in finite steps that equates consumption for all linked individuals. Contrary to the existing procedures in infinite steps, my procedure is more realistic and useful to policy makers.

Advances in digital signal processing (DSP) and computing technology have resulted in the emergence of increasingly adaptive radar systems. It is clear that the Electronic Attack (EA), or jamming, of such radar systems is expected to become a more difficult task. The reason for this research was to address the issue of jamming adaptive radar systems. This required consideration of adaptive jamming systems and the development of a methodology for outlining the features of such a system is proposed as the key contribution of this thesis. For the first time, game-based optimization methods have been applied to a maritime counter-surveillance/counter-targeting scenario involving conventional, as well as so-called ‘smart’ noise jamming.Conventional noise jamming methods feature prominently in the origins of radar electronic warfare, and are still widely implemented. They have been well studied, and are important for comparisons with coherent jamming techniques.Moreover, noise jamming is more readily applied with limited information support and is therefore germane to the problem of jamming adaptive radars; during theearly stages when the jammer tries to learn about the radar’s parameters and its own optimal actions.A radar and a jammer were considered as informed opponents ‘playing’ in a non-cooperative two-player, zero-sum game. The effects of jamming on the target detection performance of a radar using Constant False Alarm Rate (CFAR)processing were analyzed using a game theoretic approach for three cases: (1) Ungated Range Noise (URN), (2) Range-Gated Noise (RGN) and (3) False-Target (FT) jamming.Assuming a Swerling type II target in the presence of Rayleigh-distributed clutter, utility functions were described for Cell-Averaging (CA) and Order Statistic (OS) CFAR processors and the three cases of jamming. The analyses included optimizations of these utility functions, subject to certain constraints, with respectto control variables (strategies) in the jammer, such as jammer power and spatial extent of jamming, and control variables in the radar, such as threshold parameter and reference window size. The utility functions were evaluated over the players’ strategy sets and the resulting matrix-form games were solved for the optimal or ‘best response’ strategies of both the jammer and the radar.

Abstract Cognitive radio (CR) is becoming a promising tool for solving the problem of the scarce radio resource and spectrum inefficiency. Spectrum sensing (signal detection) enables real-time detection of spectrum holes by unlicensed secondary users (SUs) in cognitive radio networks (CRNs). In this thesis, performance analysis of CRNs and radio resource allocation are considered. A continuous time Markov chain (CTMC) based analytical model taking into account all relevant elements as well as addressing the issue of the false alarm rate (FAR) associated with the continuous sensing is developed. In some cases, the PU can be modeled as time-slotted with constant state (transmitting or not) in each slot. In this case, assuming SU can synchronize to the slots, its intuitive to use beginning of a slot for sensing and rest (possibly) for communication. For this model, M/D/1 priority queueing scheme has been applied in this thesis to find waiting time and queue length for PU and SU. Multiple access among SUs in a time-slotted channel is considered next. A conventional method is e.g. using a channel access probability ψ in each slot similar to the slotted ALOHA. A radically new idea is introduced in this thesis: why not increase the false alarm probability PFA of each SU and use it as a multiple access method? A game theoretic approach to radio resource allocation for the downlink capacity providing fair resource sharing among mobile nodes located along a multihop link is presented. Furthermore, the problem of resource allocations in heterogeneous wireless networks is also studied. Finally, device-to-device (D2D) communication - with localized distribution, where users tend to gather around some areas (clusters/hot-spots) within the cell such as buildings is studied. Theoretical analysis with two dimensional clustering is presented including cases with correlated clusters. Correlation in cluster selection is shown to significantly improve performance. / Tiivistelmä Kognitiivinen radio (CR) on nousemassa lupaavaksi työkaluksi niukkojen radioresurssien ja spektrin käytön tehottomuuden ratkaisemisessa. Spektrin nuuskiminen (signaalin ilmaisu) mahdollistaa spektriaukkojen reaaliaikaisen tunnistamisen toissijaisten käyttäjien (SU) toimesta kognitiivisissa radioverkoissa (CRN). Tässä väitöskirjassa painotus on CRN verkkojen suorituskykyanalyysissa ja radioresurssien hallinnassa. Työssä kehitetään jatkuva-aikaiseen Markov ketjuun (CTMC) perustuva analyyttinen malli joka ottaa huomioon kaikki olennaiset asiat mukaan lukien jatkuva-aikaiseen spektrin nuuskimiseen liittyvän väärien hälytysten tiheyden (FAR). Joissakin tapauksissa PU:ta voidaan mallintaa aikajaoteltuna siten että PU:n tila on vakio kussakin aikavälissä. Olettaen että SU voi synkronoitua aikaväleihin, on intuitiivista käyttää aikavälin alkua nuuskimiselle ja loppuosaa (mahdollisesti) viestintää varten. M/D/1:n ensisijaisuus-jonotus-suunnitelmaa soveltamalla tässä väitöskirjassa saadaan tuloksia odotusajalle ja jonon pituudelle sekä SU:lle että PU:lle. Seuraavaksi käsitellään monikäyttöä SU:den joukossa aikajaotellussa kanavassa. Tavanomainen menetelmä käyttää esimerkiksi kanavapääsytodennäköisyyttä ψ kussakin aikavälissä vastaten aikajaoteltua ALOHA protokollaa. Tässä väitöskirjassa esitetään radikaali uusi idea: miksei lisätä väärän hälytyksen todennäköisyyttä kussakin SU:ssa ja käytetä sitä moniliittymämenetelmänä? Työssä esitetään peliteoreettinen lähestymistapa radioresurssien allokointiin siten että resurssit jaetaan oikeudenmukaisesti monen yhteysvälin linkeissä. Lisäksi tutkitaan myös resursoinnin ongelmaa heterogeenisissa langattomissa verkoissa. Lopuksi tutkitaan laitteiden välistä suoraa viestintää (D2D) paikallisen jakauman kanssa, jossa käyttäjillä on tapana kasaantua solun sisällä esim. rakennuksiin. Esitetään teoreettinen analyysi kaksiulotteisella klusteroinnilla myös korreloitujen ryhmien kanssa. Osoitetaan että korrelaatio ryhmän valinnassa parantavaa merkittävästi suorituskykyä.

[pt] Portfólios de fontes renováveis de energia elétrica são mecanismos de gerenciamento de risco interessantes para comercialização de energia em mercados de negociação bilateral. Quando formados por agentes que pertencem a diferentes companhias sua estabilidade depende da maneira com que os benefícios de mitigação de risco gerados pelo portfólio são alocados individualmente entre os participantes. O problema de se encontrar uma solução estável pode ser matematicamente formulado através da busca de um vetor de alocação de quotas que pertença ao núcleo do jogo cooperativo, que por sua vez pode ser formulado como um conjunto de restrições lineares que aumenta exponencialmente com o número de participantes. Adicionalmente, o lado direito de cada restrição que define o núcleo do jogo cooperativo define o valor de uma determinada coalisão que, no presente trabalho, é obtido através de um modelo de otimização estocástica de dois estágios. Este trabalho compara diferentes metodologias computacionalmente eficientes baseadas em programação linear inteira mista e na técnica de decomposição de Benders para encontrar vetores de alocação de quotas que pertençam ao núcleo de portfólios de larga escala de geradores de energia renovável. São apresentados estudos de casos que utilizam dados reais do sistema elétrico brasileiro. / [en] Portfolios of renewable electricity sources are interesting risk-management mechanisms for trading in electricity contract markets. When they are formed by players belonging to different companies, their stability relies on the way the riskmitigation benefit generated by the optimal portfolio is allocated through individual participants. The problem of reaching a stable allocation can be mathematically formulated in terms of finding a quota-sharing vector belonging to the Core of a cooperative game, which can be formulated as a set of linear constraints that exponentially grows with the number of participants. Moreover, the right-hand-side of each constraint defining the Core relies on a given coalition value which, in the present work, is obtained by a two-stage stochastic optimization model. This work presents and compares efficient methodologies mainly based on mixed integer linear programming and Benders decomposition to find quota allocation vectors that belongs to the Core of large-scale renewable energy portfolios. Case studies are presented with realistic data from the Brazilian power system.