This master's thesis deals with queueing theory and its application in designing node models in packet-switched network. There are described general principles of designing queueing theory models and its mathematical background. Further simulator of packet delay in network was created. This application implements two described models - M/M/1 and M/G/1. Application can be used for simulating network nodes and obtaining basic network characteristics like packet delay or packet loss. Next, lab exercise was created, in that exercise students familiarize themselves with basic concepts of queueing theory and examine both analytical and simulation approach to solving queueing systems.

L’analyse et la synthèse des systèmes dynamiques ont connu un développement important au cours des dernières décennies comme l’atteste le nombre considérable des travaux publiés dans ce domaine, et continuent d’être un axe de recherche régulièrement exploré. Si la plupart des travaux concernent les systèmes linéaires et non linéaires temps continu, peu de résultats ont étaient établis dans le cas temps discret. Les travaux de cette thèse portent sur l’observation et la commande d’une classe de systèmes non linéaires à temps discret. Dans un premier temps, le problème de synthèse d’observateur d’état utilisant une fenêtre de mesures glissante est abordé. Des conditions de stabilité et de robustesse moins restrictives sont déduites. Deux classes de systèmes non linéaires à temps discret sont étudiées : les systèmes de type Lipschitz et les systèmes « one-sided Lipschitz ». Ensuite, une approche duale a été explorée afin de déduire une loi de commande stabilisante basée sur un observateur. Les conditions d’existence d’un observateur et d’un contrôleur stabilisant les systèmes étudiés sont formulées sous forme d’un problème d’optimisation LMI. L’efficacité et la validité des approches présentées sont montrées à travers des exemples académiques / The analysis and synthesis of dynamic systems has undergone significant development in recent decades, as illustrated by the considerable number of published works in this field, and continue to be a research theme regularly explored. While most of the existing work concerns linear and nonlinear continuous-time systems, few results have been established in the discrete-time case. This thesis deals with the observation and control of a class of nonlinear discrete-time systems. First, the problem of state observer synthesis using a sliding window of measurements is discussed. Non-restrictive stability and robustness conditions are deduced. Two classes of discrete time nonlinear systems are studied: Lipschitz systems and one-side Lipschitz systems. Then, a dual approach was explored to derive a stabilizing control law based on observer-based state feedback. The conditions for the existence of an observer and a controller stabilizing the studied classes of nonlinear systems are expressed in term of LMI. The effectiveness and validity of the proposed approaches are shown through numerical examples

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[pt] Finanças Corporativas tem como objetivo encontrar a política de investimentos e financiamentos que maximize o valor para o acionista. Baseada no modelo estático de Modigliani e Miller, a literatura recente apresenta modelos dinâmicos que buscam maior aderência à realidade. No entanto, para obter uma metodologia de solução computacionalmente tratável, duas simplificações são usualmente adotadas: (i) agentes financeiros são neutros a risco; (ii) custo de financiamento são fixos e independentes da alavancagem da empresa. Neste trabalho, é proposto um modelo de programação dinâmica estocástica para a determinação da política ótima de investimentos e financiamentos considerando acionistas avessos a risco e empresas que enfrentam incerteza na receita e custos marginais de financiamentos não-decrescentes com o nível de alavancagem da empresa. O modelo proposto é resolvido de maneira eficiente utilizando o algoritmo de Programação Dinâmica Dual Estocástica. Ao final do trabalho, são realizados estudos empíricos e análises de sensibilidade para melhor compreensão das políticas de investimentos e financiamentos das corporações. / [en] Corporate Finance is the study of investment and financing policies in order to maximize shareholder value. Based on the static model of Modigliani and Miller, recent literature presents dynamic models that seek greater adherence to reality. However, to obtain a computationally treatable solution methodology, two simplifications are usually adopted: (i) financial agents are risk neutral; (ii) cost of financing is static and independent of the company s leverage. In this work, a dynamic stochastic programming model is proposed to determine the optimum investment and financing policy, considering risk-averse shareholders and companies that face uncertainty on income and non-decreasing marginal costs of financing. The proposed model is efficiently solved using the Stochastic Dual Dynamic Programming algorithm. At the end of the study, empirical studies and sensitivity analyzes are carried out to the better understanding of corporate investment and financing policies.

[EN] Fiber grating sensors and devices have demonstrated outstanding capabilities in both telecommunications and sensing areas, due to their well-known advantageous characteristics. Therefore, one of the most important motivations lies in the potential of customized fiber gratings to be suitably employed for improving the interrogation process of optical fiber sensors and systems. This Ph.D. dissertation is focused on the study, design, fabrication and performance evaluation of customized fiber Bragg gratings (FBGs) and long period gratings (LPGs) with the double aim to present novel sensing technologies and to enhance the response of existing sensing systems. In this context, a technique based on time-frequency domain analysis has been studied and applied to interrogate different kind of FBGs-based sensors. The distribution of the central wavelength along the sensing structures has been demonstrated, based on a combination of frequency scanning of the interrogating optical pulse and optical time-domain reflectometry (OTDR), allowing the detection of spot events with good performance in terms of measurand resolution. Moreover, different customized FBGs have been interrogated using a technology inspired on the operation principle of microwave photonics (MWP) filters, enabling the detection of spot events using radio-frequency (RF) devices with modest bandwidth. The sensing capability of these technological platforms has been fruitfully employed for implementing a large scale quasi-distributed sensor, based on an array of cascaded FBGs. The potentiality of LPGs as fiber optic sensors has also been investigated in a new fashion, exploiting the potentials of MWP filtering techniques. Besides, a novel approach for simultaneous measurements based on a half-coated LPG has been proposed and demonstrated. Finally, the feasibility of FBGs as selective wavelength filters has been exploited in sensing applications; an alternative approach to improve the response and performance of Brillouin distributed fiber sensors has been studied and validated via experiments. The performance of the reported sensing platforms have been analyzed and evaluated so as to characterize their impact on the fiber sensing field and to ultimately identify the use of the most suitable technology depending on the processing task to be carried out and on the final goal to reach. / [ES] Los sensores y dispositivos en fibra basados en redes de difracción han mostrado excepcionales capacidades en el ámbito de las telecomunicaciones y del sensado, gracias a sus excelentes propiedades. Entre las motivaciones más estimulantes destaca la posibilidad de fabricar redes de difracción ad-hoc para implementar y/o mejorar las prestaciones de los sensores fotónicos. Esta tesis doctoral se ha enfocado en el estudio, diseño, fabricación y evaluación de las prestaciones de redes de difracción de Bragg (FBGs) y de redes de difracción de periodo largo (LPGs) personalizadas con el fin de desarrollar nuevas plataformas de detección y a la vez mejorar la respuesta y las prestaciones de los sensores fotónicos ya existentes. En este contexto, una técnica basada en el análisis tiempofrecuencia se ha estudiado e implementado para la interrogación de sensores en fibra basados en varios tipos y modelos de FBGs. Se ha analizado la distribución de la longitud de onda central a lo largo de la estructura de sensado, gracias a una metodología que conlleva el escaneo en frecuencia del pulso óptico incidente y la técnica conocida como reflectometria óptica en el dominio del tiempo (OTDR). De esta manera se ha llevado a cabo la detección de eventos puntuales, alcanzando muy buenas prestaciones en términos de resolución de la magnitud a medir. Además, se han interrogado varias FBGs a través de una técnica basada en el principio de operación de los filtros de fotónica de microondas (MWP), logrando así la detección de eventos puntuales usando dispositivos de radio-frecuencia (RF) caracterizados por un moderado ancho de banda. La capacidad de sensado de estas plataformas tecnológicas ha sido aprovechada para la realización de un sensor quasi-distribuido de gran alcance, formado por una estructura en cascada de muchas FBGs. Por otro lado, se han puesto a prueba las capacidades de las LPGs como sensores ópticos según un enfoque novedoso; para ello se han aprovechados las potencialidades de los filtros de MWP. Asimismo, se ha estudiado y demostrado un nuevo método para medidas simultáneas de dos parámetros, basado en una LPG parcialmente recubierta por una película polimérica. Finalmente, se ha explotado la viabilidad de las FBGs en cuanto al filtrado selectivo en longitud de onda para aplicaciones de sensado; para ello se ha propuesto un sistema alternativo para la mejora de la respuesta y de las prestaciones de sensores ópticos distribuidos basados en el scattering de Brillouin. En conclusión, se han analizado y evaluado las prestaciones de las plataformas de sensado propuestas para caracterizar su impacto en el ámbito de los sistemas de detección por fibra y además identificar el uso de la tecnología más adecuada dependiendo de la tarea a desarrollar y del objetivo a alcanzar. / [CA] Els sensors i dispositius en fibra basats en xarxes de difracció han mostrat excepcionals capacitats en l'àmbit de les telecomunicacions i del sensat, gràcies a les seus excel¿lents propietats. Entre les motivacions més estimulants destaca la possibilitat de fabricar xarxes de difracció ad-hoc per a implementar i/o millorar les prestacions de sensors fotònics. Esta tesi doctoral s'ha enfocat en l'estudi, disseny, fabricació i avaluació de les prestacions de xarxes de difracció de Bragg (FBGs) i de xarxes de difracció de període llarg (LPGs) personalitzades per tal de desenvolupar noves plataformes de detecció i al mateix temps millorar la resposta i les prestacions dels sensors fotònics ja existents. En este context, una tècnica basada en l'anàlisi temps-freqüència s'ha estudiat i implementat per a la interrogació de sensors en fibra basats en diversos tipus i models de FBGs. S'ha analitzat la distribució de la longitud d'ona central al llarg de l'estructura de sensat, gràcies a una metodologia que comporta l'escaneig en freqüència del pols òptic incident i la tècnica coneguda com reflectometria òptica en el domini del temps (OTDR). D'esta manera s'ha dut a terme la detecció d'esdeveniments puntuals, aconseguint molt bones prestacions en termes de resolució de la magnitud a mesurar. A més, s'han interrogat diverses FBGs a través d'una tècnica basada en el principi d'operació dels filtres de fotònica de microones (MWP), aconseguint així la detecció d'esdeveniments puntuals utilitzant dispositius de ràdio-freqüència (RF) caracteritzats per un moderat ample de banda. La capacitat de sensat d'aquestes plataformes tecnològiques ha sigut aprofitada per a la realització d'un sensor quasi-distribuït a llarga escala, format per una estructura en cascada de moltes FBGs. D'altra banda, s'han posat a prova les capacitats de les LPGs com a sensors òptics segons un enfocament nou; per a això s'han aprofitat les potencialitats dels filtres de MWP. Així mateix, s'ha estudiat i demostrat un nou mètode per a mesures simultànies de dos paràmetres, basat en una LPG parcialment recoberta per una pel¿lícula polimèrica. Finalment, s'ha explotat la viabilitat de les FBGs pel que fa al filtrat selectiu en longitud d'ona per a aplicacions de sensat; per això s'ha proposat un sistema alternatiu per a la millora de la resposta i de les prestacions de sensors òptics distribuïts basats en el scattering de Brillouin. S'han analitzat i avaluat les prestacions de les plataformes de sensat propostes per a caracteritzar el seu impacte en l'àmbit dels sistemes de detecció per fibra i a més identificar l'ús de la tecnologia més adequada depenent de la tasca a desenvolupar i de l'objectiu a assolir. / Ricchiuti, AL. (2016). Design and fabrication of customized fiber gratings to improve the interrogation of optical fiber sensors [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/66343 / TESIS / Premios Extraordinarios de tesis doctorales

Indiana University-Purdue University Indianapolis (IUPUI) / Yan, Jiaxiang. M.S.E.C.E., Purdue University, May 2013. Modeling, Monitoring and Optimization of Discrete Event Systems Using Petri Nets. Major Professor: Lingxi Li. In last decades, the research of discrete event systems (DESs) has attracts more and more attention because of the fast development of intelligent control strategies. Such control measures combine the conventional control strategies with discrete decision-making processes which simulate human decision-making processes. Due to the scale and complexity of common DESs, the dedicated models, monitoring methods and optimal control strategies for them are necessary. Among various DES models, Petri nets are famous for the advantage in dealing with asynchronous processes. They have been widely applied in intelligent transportation systems (ITS) and communication technology in recent years. With encoding of the Petri net state, we can also enable fault detection and identification capability in DESs and mitigate potential human errors. This thesis studies various problems in the context of DESs that can be modeled by Petri nets. In particular, we focus on systematic modeling, asynchronous monitoring and optimal control strategies design of Petri nets. This thesis starts by looking at the systematic modeling of ITS. A microscopic model of signalized intersection and its two-layer timed Petri net representation is proposed in this thesis, where the first layer is the representation of the intersection and the second layer is the representation of the traffic light system. Deterministic and stochastic transitions are both involved in such Petri net representation. The detailed operation process of such Petri net representation is stated. The improvement of such Petri net representation is also provided with comparison to previous models. Then we study the asynchronous monitoring of sensor networks. An event sequence reconstruction algorithm for a given sensor network based on asynchronous observations of its state changes is proposed in this thesis. We assume that the sensor network is modeled as a Petri net and the asynchronous observations are in the form of state (token) changes at different places in the Petri net. More specifically, the observed sequences of state changes are provided by local sensors and are asynchronous, i.e., they only contain partial information about the ordering of the state changes that occur. We propose an approach that is able to partition the given net into several subnets and reconstruct the event sequence for each subnet. Then we develop an algorithm that is able to reconstruct the event sequences for the entire net that are consistent with: 1) the asynchronous observations of state changes; 2) the event sequences of each subnet; and 3) the structure of the given Petri net. We discuss the algorithmic complexity. The final problem studied in this thesis is the optimal design method of Petri net controllers with fault-tolerant ability. In particular, we consider multiple faults detection and identification in Petri nets that have state machine structures (i.e., every transition in the net has only one input place and one output place). We develop the approximation algorithms to design the fault-tolerant Petri net controller which achieves the minimal number of connections with the original controller. A design example for an automated guided vehicle (AGV) system is also provided to illustrate our approaches.

Indiana University-Purdue University Indianapolis (IUPUI) / In recent decades, Petri nets (PNs) have been used to model traffic networks for different purposes, such as signal phase control, routing, and traffic flow estimation, etc. Because of the complex nature of traffic networks where both discrete and continuous dynamics come into play, the Hybrid Petri net (HPN) model becomes an important tool for the modeling and analysis of traffic networks. In Chapter 1 a brief historical summery about traffic systems control and then related work is mentioned followed by the major contributions in this research. Chapter 2 provides a theoretical background on Petri nets. In Chapter 3, we develop a HPN model for a single signalized intersection first, then we extend this model to study a simple traffic network that consists of two successive intersections. Time delays between different points of network are also considered in order to make the model suitable for analysis and simulation. In addition to HPN models, we also consider discrete Petri nets where their modeling simplicity enables the characterization of the occurrences of all events in the system. This discrete PN is particularly useful to give a higher-level representation of the traffic network and study its event occurrences and correlations. In Chapter 4, we build a discrete PN model to represent a traffic network with two successive intersections. However, we find that the model leads to unbounded places which cannot accurately reflect the dynamics of the traffic in terms of event occurrences. Hence, we introduce the Modified Binary Petri nets (MBPN) to overcome the limitation and resolve the confliction problem when we design our controllers. This MBPN model is a powerful tool and can be useful for the modeling and analysis of many other applications in traffic networks. Chapter 5 gives a summary for each chapter, provides conclusion and discusses future work for both discrete and hybrid Petri nets.

Vodní energie se nyní stala nejlepším zdrojem elektrické energie na zemi. Vyrábí se pomocí energie poskytované pohybem nebo pádem vody. Historie dokazuje, že náklady na tuto elektrickou energii zůstávají konstantní v průběhu celého roku. Vzhledem k mnoha výhodám, většina zemí nyní využívá vodní energie jako hlavní zdroj pro výrobu elektrické energie.Nejdůležitější výhodou je, že vodní energie je zelená energie, což znamená, že žádné vzdušné nebo vodní znečišťující látky nejsou vyráběny, také žádné skleníkové plyny jako oxid uhličitý nejsou vyráběny, což činí tento zdroj energie šetrný k životnímu prostředí. A tak brání nebezpečí globálního oteplování. Použití internetové techniky k ovladání několika vodních elektráren má velmi významné výhody, jako snížení provozních nákladů a flexibilitu uspokojení změny poptávky po energii na straně spotřeby. Také velmi efektivně čelí velkým narušením elektrické sítě, jako je například přidání nebo odebrání velké zátěže, a poruch. Na druhou stranu, systém získávání dat poskytuje velmi užitečné informace pro typické i vědecké analýzy, jako jsou ekonomické náklady, predikce poruchy systémů, predikce poptávky, plány údržby, systémů pro podporu rozhodování a mnoho dalších výhod. Tato práce popisuje všeobecný model, který může být použit k simulaci pro sběr dat a kontrolní systémy pro vodní elektrárny v prostředí Matlab / Simulink a TrueTime Simulink knihovnu. Uvažovaná elektrárna sestává z vodní turbíny připojené k synchronnímu generátoru s budicí soustavou, generátor je připojen k veřejné elektrické síti. Simulací vodní turbíny a synchronního generátoru lze provést pomocí různých simulačních nástrojů. V této práci je upřednostňován SIMULINK / MATLAB před jinými nástroji k modelování dynamik vodní turbíny a synchronního stroje. Program s prostředím MATLAB SIMULINK využívá k řešení schematický model vodní elektrárny sestavený ze základních funkčních bloků. Tento přístup je pedagogicky lepší než komplikované kódy jiných softwarových programů. Knihovna programu Simulink obsahuje funkční bloky, které mohou být spojovány, upravovány a modelovány. K vytvoření a simulování internetových a Real Time systémů je možné použít bud‘ knihovnu simulinku Real-Time nebo TRUETIME, v práci byla použita knihovna TRUETIME.

While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model. This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives. Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond.

While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model. This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives. Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond.