O modelo a ser apresentado consiste em um jogo de preço e localização entre duas firmas. Utiliza-se o pressuposto de que os consumidores têm sua utilidade positivamente afetada por um efeito de rede, ou seja, são diretamente influenciados pela tamanho da demanda do bem. Dispondo os consumidores uniformemente distribuídos dentro de um intervalo linear [0, 1], buscamos encontrar os equilíbrios de preço e localização do jogo proposto. Verificamos que, dados os pressupostos do modelo, existem equilíbrios de Nash para cada subjogo e dependerão da força dos efeitos de rede. Quando os efeitos de rede são fortes o suficiente, os preços praticados serão inicialmente reduzidos até que o monopólio seja alcançado por uma das firmas, quando o preço será elevado e a outra firma passará a cobrar um preço nulo. No subjogo de localizações foi possível identificar que, no caso em que o poder do efeito de rede está acima de um determinado nível, as firmas não irão diferenciar seus produtos e se localizarão em algum ponto dentro do intervalo fechado [1/4 , 3/4] / The model to be presented is a price-location game between two firms. The assumption is that consumers\' utility is positively affected by a network effect, i.e. it is directly influenced by the size of demand. Distributing consumers uniformly in a linear interval [0, 1] we seek the price and location equilibrium of the proposed game. We found that, given the model assumptions, there are Nash equilibria for each subset that depend on the strength of network effects. When network effects are strong enough, prices are initially reduced until the monopoly is reached by one of the firms, then the price rises and the other firm shall charge a null price. In the subgame of locations, when the power of the network effect is above a certain level, the firms will not differentiate their products and will be located at any point within the closed interval [1/4 , 3/4]

Esta dissertação de mestrado utiliza metodologia de direito e economia para apresentar modelo teórico construído a partir do ferramental disponibilizado pela teoria dos jogos. O modelo é desenhado com o objetivo de analisar as estratégias para tomada de decisão de devedores e credores sobre o pedido de falência e recuperação da empresa em crise no Brasil. As estratégias sugeridas pelo modelo são comparadas às alternativas existentes na lei brasileira de falências e recuperação de empresas (Lei n. 11.10112005). Os conceitos relacionados aos temas tratados são apresentados no capítulo II, onde há também uma visão resumida das teorias econômicas utilizadas, com o objetivo de auxiliar o leitor a compreender os conceitos. Há, ainda, uma breve exposição da teoria dos jogos e da teoria do desenho de mecanismos. O modelo proposto é estruturado de acordo com a teoria da escolha racional e a teoria dos jogos. Analisam-se os principais interesses envolvidos, limitados às restrições existentes, que reduzem as escolhas dos agentes (capítulo III). Estudam-se também os comportamentos de devedor e credores, resumidos a três possibilidades: estabelecimento de negociações privadas, falência e recuperação da empresa. Compreendem-se as decisões mais prováveis e também os possíveis erros na tomada de decisão, influenciados pelos interesses dos agentes, restrições econômicas e imposições legais. Apontam-se os problemas de revelação de informações, as decisões tomadas em assembléia de credores, os efeitos das decisões e propõem-se soluções para os principais problemas, sempre com base nos conceitos da teoria dos jogos e na teoria do desenho de mecanismos (capítulo IV). A formulação matemática do modelo proposto é apresentada no capítulo V. / This dissertation uses a methodology of law and economics to present a game-theoretic model, designed with the purpose of analyzing the strategies, selected by debtors and creditors, to make decisions between liquidation and reorganization of a distressed firm. The strategies recommended by the model are compared with the existing alternatives in the Brazilian Bankruptcy Law (law n. 11.101/2005). The concepts related to the subject are presented in chapter II, where there is an overview of the economic theories, to simplify the understanding of the concepts. There is also an overview of game theory and mechanism design theory. The proposed model is structured according to the rational choice theory and game theory. It analyzes the main interests involved, and the existing constraints that limit the choices made by the agents (chapter III). It also studies the behavior of debtors and creditors, limited to three possibilities: establishment of private negotiations (workout), liquidation or reorganization of the firm. It analyzes the most probable decisions and also the possible errors in the decision making process, influenced by interests involved, economic and legal constraints. The dissertation analyses the problem of revelation of information, decisions taken in creditors assemblies, effects of those decisions, and proposes solution to the main problems, based on concepts of game theory and mechanism design theory (chapter IV). The models mathematical formulation is presented in chapter V.

Les communications pair-à-pair en temps réel ainsi que les applications de transmissions multi-média peuvent améliorer leurs performances en utilisant des services d'estimation de topologie au niveau d'application. Les systèmes aux coordonnées virtuelles représentent un tel service. A l'aide d'un tel système les noeuds d'un réseau pair-à-pair prédisent les latences entre différents noeuds sans nécessiter des mesures étendues. Malheureusement, prédire les latences correctement requis que les noeuds soient honnêtes et coopératifs. La recherche récente propose des techniques pour atténuer des attaques basiques (inflation, déflation, oscillation) où les attaquants conduisent un type d'attaque seulement. Dans ce travail, nous définissons et utilisons un modèle basé sur la théorie des jeux pour identifier la meilleure solution pour défendre le système en supposant que les attaquants utilisent l'attaque la plus pire. Ce modèle nous aide à démontrer l'impact et l'efficacité des attaques et défenses en utilisant un système de coordonnées virtuelles répondu. De même, nous explorons des techniques de l'apprentissage automatique supervisé pour détecter des attaques plus lentes et subtiles, comme l'attaque à l'inflation-lente et l'attaque de dégroupage de réseau qui sont capable de contourner des techniques de défenses existantes. Nous évaluons nos techniques sur le système Vivaldi contre des stratégies d'attaques plus complexes sur des simulations ainsi que des déploiements Internet / Peer-to-peer real-time communication and media streaming applications optimize their performance by using application-level topology estimation services such as virtual coordinate systems. Virtual coordinate systems allow nodes in a peer-to-peer network to accurately predict latency between arbitrary nodes without the need of performing extensive measurements. However, systems that leverage virtual coordinates as supporting building blocks, are prone to attacks conducted by compromised nodes that aim at disrupting, eavesdropping, or mangling with the underlying communications. Recent research proposed techniques to mitigate basic attacks (inflation, deflation, oscillation) considering a single attack strategy model where attackers perform only one type of attack. In this work, we define and use a game theory framework in order to identify the best attack and defense strategies assuming that the attacker is aware of the defense mechanisms. Our approach leverages concepts derived from the Nash equilibrium to model more powerful adversaries. We apply the game theory framework to demonstrate the impact and efficiency of these attack and defense strategies using a well-known virtual coordinate system and real-life Internet data sets. Thereafter, we explore supervised machine learning techniques to mitigate more subtle yet highly effective attacks (frog-boiling, network-partition) that are able to bypass existing defenses. We evaluate our techniques on the Vivaldi system against a more complex attack strategy model, where attackers perform sequences of all known attacks against virtual coordinate systems, using both simulations and Internet deployments

Les systèmes collaboratifs à large échelle, où un grand nombre d’utilisateurs collaborent pour réaliser une tâche partagée, attirent beaucoup l’attention des milieux industriels et académiques. Bien que la confiance soit un facteur primordial pour le succès d’une telle collaboration, il est difficile pour les utilisateurs finaux d’évaluer manuellement le niveau de confiance envers chaque partenaire. Dans cette thèse, nous étudions le problème de l’évaluation de la confiance et cherchons à concevoir un modèle de confiance informatique dédiés aux systèmes collaboratifs. Nos travaux s’organisent autour des trois questions de recherche suivantes. 1. Quel est l’effet du déploiement d’un modèle de confiance et de la représentation aux utilisateurs des scores obtenus pour chaque partenaire ? Nous avons conçu et organisé une expérience utilisateur basée sur le jeu de confiance qui est un protocole d’échange d’argent en environnement contrôlé dans lequel nous avons introduit des notes de confiance pour les utilisateurs. L’analyse détaillée du comportement des utilisateurs montre que: (i) la présentation d’un score de confiance aux utilisateurs encourage la collaboration entre eux de manière significative, et ce, à un niveau similaire à celui de l’affichage du surnom des participants, et (ii) les utilisateurs se conforment au score de confiance dans leur prise de décision concernant l’échange monétaire. Les résultats suggèrent donc qu’un modèle de confiance peut être déployé dans les systèmes collaboratifs afin d’assister les utilisateurs. 2. Comment calculer le score de confiance entre des utilisateurs qui ont déjà collaboré ? Nous avons conçu un modèle de confiance pour les jeux de confiance répétés qui calcule les scores de confiance des utilisateurs en fonction de leur comportement passé. Nous avons validé notre modèle de confiance en relativement à: (i) des données simulées, (ii) de l’opinion humaine et (iii) des données expérimentales réelles. Nous avons appliqué notre modèle de confiance à Wikipédia en utilisant la qualité des articles de Wikipédia comme mesure de contribution. Nous avons proposé trois algorithmes d’apprentissage automatique pour évaluer la qualité des articles de Wikipédia: l’un est basé sur une forêt d’arbres décisionnels tandis que les deux autres sont basés sur des méthodes d’apprentissage profond. 3. Comment prédire la relation de confiance entre des utilisateurs qui n’ont pas encore interagi ? Etant donné un réseau dans lequel les liens représentent les relations de confiance/défiance entre utilisateurs, nous cherchons à prévoir les relations futures. Nous avons proposé un algorithme qui prend en compte les informations temporelles relatives à l’établissement des liens dans le réseau pour prédire la relation future de confiance/défiance des utilisateurs. L’algorithme proposé surpasse les approches de la littérature pour des jeux de données réels provenant de réseaux sociaux dirigés et signés / Large-scale collaborative systems wherein a large number of users collaborate to perform a shared task attract a lot of attention from both academic and industry. Trust is an important factor for the success of a large-scale collaboration. It is difficult for end-users to manually assess the trust level of each partner in this collaboration. We study the trust assessment problem and aim to design a computational trust model for collaborative systems. We focused on three research questions. 1. What is the effect of deploying a trust model and showing trust scores of partners to users? We designed and organized a user-experiment based on trust game, a well-known money-exchange lab-control protocol, wherein we introduced user trust scores. Our comprehensive analysis on user behavior proved that: (i) showing trust score to users encourages collaboration between them significantly at a similar level with showing nick- name, and (ii) users follow the trust score in decision-making. The results suggest that a trust model can be deployed in collaborative systems to assist users. 2. How to calculate trust score between users that experienced a collaboration? We designed a trust model for repeated trust game that computes user trust scores based on their past behavior. We validated our trust model against: (i) simulated data, (ii) human opinion, and (iii) real-world experimental data. We extended our trust model to Wikipedia based on user contributions to the quality of the edited Wikipedia articles. We proposed three machine learning approaches to assess the quality of Wikipedia articles: the first one based on random forest with manually-designed features while the other two ones based on deep learning methods. 3. How to predict trust relation between users that did not interact in the past? Given a network in which the links represent the trust/distrust relations between users, we aim to predict future relations. We proposed an algorithm that takes into account the established time information of the links in the network to predict future user trust/distrust relationships. Our algorithm outperforms state-of-the-art approaches on real-world signed directed social network datasets

Neste projeto apresentamos três modelos para publicidade na Internet, e mecanismos associados a cada modelo, analisando suas propriedades como estabilidade, otimalidade, prova de estratégia, e consumo de tempo. Primeiramente apresentamos um dos primeiros artigos publicados sobre o problema de leilões para publicidade na Internet, que descreve essencialmente o funcionamento dos atuais leilões para publidade na Internet. Em seguida, apresentamos outros dois modelos. O primeiro deles permite publicidade com exclusividade. O segundo modelo permite mais opções ao leiloeiro e aos anunciantes, ao permitir preços mínimos de venda e preços máximos de compra. / In this project we present three Internet sponsored search advertising models, and mechanisms related to each model, analyzing properties such as stability, optimality, strategy-proof, and time consumption. We start presenting one of the first articles on the problem of sponsored search advertising. Next, we present other two models. The first one allows exclusivity advertising. The second model allows a wider variety of options for both the auctioneer and the bidders, including minimum selling prices and maximum buying prices.

Uma das características que nos distinguem de outros seres vivos é nossa cultura. Entretanto, como comportamentos não fossilizam, é difícil reconstruir o passado para gerar insights sobre por que nos tornamos o que somos hoje. Juntamente com dados etnográficos e experimentais, os modelos matemáticos têm sido utilizados para abordar a questão sobre como nossos comportamentos foram moldados pela evolução. Esta tese está dividida em duas partes. Na primeira parte, discutiremos sobre seleção multinível e sobre como o framework matemático chamado Two-level Fisher Wright (TLFW) pode nos ajudar a entender a evolução da cooperação em populações humanas. Após descrevermos o problema da cooperação através do uso de ferramentas de teoria dos jogos, revisamos algumas das teorias atuais sobre por que a cooperação evoluiu. Em seguida, empregamos o framework TLFW ao problema da emergência de altruísmo em populações de caçadores-coletores, considerando uma situação em que o conflito entre grupos direciona a seleção. Na segunda parte, abordamos o tópico de diversidade linguística e apresentamos a importância de se estudar a competição entre línguas para ajudar a preservá-las. Traçando um paralelo entre a evolução das línguas e a evolução de normas sociais, introduzimos um modelo para analisar a persistência de dialetos, quando existe competição com uma língua padrão nacional. / One of the features that distinguish human beings from other living species is our culture. However, since behaviors do not fossilize, it is difficult to reconstruct the past to get insights about why we are who we are. Along with ethnographic and experimental data, mathematical models have been used to address the question of how our behaviors were shaped by evolution. This thesis is divided into two parts. In the first part, we will discuss multilevel selection and how the mathematical framework Two-Level Fisher-Wright (TLFW) can help us to understand the evolution of cooperation in human populations. After describing the problem of cooperation by using game theory, we review some of the present theories about why cooperation has evolved. Then, we apply the TLFW framework to the problem of the evolution of altruism in populations of hunter-gatherers, considering a situation in which group conflict drives selection. In the second part, we discuss language diversity and present the importance of studying the competition between languages for helping to preserve them. By drawing a parallel between the evolution of language and social norms, we introduce a mathematical model to analyze the persistence of dialects competing against a national standard language.

The purpose of this thesis is to compare the effectiveness of several interest rate models in fitting the true value of interest rates. Up until 1990, the universally accepted models were the equilibrium models, namely the Rendleman-Bartter model, the Vasicek model, and the Cox-Ingersoll-Ross (CIR) model. While these models were probably considered relatively accurate around the time of their discovery, they do not provide a good fit to the initial term structure of interest rates, making them substandard for use by traders in pricing interest rate options. The fourth model we consider is the Hull-White one-factor model, which does provide this fit. After calibrating, simulating, and comparing these four models, we find that the Hull-White model gives the best fit to our data sets. / Includes bibliography. / Thesis (M.S.)--Florida Atlantic University, 2014. / FAU Electronic Theses and Dissertations Collection

Uma das características que nos distinguem de outros seres vivos é nossa cultura. Entretanto, como comportamentos não fossilizam, é difícil reconstruir o passado para gerar insights sobre por que nos tornamos o que somos hoje. Juntamente com dados etnográficos e experimentais, os modelos matemáticos têm sido utilizados para abordar a questão sobre como nossos comportamentos foram moldados pela evolução. Esta tese está dividida em duas partes. Na primeira parte, discutiremos sobre seleção multinível e sobre como o framework matemático chamado Two-level Fisher Wright (TLFW) pode nos ajudar a entender a evolução da cooperação em populações humanas. Após descrevermos o problema da cooperação através do uso de ferramentas de teoria dos jogos, revisamos algumas das teorias atuais sobre por que a cooperação evoluiu. Em seguida, empregamos o framework TLFW ao problema da emergência de altruísmo em populações de caçadores-coletores, considerando uma situação em que o conflito entre grupos direciona a seleção. Na segunda parte, abordamos o tópico de diversidade linguística e apresentamos a importância de se estudar a competição entre línguas para ajudar a preservá-las. Traçando um paralelo entre a evolução das línguas e a evolução de normas sociais, introduzimos um modelo para analisar a persistência de dialetos, quando existe competição com uma língua padrão nacional. / One of the features that distinguish human beings from other living species is our culture. However, since behaviors do not fossilize, it is difficult to reconstruct the past to get insights about why we are who we are. Along with ethnographic and experimental data, mathematical models have been used to address the question of how our behaviors were shaped by evolution. This thesis is divided into two parts. In the first part, we will discuss multilevel selection and how the mathematical framework Two-Level Fisher-Wright (TLFW) can help us to understand the evolution of cooperation in human populations. After describing the problem of cooperation by using game theory, we review some of the present theories about why cooperation has evolved. Then, we apply the TLFW framework to the problem of the evolution of altruism in populations of hunter-gatherers, considering a situation in which group conflict drives selection. In the second part, we discuss language diversity and present the importance of studying the competition between languages for helping to preserve them. By drawing a parallel between the evolution of language and social norms, we introduce a mathematical model to analyze the persistence of dialects competing against a national standard language.

The results section of my thesis includes three chapters. The first two chapters are on theoretical game theory. In both chapters, by mathematical modelling and game theoretical tools, I am predicting the behaviour of the players in some real world issues. Hoteling-Downs model plays an important role in the modern political interpretations. The first chapter of this study investigates an extension of Hoteling-Downs model to have multi-dimensional strategy space and asymmetric candidates. Chapter 3 looks into the inspection game where the inspections are not the same in the series of sequential inspections. By modelling the game as a series of recursive zero-sum games I find the optimal strategy of the players in the equilibrium. The forth chapter investigates direct optimization methods for large scale problems. Using Matlab implementations of Genetic and Nelder-Mead algorithms, I compare the efficiency and accuracy of the most famous direct optimization methods for unconstraint optimization problems based on differing number of variables.

This dissertation studies firms' strategic interactions in anticipation of random service disruption following technology failure. In particular it is aimed at understanding how contracting decisions between a vendor and one or multiple clients affect the firms' subsequent decisions to ensure disruption response and recovery are managed as efficiently as possible. This dissertation consists of three studies that were written as standalone papers seeking to contribute to the literature on contract design and technology management in operations management. Together, the three studies justify the importance of structuring the right incentives to mitigate disruption risks. In the first study we contribute to this literature by means of an analytical model which we use to examine how a client and vendor should balance investments in response capacity when both parties' efforts are critical in resolving disruption and each may have different risk preferences. We study the difference in the client's optimal expected utility between a case in which investment in response capacity is observable and a case in which it is not and refer to the difference in outcomes between the two cases as the cost of complexity. Firstly, we show that the cost of complexity to the client is decreasing in the risk aversion of vendor but increasing in her own risk aversion. Secondly, we find that a larger difference in risk aversion between a client and vendor leads to underinvestment in system uptime in case the client's investment is observable, yet the opposite happens when the client’s investment is not observable. In the second study we further examine the context of the first study through a controlled experiment. We examine how differences in risk aversion and access to information on a contracting partner’s risk preferences interact in affecting contracting and investment decisions between the client and vendor. Comparing subject decisions with the conditionally optimal benchmarks we arrive at two observations that highlight possible heuristic decision biases. Firstly, subjects tend to set and hold on to an inefficiently high investment level even though it is theoretically optimal to adjust decisions under changing differences in risk preferences. Secondly, subjects tend to set and hold on to a penalty that is too high when interacting with more risk averse vendors and too low in case the vendor is equally risk averse. Furthermore, cognitive feedback on the vendor’s risk aversion appears to have counterproductive effects on subject’s performance in the experiment, suggesting cognitive overload can have a reinforcing effect on the heuristic decision biases observed. In the third study we construct a new analytical model to examine the effect of contract design on a provider's response capacity allocation in a setting where multiple clients may be disrupted and available response capacity is limited. The results show that while clients may be incentivized to identify and report network disruptions, competition for scarce emergency resources and the required investment in understanding their own exposure may incentivize clients to deliberately miscommunicate with the vendor.