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No. of bitstreams: 1 Tese com ficha - Marcel Ribeiro.pdf: 1182673 bytes, checksum: 983f638fb4441b4f69f72f3ca516c059 (MD5) Previous issue date: 2018-05-22 / This dissertation study the implications of strategic uncertainty induced by imperfect common knowledge for macroeconomic models and economic policy. In the first chapter, I evaluate whether central bank’s transparency enhances the effectiveness of monetary policy. I study this question using a New Keynesian model in which firms do not observe the time-varying inflation target or monetary policy shocks. Two informational assumptions are considered: (i) firms observe the interest rate decisions only (standard assumption) and (ii) firms observe the interest rate and an idiosyncratic signal about the inflation target. Under the standard assumption, agents infer output and inflation fluctuations by realizing that other agents are acting exactly like them. That ceases to be true when agents face strategic uncertainty induced by the idiosyncratic signal. One key implication is that, in the case of a monetary contraction, greater transparency improves the inflation-output trade-off only under the second assumption. In the second chapter, for a general class of DSGE models, I show that whenever agents extract information from endogenous variables that depends directly on the underlying unobserved shock, there is a qualitative difference in the signal extraction from those variables under imperfect information and imperfect common knowledge. This difference in learning about unobserved shocks does not vanish even in the limiting case when the variance of the private signal goes to infinity. Intuitively, strategic uncertainty prevents agents from knowing other agents’ decision, despite that those actions are the same in equilibrium. This discontinuity challenges this benchmark assumption by showing the implicitly substantial knowledge about endogenous variables assumed available to agents under imperfect information. The third chapter develops a novel solution method for a general class of DSGE models with imperfect common knowledge. The main contribution is that the method allows for the inclusion of endogenous state variables into the system of linear rational expectations equations under imperfect common knowledge. One key implication is that the endogenous persistence of state variables is the same under full information and imperfect common knowledge. A primer empirical evaluation of the informational frictions suggests that the model under imperfect common knowledge explains better the expectation data but is relatively worse at explaining the macroeconomic aggregates. / Esta tese estuda as implicações da incerteza estratégica induzida pelo conhecimento comum imperfeito para modelos macroeconômicos e política econômica. No primeiro capítulo, avalio se a transparência do banco central aumenta a eficácia da política monetária. Eu estudo essa questão usando um modelo Novo Keynesiano no qual as firmas não observam a meta de inflação variável no tempo e os choques de política monetária. Duas suposições sobre a informação dos agentes são consideradas: (i) as firmas observam apenas as decisões da taxa de juros e (ii) as firmas observam a taxa de juros e um sinal idiossincrático sobre a meta de inflação. Sob a suposição padrão, os agentes inferem flutuações de produto e inflação percebendo que outros agentes estão agindo exatamente como eles. Isso deixa de ser verdade quando os agentes enfrentam a incerteza estratégica induzida pelo sinal idiossincrático. Uma implicação principal é que, no caso de uma contração monetária, maior transparência melhora o trade-off inflação-produto apenas sob a segunda hipótese. No segundo capítulo, para uma classe geral de modelos DSGE, mostro que sempre que os agentes extraem informações de variáveis endógenas que dependem do choque subjacente não observado, as extrações de sinal daquelas variáveis sob informação imperfeita e conhecimento comum imperfeito são diferentes. Essa diferença no aprendizado de choques não observados não desaparece nem no caso limite quando a variação do sinal privado vai para o infinito. Intuitivamente, a incerteza estratégica impede que os agentes conheçam a decisão de outros agentes, apesar de essas ações serem as mesmas em equilíbrio. Essa descontinuidade desafia a suposição padrão, mostrando o conhecimento substancial sobre variáveis endógenas implicitamente assumido disponível para agentes sob informação imperfeita. O terceiro capítulo desenvolve um novo método de solução para uma classe geral de modelos DSGE com conhecimento comum imperfeito. A principal contribuição é que o método permite a inclusão de variáveis de estado endógeno no sistema de equações lineares de expectativas racionais sob conhecimento comum imperfeito. Uma implicação chave é que a persistência endógena de variáveis de estado é a mesma sob informação completa e conhecimento comum imperfeito. Uma avaliação empírica preliminar das fricções informacionais revela que o modelo sob informação imperfeita e dispersa explica melhor os dados de expectativas do que o modelo de informação completa. No entanto, isso ocorre ao custo de ser relativamente pior na explicação dos agregados macroeconômicos.

Relay-based cooperation promises significant gains in a wireless network as it provides an inde-pendent path between a source and a destination. Using simple single antenna nodes, it exploits the spatial diversity provided by the geographically separated nodes in a network to improve the robustness of the communication system against fading. Among the cooperative commu¬nication schemes, the amplify-and-forward (AF) relaying scheme is considered to be easy to implement since the relay does not need to decode its received signal. Instead, it just forwards to the destination the signal it receives from the source. We analyze the performance of fixed-gain AF relaying with imperfect channel knowledge that is acquired through an AF relay-specific training protocol. The analysis is challenging because the received signal at the destination contains the product (or cascade) of source-relay (SR) and relay-destination (RD) complex baseband channel gains, and additional products terms that arise due to imperfect estimation related errors. We focus on the time-efficient cascaded channel estimation (CCE) protocol to acquire the channel estimates at the destination. Using it, the destination can only estimate the product of SR and RD complex baseband channel gains, but not the two separately. Our analysis encompasses a single AF relay system and an opportunistic system with mul¬tiple AF relays, among which one is selected to forward its received signal to the destination, based on its SR and RD complex baseband channel gains. For a single relay system, we first de¬velop a novel SEP expression and a tight SEP upper bound. We then analyze the opportunistic multi-relay system, in which both selection and coherent demodulation use imperfect channel estimates. A distinctive aspect of our approach is the use of as few simplifying approximations as possible. It results in a new analysis that is accurate at signal-to-noise-ratios as low as 1 dB for single and multi-relay systems. Further, the training protocol is an integral part of the model and analysis. Using an insightful asymptotic analysis, we then present a simple, closed-form, nearly-optimal solution for allocation of energy between pilot and data symbols at the source and relay(s). Further, the optimal energy allocation between a source and a relay is characterized when both together operate under a sum energy constraint, as has often been assumed in the literature. In summary, the sum total of the results in this work provides a rigorous and accurate performance characterization and optimization of cascaded channel estimation for AF relaying.

Le but de cette thèse est de modéliser la propagation d’un contaminant au sein d’un réseau d’eau potable muni de capteurs temps réel. Elle comporte les trois axes de développement suivant: la résolution des équations de transport, celle du problème d’identification des sources de contamination et le placement des capteurs.Le transport d’un produit chimique est modélisé dans un réseau d’eau potable par l’équation de transport réaction 1-D avec l’hypothèse de mélange parfait aux noeuds. Il est proposé d’améliorer sa prédiction par l’ajout d’un modèle de mélange imparfait aux jonctions double T et d’un modèle de dispersion prenant en compte un profil de vitesse 3-D et la diffusion radiale. Le premier modèle est créé à l’aide d’un plan d’expériences avec triangulation de Delaunay, de simulations CFD, et de la méthode d’interpolation krigeage. Le second utilise les équations adjointes du problème de transport avec l’ajout de particules évoluant à l’aide d’une marche aléatoire, cette dernière modélisant la diffusion radiale dans la surface droite du tuyau.Le problème d’identification des sources consiste, à l’aide de réponses positives ou négatives à la contamination des noeuds capteurs, à trouver l’origine, le temps d’injection et la durée de la contamination. La résolution de ce problème inverse est faite par la résolution des équations de transport adjointes par formulation backtracking. La méthode donne la liste des sources potentielles ainsi que le classement de celles-ci selon leur probabilité d’être la vraie source de contamination. Elle s’exprime en fonction de combien, en pourcentage, cette source potentielle peut expliquer les réponses positives aux capteurs.Le placement des capteurs est optimisé pour l’identification des sources. L’objectif est la maximisation du potentiel de détection de la véritable source de contamination. Deux résolutions sont testées. La première utilise un algorithme glouton combiné à une méthode de Monte Carlo.La seconde utilise une méthode de recherche locale sur graphe.Finalement les méthodes sont appliquées à un cas test réel avec dans l’ordre : le placement des capteurs, l’identification de la source de contamination et l’estimation de sa propagation. / The aim of this thesis is to model the propagation of a contaminant inside a water distribution network equipped with real time sensors. There are three research directions: the solving of the transport equations, the source identification and the sensor placement. Classical model for transport of a chemical product in a water distribution network isusing 1D-advection-reaction equations with the hypothesis of perfect mixing at junctions. It isproposed to improve the predictions by adding a model of imperfect mixing at double T-junctions and by considering dispersion effect in pipes which takes into account a 3-D velocity profile. The first enhancement is created with the help of a design of experiment based on the Delaunay triangulation, CFD simulations and the interpolation method Kriging. The second one uses the adjoint formulation of the transport equations applied with an algorithm of particle backtracking and a random walk, which models the radial diffusion in the cross-section of a pipe.The source identification problem consists in finding the contamination origin, itsinjection time and its duration from positive and negative responses given by the sensors. The solution to this inverse problem is computed by solving the adjoint transport equations with a backtracking formulation. The method gives a list of potential sources and the ranking of thosemore likely to be the real sources of contamination. It is function of how much, in percentage, they can explain the positive responses of the sensors.The sensor placement is chosen in order to maximize the ranking of the real source of contamination among the potential sources. Two solutions are proposed. The first one uses agreedy algorithm combined with a Monte Carlo method. The second one uses a local search method on graphs. Finally the methods are applied to a real test case in the following order: the sensor placement, the source identification and the estimation of the contamination propagation.

Cette thèse a pour but d’étudier l'influence de l'hétérogénéité des forêts de terre ferme en Guyane sur l'organisation des communautés de moyens et grands vertébrés. Nous avons, d'abord, choisi une espèce modèle afin de déterminer une méthode adéquate d'estimation d'abondance prenant en compte la détection imparfaite et l'immigration temporaire des espèces, et de tester l'effet des conditions environnementales à différentes échelles d'analyse. Puis, partant du constat que les biais dus à la détection dans l'estimation d'abondance pouvaient être importants, nous avons déterminé l'importance relative des conditions environnementales et des traits biologiques des espèces sur la probabilité de détection. A partir de ce cadre d'étude, nous avons étudié la composition et les diversités alpha et beta en utilisant de façon complémentaire les métriques taxonomique, fonctionnelle, et phylogénétique pour déterminer le rôle relatif de l'environnement et de la contingence historique dans l'organisation des communautés, et de tester l’hypothèse des refuges forestiers. Enfin, en descendant dans l'échelle d'analyse, nous avons tenté de démêler l'effet de l'environnement et des interactions interspécifiques sur la cooccurrence des espèces, et utilisé les traits fonctionnels des espèces pour tester le lien entre cooccurrence et similitude fonctionnelle. Cette thèse met en avant les rôles prépondérants de la contingence historique et de la facilitation dans, respectivement, la structuration de la diversité régionale et les processus d’assemblages locaux des communautés de moyens et grands vertébrés en Guyane. / The main objective of this thesis was to study the influence of Guianan terra firme rainforests types on medium- and large-sized vertebrates community organization. First, we choose a model species which permitted to develop an appropriate abundance estimation method which take into account the imperfect detection and temporary immigration of mobile species, and to test environmental conditions effects at different spatial scales of analysis. Second, given that bias due to animal detection can be important in the abundance estimation, we determinated the relative role of environmental conditions and species biological traits on detection probability. From this methodological framework, we studied then processes of community organization, by identifying the main determinants involved in community organization, using composition and alpha and beta diversities, and, in a complementary manner, three metrics (taxonomic, functional, and phylogenetic). We sought from these general framework to determinate the relative role of environmental conditions and historical contingency, responsible for the current community organization, and to test the forest refugia hypothesis. Finally, we downscaled the analysis to determinate, and tried to disentangle the effects of environmental conditions and interspecific interactions on species co-occurrence. We used then functional traits to test the relationship between species co-occurrence and similarities.This thesis highlights the important role of historical contingency and facilitation in the structure of regional diversity and the local assembly processes of medium- and large-sized vertebrates, respectively, in French Guiana.

Les actes juridiques privés sont des titres exécutoires pour lesquels l’acte fondamental sur lequel est apposé la formule exécutoire est un acte juridique privé. C’est le cas des actes notariés, des accords homologués par un juge, des procès-verbaux de conciliation exécutoires, du procès-verbal de non-paiement d’un chèque impayé rendu exécutoire par l’huissier de justice. La loi Macron ajoute à cette famille de titre exécutoire les accords homologués par un huissier de justice pour les petites créances. La procédure d’établissement de ces titres exécutoires se déroule sans aucun contrôle juridictionnel. Dès lors, il est question de savoir si les conditions d’établissement et de mise en œuvre des actes juridiques privés exécutoires sont satisfaisantes au regard, d’une part des critères de définition et des effets du titre exécutoire et d’autre part de l’exigence du respect des droits fondamentaux aussi bien procéduraux que substantiels ? Si non, existe-t-il un remède légal et/ou jurisprudentiel à cette insuffisance ? Celui-ci le cas échéant, est-il satisfaisant ? / The private legal acts are writs of execution for which the fundamental act on which is affixed the enforceable formula is a private legal act. It is the case of notarial acts, agreements approved by a judge, enforceable reports(fines) of conciliation, by report(fine) of nonpayment of an unpaid check made enforceable by the bailiff. The law Macron adds to this family of writ of execution the agreements approved by a bailiff for the small claims(debts).The procedure of establishment of these writs of execution takes place without any jurisdictional control. From then on, it is about to know if the conditions of establishment and implementation of the enforceable private legal acts are satisfactory in the look, on one hand the criteria of definition and effects of the writ of execution and on the other hand the requirement of the respect for the fundamental rights so procedural as substantial? If not, there is a legal and/or case law remedy in this insufficiency? Is this one where necessary, satisfactory?

In the 19th and 20th centuries, the Czech lands were among the largest hop-growing regions in the world. Hop products became, in the interwar period, one of the crucial agricultural export goods of the Czechoslovak economy. This study aims to draw attention to the process of emergence of cartels in this particular branch of agricultural production. It traces the attempts to organize the industry by means of cartels from their very beginning in the late 19th century until the dissolution of Czechoslovakia in 1938. As a point of departure, it takes the assumption shared by many theoreticians of industrial organization who argue that the given structure of the industry to some extent pre-determines the ways how the cartels emerge and the particular forms they assume. These institutions, however, might in turn reshape the structure of the industry. The analysis indicates that the cartels in the hop industry were essentially 'children of opportunity' and their emergence was rarely correlated with an economic crisis. Even though the industry gave rise also to international collusive structures, the cartels in the hop industry were essentially unstable and weak and in most cases, the attempts to create them failed. Present study challenges the belief, widely held in the scholarship on cartels in the Czech lands,...

This thesis investigates decision-making in two-player imperfect information games against opponents whose actions can affect our rewards, and whose strategies may be based on memories of interaction, or may be changing, or both. The focus is on modelling these dynamic opponents, and using the models to learn high-reward strategies. The main contributions of this work are: 1. An approach to learn high-reward strategies in small simultaneous-move games against these opponents. This is done by using a model of the opponent learnt from sequence prediction, with (possibly discounted) rewards learnt from reinforcement learning, to lookahead using explicit tree search. Empirical results show that this gains higher average rewards per game than state-of-the-art reinforcement learning agents in three simultaneous-move games. They also show that several sequence prediction methods model these opponents effectively, supporting the idea of using them from areas such as data compression and string matching; 2. An online expectation-maximisation algorithm that infers an agent's hidden information based on its behaviour in imperfect information games; 3. An approach to learn high-reward strategies in medium-size sequential-move poker games against these opponents. This is done by using a model of the opponent learnt from sequence prediction, which needs its hidden information (inferred by the online expectation-maximisation algorithm), to train a state-of-the-art no-regret learning algorithm by simulating games between the algorithm and the model. Empirical results show that this improves the no-regret learning algorithm's rewards when playing against popular and state-of-the-art algorithms in two simplified poker games; 4. Demonstrating that several change detection methods can effectively model changing categorical distributions with experimental results comparing their accuracies to empirical distributions. These results also show that their models can be used to outperform state-of-the-art reinforcement learning agents in two simultaneous-move games. This supports the idea of modelling changing opponent strategies with change detection methods; 5. Experimental results for the self-play convergence to mixed strategy Nash equilibria of the empirical distributions of plays of sequence prediction and change detection methods. The results show that they converge faster, and in more cases for change detection, than fictitious play.

La contrazione della formazione di imprese dopo la crisi finanziaria del 2008 è stata in parte determinata dall'inasprimento degli standard creditizi. Incorporare l'imperfezione del mercato del credito nei modelli DSGE è diventato un passo essenziale verso una migliore spiegazione di tali risultati. Nel primo capitolo, indago sul ruolo del finanziamento esterno nella creazione d'impresa. Sottolineo l'impatto del potere di mercato delle banche e la presenza di dispersione tra i tassi di interesse dei grandi e dei piccoli prestiti all'ingresso. Pertanto, sviluppo un modello DSGE che collega l'ingresso dell'impresa al sistema bancario imperfetto e introduco costi di prestito eterogenei per operatori storici e nuovi. Il modello prevede un impatto amplificato degli shock reali e finanziari e mostra una maggiore volatilità man mano che lo spread dei tassi di interesse si allarga. In linea con l'evidenza, la versione sticky-price produce un'entrata prociclica in risposta allo shock monetario espansivo. Nel secondo capitolo, mi concentro sull'interazione tra i prezzi delle case, le insolvenze sui prestiti e l'ingresso di imprese. Presento prove SVAR che rivelano una risposta prociclica positiva della nascita allo shock dei prezzi delle case e una reazione negativa alle inadempienze sui prestiti. Quindi sviluppo un modello DSGE in grado di prevedere e spiegare queste risposte. L'endogeneità del vincolo collaterale e della creazione d'impresa è al centro del meccanismo del modello. Il modello genera dei secondi momenti ragionevolmente vicini alle controparti dei dati. / The contraction of business formation after 2008 financial crisis was driven partly by the tightened credit standards. Incorporating credit market imperfection to DSGE models became an essential step towards better explaining such outcomes. In the first chapter, I investigate the role of external financing in firm creation. I highlight the impact of bank market power, and the presence of dispersion between interest rates of large and small loans on entry. Therefore, I develop a DSGE model linking firm entry to imperfect banking system, and introduce heterogeneous borrowing costs for incumbents and entrants. The model predicts amplified impact of real and financial shocks, and exhibits higher volatility as the spread in interest rates gets wider. In line with evidence, the sticky-price version produces pro-cyclical entry in response to expansionary monetary shock. In the second chapter, I focus on the interaction between house prices, loan defaults, and firm entry. I present SVAR evidence that reveals positive pro-cyclical response of birth to house price shock, and negative reaction to loan defaults. Then I develop a DSGE model that is able to predict and explain these responses. The endogeneity of collateral constraint and firm creation is in the core of the model’s mechanism. The model generates some second moments that are reasonably close to their data counterparts.

La maîtrise de la gestion thermique du moteur à combustion interne permet de répondre à des problématiques telles que la réduction de la consommation de carburant et des émissions de polluants. Cette gestion peut être réalisée par des systèmes mécatroniques, plus précisément grâce à une vanne électromécanique multivoie, appelée ACT valve (Active Cooling thermo-management valve), permettant de mettre en œuvre une stratégie de gestion thermique lors du contrôle des températures dans différentes branches du circuit de refroidissement du moteur thermique.L’objectif du travail est d’améliorer la robustesse du processus de conception de cette vanne en tenant compte des contraintes fonctionnelles multi-physiques telles que la déformation, l’usure, mais aussi de contraintes de fabrication et de tolérancement géométrique liées au processus d’injection des pièces thermoplastiques. Ces incertitudes doivent être prises en compte dès la phase de la conception pour assurer l'efficacité et la fiabilité de ces vannes jusqu'à la fin de leurs vies.Ces travaux de thèses proposent tout d’abord une nouvelle méthode de conception de ces vannes qui se base sur des modèles numériques multi-physiques permettant à tous les métiers d’avoir une base de données commune. Validés expérimentalement, Ces modèles ont permis de mettre en évidence la sensibilité de certains paramètres géométriques sur le couple développé par l’actionneur de la vanne et de s’assurer de la fiabilité du système par la prédiction de l’usure sur un des éléments clés de l’ACT valve.Bien que l’analyse de sensibilité nous ait permis de comprendre l’influence de certains paramètres sur le système, nous avons proposé une nouvelle technique d’identification des configurations optimales du design de cette vanne en utilisant une méthode d’optimisation méta-heuristique multi-objectifs. Les suggestions de conception offertes par cette méthode permettent de réduire le couple résistant sur l’actionneur de la vanne ainsi que l’encombrement global du système. / The thermal management of the internal combustion engine can solve issues related to fuel consumption reduction and pollutant emissions. This management can be applied using mechatronic systems, more precisely thanks to a multi-way electromechanical valve, called ACT valve (Active Cooling thermo-management valve), that presents a thermal management strategy when controlling temperatures in different branches of the engine cooling circuit.The aim of this work is to improve the robustness of the design process of this valve taking into account the multi-physical functional constraints such as deformation, wear, but also geometrical tolerances constraints related to the thermoplastic parts manufacturing process. These uncertainties must be taken into account in the first steps of the design phase to ensure the effectiveness and reliability of this valve over its lifetime.This work first proposes a new method of designing these valves, which is based on multi-physical modeling, allowing the product designers to have a common database. Experimentally validated, these models made it possible to highlight the sensitivity of certain geometrical parameters on the torque developed by the actuator of the valve and to make sure of the reliability of the system with wear prediction on one of the key elements of ACT valve.Although the sensitivity analysis allowed us to understand the influence of certain parameters on the system, we proposed a new technique for identifying optimal configuration configurations of this valve using a metaheuristic, multi-objective optimization method. The design suggestions offered by this method can reduce the resistive torque on the valve DC-actuator as well as the overall packaging.

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