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Univ., Diss.--Bonn, 2002. / Enth. 3 Beitr.

Le problème de gestion de projet à contraintes de ressources est un des problèmesles plus étudiés dans la littérature. Il consiste à planifier des activités soumises à desrelations de précédence, et nécessitant des ressources renouvelables. L’objectif est deminimiser la durée du projet, soit le makespan. Nous étudions le problème de gestion deprojet à contraintes de ressources. Nous nous sommes intéressées à la résolution exactedu problème. Dans la première partie de la thèse, nous élaborons une série de bornesinférieures basées sur le raisonnement énergétique et des formulations mathématiques.Les résultats montrent que les bornes proposées surpassent ceux de la littérature. Dansla deuxième partie, nous proposons des procédures par séparation et évaluation utilisantles bornes inférieures dévelopées dans la première partie. / Resource Constrained Project Scheduling Problem is one of the most studied schedulingproblems in the literature. It consists in scheduling activities, submitted to precedencerelationship, and requiring renewable resources to be processed. The objective isto minimize the project duration, i.e., the makespan. We study the Resource ConstrainedProject Scheduling Problem. We are interested on the exact resolution of the problem.In the first part of the thesis, we develop a series of lower bounds based on energeticreasoning and mathematical formulations. The computational results show that theproposed lower bounds outperform the ones of the literature. In the second part, wepropose Branch-and-Bound procedures using the lower bounds developed on the firstpart.

[pt] Quais devem ser a características da política monetária ótima sob comprometimento em uma situação de armadilha da liquidez global quando os Bancos Centrais não coordenam suas ações? Fazendo o uso de um modelo de economia aberta com dois países, fizemos um exercício numérico para endereçar essa questão e estudar as diferenças entre este caso e uma situação cooperativa, na qual as autoridades monetárias não estão somente preocupadas com a utilidade da população nacional, mas em vez disso maximizam uma medida de bem-estar global. Nossas descobertas apontam para diferenças nas características de dependência histórica e internacional da prescrição monetária em cada um dos casos observados. Também é feita uma análise de bem-estar do nosso experimento que sugere que um Banco Central local prefere, não só permanecer restrito pelo limite inferior zero da taxa de juros nominal por um período maior, mas também que o país estrangeiro saia dessa situação o quanto antes. Por fim, fazemos uma análise de robustez dos nossos resultados variando o tamanho de cada nação e o grau de substituição dos produtos produzidos em cada localidade. / [en] What should be the characteristics of the optimal monetary policy under commitment in the situation of a global liquidity trap when Central Banks do not coordinate their actions? Using a two-country open economy model, we perform a numerical exercise in order to address this question and study the differences between this setting and a cooperative situation, when monetary authorities are not only worried with the national household utility, but instead maximize a measure of world welfare. Our findings points towards differences of history and international dependence features of optimal monetary prescriptions in each of the observed cases. We also execute a welfare analysis of our experiment that suggests that a local Central Bank prefers, not only to stay restrained by zero lower bound (ZLB) on nominal interest rates for a longer period, but also that the foreign country exists this situation as early as possible. Lastly, we make a robustness analysis of our results varying the size of each nation and the degree of substitution of the composite goods produced in each locality.

La capture de mouvement ambulatoire est un sujet en plein essor pour des applications aussi diverses que le suivi des personnes âgées, l'assistance des sportifs de haut niveau, la réhabilitation fonctionnelle, etc. Ces applications exigent que le mouvement ne soit pas contraint par un système externe, qu’il puisse être réalisé dans différentes situations, y compris en extérieur, que l’équipement soit léger et à un faible coût, qu’il soit réellement ambulatoire et sans procédure complexe de calibration.Actuellement, seuls les systèmes utilisant un exosquelette ou bien des modules inertiels (souvent combinés avec des modules magnétiques) permettent d'effectuer de la capture de mouvement de façon ambulatoire. Le poids de l’exosquelette est très important et il impose des contraintes sur les mouvements de la personne, ce qui le rend inutilisable pour certaines applications telles que le suivi de personnes âgées. La technologie inertielle est plus légère. Elle permet d'effectuer la capture du mouvement sans contrainte sur l’espace de mesure ou sur les mouvements réalisés. Par contre, elle souffre de dérives des gyromètres, et le système doit être recalibré.L'objectif de cette thèse est de développer un système de capture de mouvement de chaînes articulées, bas-coût et temps réel, réellement ambulatoire, ne nécessitant pas d'infrastructure de capture spécifique, permettant une utilisation dans de nombreux domaines applicatifs (rééducation, sport, loisirs, etc.).On s'intéresse plus particulièrement à des mesures intra-corporelles. Ainsi, tous les capteurs sont placés sur le corps et aucun dispositif externe n'est utilisé. Outre un démonstrateur final permettant de valider l'approche proposée, on s'astreint à développer également des outils qui permettent de dimensionner le système en termes de technologie, nombre et position des capteurs, mais également à évaluer différents algorithmes de fusion des données. Pour ce faire, on utilise la borne de Cramer-Rao.Le sujet est donc pluridisciplinaire. Il traite des aspects de modélisation et de dimensionnement de systèmes hybrides entièrement ambulatoires. Il étudie des algorithmes d'estimation adaptés au domaine de la capture de mouvement corps entier en traitant les problématiques d'observabilité de l'état et en tenant compte des contraintes biomécaniques pouvant être appliquées. Ainsi, un traitement adapté permet de reconstruire en temps réel la posture du sujet à partir de mesures intra-corporelles, la source étant également placée sur le corps. / Ambulatory motion capture is of great interest for applications ranging for the monitoring of elderly people, sporty performances monitoring, functional rehabilitation, etc. These applications require that the movement is not constrained by an external system, that it can be performed in different situations, including outdoor environment. It requires lightweight and low cost equipment; it must be truly ambulatory without complex process of calibration.Currently, only systems using an exoskeleton or inertial modules (often combined with magnetic modules) can be used in such situations. Unfortunately, the exoskeleton weight is not affordable and it imposes constraints on the movements of the person, which makes it unusable for certain applications such as monitoring of the elderly.Inertial technology is lighter. Itcan be used for the capture of movement without constraints on the capture space or on the movements. However, it suffers from gyros drift, and the system must be recalibrated.The objective of this thesis is to develop a system of motion capture for an articulated chain, low-cost, real-time truly ambulatory that does not require specific capture infrastructure, that can be used in many application fields (rehabilitation, sport, leisure, etc.).We focus on intra-corporal measurements. Thus, all sensors are placed on the body and no external device is used. In addition to a final demonstrator to validate the proposed approach, we also develop tools to evaluate the system in terms of technology, number and position of sensors, but also to evaluate different algorithms for data fusion. To do this, we use the Cramer-Rao lower bound. \\The subject is multidisciplinary. It addresses aspects of modelling and design of fully ambulatory hybrid systems. It studies estimation algorithms adapted to the field of motion capture of a whole body by considering the problem of observability of the state and taking into account the biomechanical constraints that can be taken into account. Thus, with an appropriate treatment, the pose of a subject can be reconstructed in real time from intra-body measurements.

The introduction of negative interest rates, as an additional tool of unconventional monetary policy in recent years, leads to many, yet largely polarized debates about the implications of the unconventional monetary policy of central banks. The main reason for their introduction in some economies, namely the threat of deflation, is also questioned, as well as the negative side effects of this instrument on financial stability and economic growth, and finally, their limited scope is under scrutiny. Due to the still insufficient research in this field, the aim of the diploma thesis is to evaluate the concerns and the main long-term risks and impacts of the monetary policy using negative interest rates in the context of deflation threats. The analysis of available data confirms both the concerns about the negative effects of negative interest rates on the banking sector, the recovery process of public finances, the possible rise of a price bubble on the financial markets and real estate markets, or on the possibility of excessive risk taking, and on the other hand draws attention to the direct dependence between negative impacts and the duration of monetary policy using negative interest rates.

Limit analysis is a very powerful tool to find accurate solutions of several geotechnical stability problems. This analysis is based on the theory of the plasticity and it provides two limiting solutions within lower and upper bounds. With the advancement of the finite elements and different robust optimization techniques, the numerical limit analysis approach in association with finite elements is becoming quite popular to assess the stability of various complicated structures. The present thesis deals with the formulations and the implementation of the finite element limit analysis to obtain the solutions of different geotechnical axisymmetric stability problems. The objectives of the present thesis are twofold: (a) developing limit analysis formulations in conjunction with linear and nonlinear optimizations for solving axisymmetric stability problems related with soil and rock mechanics, and then (b) implementing these axisymmetric formulations for solving various important axisymmetric stability problems in geomechanics. Three noded linear triangular elements have been used throughout the thesis. In order to solve the different problems, the associated computer programs have been written in MATLAB. With reference to the first objective of the thesis, the existing finite element lower bound axisymmetric formulation with linear programming has been presented. A new technique has also been proposed for solving an axisymmetric geomechanics stability problem by employing an upper bound limit analysis in combination with finite elements and linear programming. The method is based on the application of the von-Karman hypothesis to fix the constraints associated with the magnitude of the circumferential stress (), and finally the method involves only the nodal velocities as the basic unknown variables. The required computational effort becomes only marginally greater than that needed for an equivalent plane strain problem. The proposed methodology has been found to be computationally quite efficient. A new lower bound axisymmetric limit analysis formulation, by using two dimensional finite elements, the three dimensional Mohr-Coulomb (MC) yield criterion, and nonlinear optimization has also been presented for solving different axisymmetric stability problems in geomechanics. The nonlinear optimization was carried out by employing an interior point method based on the logarithmic barrier function. The yield surface was smoothened (i) by removing the tip singularity at the apex of the pyramid in the meridian plane, and (ii) by eliminating the stress discontinuities at the corners of the yield hexagon in the plane. No inherent assumption concerning with the hoop stress needs to be made in this formulation. The Drucker-Prager (DP) yield criterion was also used for computing the lower bound axisymmetric collapse load. The advantage of using the DP yield criterion is that it does not exhibit any singularity in the plane. A new proposal has also been given to simulate the DP yield cone with the MC hexagonal yield pyramid. The generalized Hoek-Brown (HB) yield criterion has also been used. This criterion has been smoothened both in the meridian and  planes and a new formulation is prescribed for obtaining the lower bound axisymmetric problems in rock media in combination with finite elements and nonlinear optimization. With reference to the second objective, a few important axisymmetric stability problems in soil mechanics associated with footings and excavations have been solved in the present thesis. In all these problems, except that of a flat circular footing lying over either homogeneous soil or rock media, it is assumed that the medium is governed by the MC failure criterion and it follows an associated flow rule. For determining the collapse loads for a circular footing over homogenous soil and rock media, the problem has been solved with the usage of Drucker-Prager, Mohr-Coulomb and Hoek-Brown criteria. The bearing capacity of a circular footing lying over fully cohesive strata, with an inclusion of a sand layer is evaluated. The effects of the thickness and internal friction angle of the sand layer () on the bearing capacity have been examined for different combinations of cu/(b) and q; where (i) cu defines the undrained shear strength, (ii)  is the unit weight of sand, (iii) b corresponds to the footing radius, and (iv) q is the surcharge pressure. The results have been presented in the form of a ratio () of the bearing capacities with an insertion of the sand layer to that for a footing lying directly over clayey strata. It is noted that an introduction of a layer of medium dense to dense sand over soft clay improves considerably the bearing capacity of the foundation. The improvement in the bearing capacity increases continuously (i) with decreases in cu/(b), and (ii) increases in  and q/(b). The bearing capacity factors, Nc, Nq and N, for a conical footing are obtained in a bound form for a wide range of the values of cone apex angle () and with  = 0, 0.5 and . The bearing capacity factors for a perfectly rough ( = conical footing generally increase with a decrease in . On contrary for  = 0, the factors Nc and Nq reduce gradually with a decrease in . For  = 0, the factor N for  ≥ 35o becomes minimum for  approximately equal to 90o. For  = 0, the factor N for  ≤ 30o, like in the case of  = , generally reduces with an increase in . It has also been intended to compute the bearing capacity factors Nc, Nq and N, for smooth and rough ring footing for different combinations of ri/ro and ; where ri and ro refer to inner and outer radii of the ring, respectively. It is observed that for a smooth footing, with a given value of ro, the magnitude of the collapse load decreases continuously with an increase in ri. On the other hand, for a rough base, for a given value of ro, hardly any reduction occurs in the magnitude of collapse load up to ri/ro ≈ 0.2, whereas beyond this ri/ro, the magnitude of the collapse load, similar to that of a smooth footing, decreases continuously with an increase in ri/ro. An attempt has also been made to determine the ultimate bearing capacity of a circular footing, placed over a soil mass which is reinforced with horizontal layers of circular reinforcement sheets. For performing the analysis, three different soil media have been separately considered, namely, (i) fully granular, (ii) cohesive frictional, and (iii) fully cohesive with an additional provision to account for an increase of cohesion with depth. The reinforcement sheets are assumed to be structurally strong to resist axial tension but without having any resistance to bending; such an approximation usually holds good for geogrid sheets. The shear failure between the reinforcement sheet and adjoining soil mass has been considered. The increase in the magnitudes of the bearing capacity factors (Nc and N) with an inclusion of the reinforcement has been computed in terms of the efficiency factors c and . The critical positions and corresponding optimum diameter of the reinforcement sheets, for achieving the maximum bearing capacity, have also been established. The increase in the bearing capacity with an employment of the reinforcement increases continuously with an increase in . The improvement in the bearing capacity becomes quite extensive for two layers of the reinforcements as compared to the single layer of the reinforcement. The stability of an unsupported vertical cylindrical excavation has been assessed. For the purpose of design, stability numbers (Sn) have been generated for both (i) cohesive frictional soils, and (ii) pure cohesive soils with an additional provision to account for linearly increasing cohesion with depth by using a non-dimensional factor m. The variation of Sn with H/b has been established for different values of m and ; where H and b refer to height and radius of the cylindrical excavation. A number of useful observations have been drawn about the variation of the stability number and nodal velocity patterns with changes in H/b,  and m. In the last, by using the smoothened generalized HB yield criterion, the ultimate bearing capacity of a circular footing placed over a rock mass is evaluated in a non-dimensional form for different values of GSI, mi, ci/(b) and q/ci. For validating the results, computations were exclusively performed for a strip footing as well. For the various problems selected in the present thesis, the failure and nodal velocity patterns have been examined. The results obtained from the analysis have been thoroughly compared with that reported from literature. It is expected that the various design charts presented here will be useful for the practicing engineers. The formulations given in the thesis can also be further used for solving various axisymmetric stability problems in geomechanics.

This diploma thesis focuses on the use of inflation targeting as monetary policy regime in a situation of imminent deflation. The thesis is divided into three main parts. The first part introduces the basic mechanism of inflation targeting with its basic elements and describes its possible failure. The second part focuses mainly on the analysis of the economic factors which contributed to achieving the zero lower bound for the repo rate of CNB. The third part presents an alternative (unconventional) monetary policy instruments in case of achieving zero lower bound, in particular the use of the exchange rate. The end of the last part of this thesis analyzes the development of key macroeconomic indicators in the Czech Republic.

This diploma thesis is focused on unconventional monetary policy tools that individual central banks introduced into practise as a response to the global financial crisis. It is about quantitative easing policy, foreign exchange interventions with exchange rate commitment and negative interest rates. This thesis also deals with classical tools of monetary policy such as open market operations, discount tools, minimum requirement reserve or foreign exchange interventions. The aim of the thesis is to document the development of central banks policy and then to examine relationship of selected assets in comparison with balance sheet of Federal reserve systems with help of correlation coefficient. The thesis also deals with the thought how should behave in the zero lower bound environment and what are the pitfalls of unconventional monetary policy.

This thesis concerns the interaction of monetary and fiscal policy. Using New Keynesian model, we show the impact of fiscal expansion under different specifications of monetary policy rules. The analysis of the transmission of fiscal expansion focuses on the situation in which central bank's nominal interest rate reaches zero lower bound. We verify the economic model using vector autoregression based on data of the United States. The results of the theoretical and empirical research suggest that the influence of government spending on the product is greater at the zero lower bound.