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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
91

APLICAÇÃO DA TEORIA DOS JOGOS NA GESTÃO DE PESSOAS: UMA ANÁLISE DA VARIÁVEL SALÁRIO / Aplication of game theory in people management on analysis of the variable salary

Santos, João Almeida 18 December 2012 (has links)
Made available in DSpace on 2016-08-02T21:42:40Z (GMT). No. of bitstreams: 1 JoaoAlmeida.pdf: 2244042 bytes, checksum: ce4553f1581613919a0b3251c90d8abb (MD5) Previous issue date: 2012-12-18 / This paper presents the main aspects of Game Theory, showing its application as an analytical tool in People Management with respect to the variable salary. It considers the organization and worker as general concepts, without identifying the sector, business field, legal classification according to their revenue, total employees or market share of the organization. Likewise the concept worker receives no identification on the business field where they work, function, salary or professional training. The organization is any structure that generates goods and services for society and the worker is every element that employs its workforce in the production of goods and services. The objectives set for this study are: to identify the possibilities of application of Game Theory in People Management considering the variable salary as an element of conflict between the organization and the worker; to show whether the extensive form representation is more appropriate or not to analyze the clash scenario in the decision to hire or not the worker or pay more or pay less and the existence of Nash Equilibrium. The qualitative methodology with bibliographic and documentary support features this qualitative research according to the research methodology. Qualitative methods help to interpret the everyday phenomena, which may be composed of symbolic data located in a particular context. The documentary research is an important contribution to the study of the proposed topic, since qualitative research is not a rigidly structured proposal and this allows the researcher to use imagination and creativity to achieve the goal. The results obtained by the research point out that it is possible the application of Game Theory in People Management considering the clash between the players (the worker and the organization) about the salary, as can be seen in chapter 4 in the matrix representations of payoff of a strategic game and pictures 9, 10, 11, and 16. The representation in extensive form, is another goal, indicating the payoffs between two central decisions represented by X = flexibility with waiver of rights by workers and Y = flexibility / adaptation / negotiation, as shown in picture 16. By analyzing the picture, the personnel manager realizes existing strategies for organization and worker for decision making, while assessing the present situation and doing simulations for new proposals. Finally the Nash Equilibrium for application in People Management is discussed in section 4.1.3, making it possible to verify that both the worker and the organization can reach a favorable decision for both and keep their originally intended purposes. In picture 17, this balance is shown after the decision is made by the worker in face of the proposal made by the organization in the wake O2 and the worker got the sequence branch T2 with the value of 20 coins. The potentiality of Game Theory in People Management arises from the fact that those who work in an organization share good or bad results obtained by the choices of others, individual choices and the choices built collectively. When the worker decides to produce less, the company suffers a loss of income generated by the slower pace of work. To change this situation, the company takes the decision to raise the salary and the worker in turn develops the task faster and in greater quantities and the company can then resume its profit. In these games there are demands for performance, a requirement to achieve goals, pressures, and conflicts with clients and leaders. Thus, Game Theory can be applied as a tool for the Personnel Manager to assess the situation experienced for decision making to solve the situation of confrontation. / Esta dissertação apresenta os principais aspectos da Teoria dos Jogos, mostrando sua aplicação como instrumento analítico na Gestão de Pessoas no que diz respeito à variável salário. Considera a organização e o trabalhador como conceitos gerais, sem identificar o setor de atuação, ramo de atividade, classificação jurídica em função do seu faturamento, total de empregados ou participação de mercado dessa organização. Da mesma forma o conceito trabalhador não recebe qualquer identificação em relação ao setor de atividade onde trabalha, função, salário ou formação profissional. A organização é toda estrutura que gera bens e serviços para a sociedade e o trabalhador é todo elemento que emprega sua força de trabalho na produção de bens e serviços. Os objetivos estabelecidos para este estudo são: identificar as possibilidades de aplicação da Teoria dos Jogos na Gestão de Pessoas considerando a variável salário como elemento de conflito entre a organização e o trabalhador; mostrar se a forma de representação extensiva é mais apropriada ou não para analisar o cenário de embate na decisão de contratar ou não o trabalhador ou pagar mais ou menos salário e a existência do Equilíbrio de Nash. A metodologia qualitativa com apoio bibliográfico e documental caracteriza esta pesquisa qualitativa quanto a metodologia de pesquisa. Os métodos qualitativos contribuem para interpretar fenômenos do cotidiano, podendo ser composto por dados simbólicos situados em determinado contexto. A pesquisa documental é uma contribuição importante ao estudo do tema proposto, já que a pesquisa qualitativa não é uma proposta rigidamente estruturada e isto permite que o pesquisador use a imaginação e criatividade para atingir o objetivo. Os resultados obtidos pela pesquisa dão conta de que é possível a aplicação da Teoria dos Jogos na Gestão de Pessoas considerando o embate entre os jogadores (o trabalhador e a organização) em torno do salário, conforme pode ser visto no capítulo 4 nas representações da matriz de payoff de um jogo estratégico e nas figuras 9,10,11,e 16. A representação na forma extensiva, constitui outro objetivo, indicando os payoffs entre duas decisões centrais representadas por X = flexibilização com renúncia dos direitos pelos trabalhadores e Y = flexibilização/adaptação/negociação, conforme figura 16. Ao analisar a figura, o gestor de pessoas percebe as estratégias existentes para a organização e trabalhador para a tomada de decisão, ao mesmo tempo em que pode avaliar a situação que esteja vivendo e fazer simulações em busca de novas propostas. Por fim, o Equilíbrio de Nash para a aplicação na Gestão de Pessoas é discutido no item 4.1.3, sendo possível verificar que tanto o trabalhador como a organização podem chegar a uma decisão favorável para ambos e manter seus objetivos pretendidos inicialmente. Na figura 17, esse equilíbrio é apresentado depois da tomada de decisão do trabalhador pela proposta feita pela organização na sequência O2 e o trabalhador ficou com o ramo de sequência T2 com o valor de 20 moedas. A potencialidade da Teoria dos Jogos na Gestão de Pessoas surge do fato de que quem atua em uma organização compartilha resultados bons ou ruins obtidos pelas escolhas alheias, escolhas individuais e pelas escolhas construídas coletivamente. Quando o trabalhador resolve produzir menos, a empresa sofre com a perda do lucro gerado pelo ritmo mais lento de trabalho. Para mudar esse quadro, a empresa toma a decisão de aumentar o salário e o trabalhador por sua vez desenvolve a tarefa com maior velocidade e em maior quantidade e ela pode retomar o seu lucro. Nesses jogos há cobranças de desempenho, exigência para atingir metas, pressões, conflitos com clientes e lideranças. Logo, a Teoria dos Jogos pode ser aplicada como instrumento para o gestor de Pessoas avaliar a situação vivida para a tomada de decisão que resolva a situação de embate.
92

Teoria econômica dos jogos e o ensino médio / Economic theory of games and high school

Oliveira, Davi Lessa de 27 March 2017 (has links)
Submitted by Cássia Santos (cassia.bcufg@gmail.com) on 2017-04-17T10:54:51Z No. of bitstreams: 2 Dissertação - Davi Lessa de Oliveira - 2017.pdf: 1724647 bytes, checksum: d4c34e65876f2596d9088d4d020780b5 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-04-17T11:09:42Z (GMT) No. of bitstreams: 2 Dissertação - Davi Lessa de Oliveira - 2017.pdf: 1724647 bytes, checksum: d4c34e65876f2596d9088d4d020780b5 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-04-17T11:09:42Z (GMT). No. of bitstreams: 2 Dissertação - Davi Lessa de Oliveira - 2017.pdf: 1724647 bytes, checksum: d4c34e65876f2596d9088d4d020780b5 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-03-27 / This work focuses on presenting the basic elements of the Economic Theory of Games in a way that is suitable for exposition at the mathematical level of high school education in Brazil. With that in mind, the work covers a brief historical context of the subject, classic games of Economic Theory of Games, what are pure and mixed strategies, methods of systematization, the concept of solution, methods to find solutions and, at the end, we suggest a Mathematical Workshop on Economic Theory of Games as a way to introduce the subject to high school students. / Este trabalho concentra-se em apresentar os elementos básicos da Teoria Econômica dos Jogos limitando seu conteúdo ao nível matemático do ensino médio da educação brasileira. Para tanto é nele exposto: uma breve contextualização histórica do assunto, jogos clássicos da Teoria Econômica dos Jogos, o que são estratégias puras e mistas, métodos de sistematização, o conceito de solução, métodos para encontrar soluções e, ao final, uma proposta de oficina matemática sobre Teoria Econômica dos Jogos a ser ministrada a estudantes do ensino médio.
93

Condições de otimalidade, qualificação e métodos tipo Lagrangiano aumentado para problemas de equilíbrio de Nash generalizados / Optimality conditions, constraint qualifications and Augmented Lagrangian type methods for Generalized Nash Equilibrium Problems

Frank Navarro Rojas 14 March 2018 (has links)
Esta tese é um estudo acerca do Problema de Equilíbrio de Nash Generalizado (GNEP). Na primeira parte, faremos um resumo dos principais conceitos sobre GNEPs, a relação com outros problemas já conhecidos e comentaremos brevemente os principais métodos já feitos até esta data para resolver numericamente este tipo de problema. Na segunda parte, estudamos condições de otimalidade e condições de qualificação (CQ) para GNEPs, fazendo uma analogia como em otimização. Estendemos os conceitos de cone tangente, normal, gerado pelas restrições ativas, linearizado e polar para a estrutura dos GNEPs. Cada CQ de otimização gera dois tipos de CQ para GNEPs, sendo que a denotada por CQ-GNEP é mais forte e útil para a análise de algoritmos para GNEPs. Mostramos que as condições de qualificação para GNEPs deste tipo em alguns casos não guardam a mesma relação que em otimização. Estendemos também o conceito de Aproximadamente Karush-KuhnTucker (AKKT) de otimização para GNEPs, o AKKT-GNEP. É bem conhecido que AKKT é uma genuína condição de otimalidade em otimização, mas para o caso dos GNEPs mostramos que isto não ocorre em geral. Por outro lado, AKKT-GNEP é satisfeito, por exemplo, em qualquer solução de um GNEP conjuntamente convexo, desde que seja um equilíbrio bvariacional. Com isso em mente, definimos um método do tipo Lagrangiano Aumentado para o GNEP usando penalidades quadráticas e exponenciais e estudamos as propriedades de otimalidade e viabilidade dos pontos limites de sequências geradas pelo algoritmo. Finalmente alguns critérios para resolver os subproblemas e resultados numéricos são apresentados. / This thesis is a study about the generalized Nash equilibrium problem (GNEP). In the first part we will summarize the main concepts about GNEPs, the relationship with other known problems and we will briefly comment on the main methods already done in order to solve these problems numerically. In the second part we study optimality conditions and constraint qualification (CQ) for GNEPs making an analogy with the optimization case. We extend the concepts of the tangent, normal and generated by the active cones, linear and polar cone to the structure of the GNEPs. Each optimization CQ generates two types of CQs for GNEPs, with the one called CQ-GNEP being the strongest and most useful for analyzing the algorithms for GNEPs. We show that the qualification conditions for GNEPs of this type in some cases do not have the same relation as in optimization. We also extend the Approximate Karush- Kuhn-Tucker (AKKT) concept used in optimization for GNEPs to AKKT-GNEP. It is well known that AKKT is a genuine optimality condition in optimization but for GNEPs we show that this does not occur in general. On the other hand, AKKT-GNEP is satisfied, for example, in any solution of a jointly convex GNEP, provided that it is a b-variational equilibrium. With this in mind, we define Augmented Lagrangian methods for the GNEP, using the quadratic and the exponential penalties, and we study the optimality and feasibility properties of the sequence of points generated by the algorithms. Finally some criteria to solve the subproblems and numerical results are presented.
94

Teoria dos jogos e sustentabilidade na tomada de decisão: aplicação a sistemas de tratamento de esgoto / Game theory and sustainability in decision making: application to wastewater treatment systems

Alexandre Bevilacqua Leoneti 11 June 2012 (has links)
Para auxiliar os gestores das organizações em seu processo decisório, o emprego de métodos de apoio à tomada de decisão é utilizado desde o século passado, a partir da década de 1950, havendo forte ênfase nas questões econômico-financeiras e operacionais das alternativas. Atualmente, o uso de métodos que consideram as questões relativas à sustentabilidade ambiental das alternativas é um assunto que tem despertado interesse, conforme se observa na literatura recente, ainda que relativamente escassa. Contudo, a práxis da maioria dos métodos multicritério existentes tem embasamento no tomador de decisão como um indivíduo ao invés de um grupo e a ampla diferença entre o comportamento de um indivíduo e de um grupo é negligenciado. Neste novo tipo de abordagem, soluções para resolver os conflitos que inevitavelmente surgem da necessidade de atender os diferentes critérios dos agentes envolvidos devem ser propostas. Para estes casos, a Teoria dos Jogos é reconhecidamente uma abordagem que permite a resolução de conflitos por meio da avaliação de diferentes cenários com diferentes alternativas. Neste sentido, a presente pesquisa apresenta um método multicriterial, baseado em indicadores de sustentabilidade em conjunto com a Teoria dos Jogos e o equilíbrio de Nash, para que seja uma das ferramentas de apoio na escolha do sistema de tratamento de esgoto sanitário para municípios. Para tornar possível a metodologia proposta, indicadores de sustentabilidade foram selecionados para serem usados como critérios na avaliação de alternativas de sistema de tratamento de esgoto. Além disto, vetores de pesos para os critérios foram definidos para representar perfis de jogadores. A partir disto, foi proposta uma função de pagamentos e um exemplo foi gerado a partir da definição do jogo e seus jogadores, tendo sido o software Gambit utilizado para encontrar o equilíbrio de Nash do jogo. Como resultado, a aplicação da metodologia proposta permite tratar o processo de escolha de ETE como um processo de escolha em grupo, ao invés de uma escolha individual, e visa contribuir para quebrar o paradigma da busca pela eficiência baseada nos critérios formados pelo binômio técnico e econômico na escolha de sistemas de tratamento de esgoto. Desta forma, a aplicação do novo método visa proporcionar meios para se enxergar o mesmo problema sobre diferentes focos e, com a utilização de diferentes critérios, poderia facilitar o processo da tomada de decisão para a escolha da alternativa técnica, econômica, ambiental e socialmente mais adequada. / To assist the managers of organizations in their decision making, the use of methods to support the decision are used since the last century, from the 1950s, with a strong emphasis on economic issues, financial and operational details of the treatment plants sewage. Currently, the use of methods to consider issues relating to the environmental sustainability of wastewater treatment plants is a subject that has attracted attention, as shown in recent studies, although relatively scarce. However, the practice of most existing methods are based on multicriteria decision-maker as an individual instead of a group and the wide difference between the behavior of an individual and a group is neglected. In this new approach, solutions to resolve the conflicts that inevitably arise from the need to meet the various criteria of the parties involved must be proposed. For these cases, game theory is admittedly an approach that allows the resolution of conflicts through the evaluation of different scenarios with different alternatives. With this research we sought to develop a measurement methodology based on indicators of sustainability in conjunction with game theory and Nash equilibrium, that is one of tools to support the choice of system of sewage treatment for a particular municipality . For the proposed new methodology, sustainability indicators were selected to be used as criteria in the evaluation of alternative system of sewage treatment and weight vectors for the criteria were defined as profiles of players. From this, we choose a function of reward and an example was generated from the definition of the game and its players, the software Gambit was used to find the Nash equilibrium of the game. The proposed methodology allows us to treat the process of choosing ETE as a selection process in group, rather than an individual choice, and aims to deconstruct the paradigm of the quest for efficiency based on criteria formed the duo in the technical and economic choice of systems for wastewater treatment. Thus, applying the new method aims at providing means to see the same problem on different sides, and with the use of different criteria, could facilitate the process of decision making for the choice of alternative technical, economic, environmental and socially suitable.
95

Avaliação de modelo de tomada de decisão para escolha de sistema de tratamento de esgoto sanitário / Evaluation of decision-making model to choice system for treatment of sewage

Alexandre Bevilacqua Leoneti 17 March 2009 (has links)
Uma solução para a preservação das águas é o investimento em saneamento e no tratamento do esgoto sanitário, que é realizado por meio de estações de tratamento de esgoto. Todavia, a escolha do sistema de tratamento a ser implantado em um município deve atender aos requisitos técnicos, ambientais, sociais e econômicos do mesmo. O objetivo principal desta pesquisa foi validar e avaliar a aplicabilidade de um modelo de tomada de decisão para escolha de sistema de tratamento de esgoto sanitário de menor custo econômico desenvolvido por Oliveira (2004). Este modelo elabora o dimensionamento de oito sistemas de tratamento e, a partir desses dados, faz a estimativa do custo de implantação, manutenção e operação de cada sistema. Para esta avaliação, foram realizadas entrevistas em órgãos relacionados a saneamento no Brasil, bem como com tomadores de decisão e especialistas em saneamento, a fim de coletar os dados necessários para aplicação de testes com o modelo. No total, foram coletados dados de 61 projetos de estações de tratamento de esgoto, os quais foram utilizados nos testes realizados. Durante a avaliação do modelo, foram utilizadas técnicas como simulação, análise hierárquica de processos e equilíbrio de Nash, além de serem realizados ajustes nos custos do modelo, nas variáveis utilizadas, nos sistemas de tratamento, dentre outras, totalizando 12 novas versões até a final, denominada ETEX-FEARP. Com base nas análises realizadas neste trabalho, considera-se o modelo adequado para proporcionar uma visão global no planejamento dos investimentos, bem como para estudos de concepções de estações de tratamento, auxiliando o tomador de decisão na escolha do sistema, com base em critérios econômicos, ambientais e técnicos. / A solution for the preservation of the water is the investment in sanitation and in the treatment of sanitary sewer, which is accomplished through sewer treatment stations. However, the choice of the treatment system to be implanted in a municipal district should meet its technical, environmental, social and economical requirements. The main objective of this research was to validate and to evaluate the applicability of a decision making model to choose the system of sanitary sewer treatment with the lowest economical cost developed by Oliveira (2004). This model elaborates the sizing of eight treatment systems, and then it estimates the implantation cost, maintenance and operation of each system. For this evaluation, interviews were performed in institutions related to sanitation in Brazil, as well as with decision makers and specialists in sanitation, in order to collect the necessary data for application of tests with the model. In the total, data from 61 projects of sewer treatment stations were collected, which were used in the accomplished tests. During the evaluation of the model, techniques such as simulation, hierarchical analysis of processes and Nash equilibrium were used. In addition, changes have been made in the costs of the model, in the used variables, in the treatment systems, among others, totaling 12 new versions, and the final version, was denominated \"ETEX-FEARP\". Based on the analysis done in this research, the model is considered appropriate to provide a global vision in the planning of the investments, as well as for studies of conceptions of treatment stations, helping the decision maker choose the system, based on economical, environmental and technical criteria.
96

Řešení koncovek ve velkých hrách s neúplnou informací jako je např. Poker / Solving Endgames in Large Imperfect-Information Games such as Poker

Ha, Karel January 2016 (has links)
Title: Solving Endgames in Large Imperfect-Information Games such as Poker Author: Bc. Karel Ha Department: Department of Applied Mathematics Supervisor: doc. Mgr. Milan Hladík, Ph.D., Department of Applied Mathematics Abstract: Endgames have a distinctive role for players. At the late stage of games, many aspects are finally clearly defined, deeming exhaustive analysis tractable. Specialised endgame handling is rewarding for games with perfect information (e.g., Chess databases pre-computed for entire classes of endings, or dividing Go board into separate independent subgames). An appealing idea would be to extend this approach to imperfect-information games such as the famous Poker: play the early parts of the game, and once the subgame becomes feasible, calculate an ending solution. However, the problem is much more complex for imperfect information. Subgames need to be generalized to account for information sets. Unfortunately, such a generalization cannot be solved straightaway, as it does not generally preserve optimality. As a consequence, we may end up with a far more exploitable strategy. There are currently three techniques to deal with this challenge: (a) disregard the problem entirely; (b) use a decomposition technique, which sadly retains only the same quality; (c) or formalize improvements of...
97

Distributed Algorithms for Power Allocation Games on Gaussian Interference Channels

Krishnachaitanya, A January 2016 (has links) (PDF)
We consider a wireless communication system in which there are N transmitter-receiver pairs and each transmitter wants to communicate with its corresponding receiver. This is modelled as an interference channel. We propose power allocation algorithms for increasing the sum rate of two and three user interference channels. The channels experience fast fading and there is an average power constraint on each transmitter. In this case receivers use successive decoding under strong interference, instead of treating interference as noise all the time. Next, we u se game theoretic approach for power allocation where each receiver treats interference as noise. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power constraint. We formulate a stochastic game for this system in three different scenarios. First, we assume that each user knows all direct and crosslink channel gains. Next, we assume that each user knows channel gains of only the links that are incident on its receiver. Finally, we assume that each use r knows only its own direct link channel gain. In all cases, we formulate the problem of finding the Nash equilibrium(NE) as a variational in equality problem. For the game with complete channel knowledge, we present an algorithm to solve the VI and we provide weaker sufficient conditions for uniqueness of the NE than the sufficient conditions available in the literature. Later, we present a novel heuristic for solving the VI under general channel conditions. We also provide a distributed algorithm to compute Pare to optimal solutions for the proposed games. We use Bayesian learning that guarantees convergence to an Ɛ-Nash equilibrium for the incomplete information game with direct link channel gain knowledge only, that does not require knowledge of the power policies of other users but requires feedback of the interference power values from a receiver to its corresponding transmitter. Later, we consider a more practical scenario in which each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a receiver can successfully receive the message, it sends an acknowledgement(ACK), else it sends a negative ACK(NACK). Each user aims to maximize its probability of successful transmission. We formulate this problem as a stochastic game and propose a fully distributed learning algorithm to find a correlated equilibrium(CE). In addition, we use a no regret algorithm to find a coarse correlated equilibrium(CCE) for our power allocation game. We also propose a fully distributed learning algorithm to find a Pareto optimal solution. In general Pareto points do not guarantee fairness among the users. Therefore we also propose an algorithm to compute a Nash bargaining solution which is Pareto optimal and provides fairness among the users. Finally, we extend these results when each transmitter sends data at multiple rates rather than at a fixed rate.
98

Ekonomie blahobytu a její využití v praxi / Economy of Wealth and its Utilization in Practice

Budín, Pavel January 2007 (has links)
The goal is to describe the evolution of welfare economics from its beginnings to the present, to draw attention to the pitfalls of the various views and orientations, to evaluate the applicability of new welfare economics in terms of real economy and the example of the Republic or other countries (or EU) to indicate the possibilities of welfare economics or its part in practice, including positive and negative impacts on the economy and society. In the first part, which is part of the theoretical problems described welfare economics, and is also outlined the development of welfare economics. In the second part of the problem is applied to housing issues. Outlined here are the current problems associated with this phenomenon. The problem is under consideration from the perspective of welfare economics and its possible applications.
99

Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles / Nonzero-sum stochastic differential games and backward stochastic differential equations

Mu, Rui 26 September 2014 (has links)
Cette thèse traite les jeux différentiels stochastiques de somme non nulle (JDSNN) dans le cadre de Markovien et de leurs liens avec les équations différentielles stochastiques rétrogrades (EDSR) multidimensionnelles. Nous étudions trois problèmes différents. Tout d'abord, nous considérons un JDSNN où le coefficient de dérive n'est pas borné, mais supposé uniquement à croissance linéaire. Ensuite certains cas particuliers de coefficients de diffusion non bornés sont aussi considérés. Nous montrons que le jeu admet un point d'équilibre de Nash via la preuve de l'existence de la solution de l'EDSR associée et lorsque la condition d'Isaacs généralisée est satisfaite. La nouveauté est que le générateur de l'EDSR, qui est multidimensionnelle, est de croissance linéaire stochastique par rapport au processus de volatilité. Le deuxième problème est aussi relatif au JDSNN mais les payoffs ont des fonctions d'utilité exponentielles. Les EDSRs associées à ce jeu sont de type multidimensionnelles et quadratiques en la volatilité. Nous montrons de nouveau l'existence d’un équilibre de Nash. Le dernier problème que nous traitons, est un jeu bang-bang qui conduit à des hamiltoniens discontinus. Dans ce cas, nous reformulons le théorème de vérification et nous montrons l’existence d’un équilibre de Nash qui est du type bang-bang, i.e., prenant ses valeurs sur le bord du domaine en fonction du signe de la dérivée de la fonction valeur ou du processus de volatilité. L'EDSR dans ce cas est un système multidimensionnel couplé, dont le générateur est discontinu par rapport au processus de volatilité. / This dissertation studies the multiple players nonzero-sum stochastic differential games (NZSDG) in the Markovian framework and their connections with multiple dimensional backward stochastic differential equations (BSDEs). There are three problems that we are focused on. Firstly, we consider a NZSDG where the drift coefficient is not bound but is of linear growth. Some particular cases of unbounded diffusion coefficient of the diffusion process are also considered. The existence of Nash equilibrium point is proved under the generalized Isaacs condition via the existence of the solution of the associated BSDE. The novelty is that the generator of the BSDE is multiple dimensional, continuous and of stochastic linear growth with respect to the volatility process. The second problem is of risk-sensitive type, i.e. the payoffs integrate utility exponential functions, and the drift of the diffusion is unbounded. The associated BSDE is of multi-dimension whose generator is quadratic on the volatility. Once again we show the existence of Nash equilibria via the solution of the BSDE. The last problem that we treat is a bang-bang game which leads to discontinuous Hamiltonians. We reformulate the verification theorem and we show the existence of a Nash point for the game which is of bang-bang type, i.e., it takes its values in the border of the domain according to the sign of the derivatives of the value function. The BSDE in this case is a coupled multi-dimensional system, whose generator is discontinuous on the volatility process.
100

Modélisation de mouvement de foules avec contraintes variées / Crowd motion modelisation under some constraints

Reda, Fatima Al 06 September 2017 (has links)
Dans cette thèse, nous nous intéressons à la modélisation de mouvements de foules. Nous proposons un modèle microscopique basé sur la théorie des jeux. Chaque individu a une certaine vitesse souhaitée, celle qu'il adopterait en l'absence des autres. Une personne est influencée par certains de ses voisins, pratiquement ceux qu'elle voit devant elle. Une vitesse réelle est considérée comme possible si elle réalise un équilibre de Nash instantané: chaque individu fait son mieux par rapport à un objectif personnel (vitesse souhaitée), en tenant compte du comportement des voisins qui l'influencent. Nous abordons des questions relatives à la modélisation ainsi que les aspects théoriques du problème dans diverses situations, en particulier dans le cas où chaque individu est influencé par tous les autres, et le cas où les relations d'influence entre les individus présentent une structure hiérarchique. Un schéma numérique est développé pour résoudre le problème dans le second cas (modèle hiérarchique) et des simulations numériques sont proposées pour illustrer le comportement du modèle. Les résultats numériques sont confrontés avec des expériences réelles de mouvements de foules pour montrer la capacité du modèle à reproduire certains effets.Nous proposons une version macroscopique du modèle hiérarchique en utilisant les mêmes principes de modélisation au niveau macroscopique, et nous présentons une étude préliminaire des difficultés posées par cette approche.La dernière problématique qu'on aborde dans cette thèse est liée aux cadres flot gradient dans les espaces de Wasserstein aux niveaux continu et discret. Il est connu que l'équation de Fokker-Planck peut s'interpréter comme un flot gradient pour la distance de Wasserstein continue. Nous établissons un lien entre une discrétisation spatiale du type Volume Finis pour l'équation de Fokker-Planck sur une tesselation de Voronoï et les flots gradient sur le réseau sous-jacent, pour une distance de type Wasserstein récemment introduite sur l'espace de mesures portées par les sommets d'un réseaux. / We are interested in the modeling of crowd motion. We propose a microscopic model based on game theoretic principles. Each individual is supposed to have a desired velocity, it is the one he would like to have in the absence of others. We consider that each individual is influenced by some of his neighbors, practically the ones that he sees. A possible actual velocity is an instantaneous Nash equilibrium: each individual does its best with respect to a personal objective (desired velocity), considering the behavior of the neighbors that influence him. We address theoretical and modeling issues in various situations, in particular when each individual is influenced by all the others, and in the case where the influence relations between individuals are hierarchical. We develop a numerical strategy to solve the problem in the second case (hierarchical model) and propose numerical simulations to illustrate the behavior of the model. We confront our numerical results with real experiments and prove the ability of the hierarchical model to reproduce some phenomena.We also propose to write a macroscopic counterpart of the hierarchical model by translating the same modeling principles to the macroscopic level and make the first steps towards writing such model.The last problem tackled in this thesis is related to gradient flow frameworks in the continuous and discrete Wasserstein spaces. It is known that the Fokker-Planck equation can be interpreted as a gradient flow for the continuous Wasserstein distance. We establish a link between some space discretization strategies of the Finite Volume type for the Fokker- Planck equation in general meshes (Voronoï tesselations) and gradient flows on the underlying networks of cells, in the framework of discrete Wasserstein-like distance on graphs recently introduced.

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