Soient k un corps algébriquement clos et V une variété algébrique sur k. Dans le but d'étudier la géométrie du lieu singulier de V, John Nash a introduit l'espace d'arcs et les espaces de m-jets, m>0, dans une prépublication de 1968 qui a été publiée en 1995. Il a aussi défini une application, actuellement connue sous le nom d'application de Nash, qui associe à chaque famille d'arcs passant par le lieu singulier de V (composante de Nash) un diviseur essentiel sur V. Nash a démontré que cette application est injective. Le problème de Nash consiste à étudier la surjectivité de l'application de Nash. Dans plusieurs cas de variétés V, la bijectivité de cette application a été prouvée. Or, un exemple d'une singularité isolée d'hypersurface de l'espace affine de dimension 5 avec deux diviseurs essentiels et une composante de Nash a été donné dans un article de 2003. À l'heure actuelle, déterminer l'image de l'application de Nash reste un problème difficile, mêmes dans le cas de singularités bien connues. Dans cette thèse, on démontre la bijectivité de l'application de Nash pour certaines familles de singularités isolées d'hypersurfaces des espaces affines de dimension 3 et 4. / Be it that K is a closed algebraic field and V an algebraic variety on K. In the goal of studying the geometry of a singular space on V, John Nash introduced the space of arcs and the spaces of m-jets, m>0, in a 1968 preprint, published in 1995. He also defined an application, currently known as Nash's application, which associates an essential divisor on V to each arc family passing by V's singular space. Nash proved that this application is injective. The Nash problem consists of studying the surjectivity of the Nash application. In several cases of V varieties the bijectivity of this application has been proven. However an example of an isolated hypersurface singularity of affine space of dimension 5 with two essential divisors and one Nash component has been given in a 2003 article. Currently determining the image of the Nash application remains a difficult problem, even in the case of well known singularities. This thesis proves the bijectivity of the Nash application for certain families of isolated hypersurface singularities of the affine spaces of dimension 3 and 4.

Nesse trabalho, aplicando métodos da Topologia Algébrica, nós obtivemos novas versões do teorema de equilíbrio de Nash. Nós definimos um conceito de equilíbrio local para jogos não cooperativos, o chamado equilíbrio local fraco, e demonstramos sua existência quando os espaços de estratégia são variedades diferenciáveis e as funções payoff são continuamente diferenciáveis. Nós demonstramos a ineficiência do equilíbrio local fraco no sentido de Pareto / In this work, applying methods of Algebraic Topology, we obtain new versions of the Nash equilibrium theorem. We define a concept of local equilibrium for non-cooperative games, the socalled weak local equilibrium, and we prove its existence when the spaces of strategies are differentiable manifolds and the payoff functions are continuously differentiable. We prove the ineffciency of weak local equilibrium in the Pareto sense

Planifier les actions d’un agent dans un environnement dynamique et incertain, a été largement étudié et le cadre des processus décisionnels de Markov offre les outils permettant de modéliser et de résoudre de tels problèmes. Le domaine de la théorie des jeux, a permis l’étude des interactions stratégiques entre plusieurs agents pour un jeu donné. Le cadre des jeux stochastiques, est considéré comme une généralisation du domaine des processus décisionnels de Markov et du champ de la théorie des jeux et permet de modéliser des systèmes ayant plusieurs agents et plusieurs états. Cependant, planifier dans unsystème multi-agents est considéré comme difficile, car la politique d’actions de l’agent dépend non seulement de ses choix mais aussi des politiques des autres agents. Le travail que nous présentons dans cette thèse porte sur la prise de décision distribuée dans les systèmes multi-agents. Les travaux existants dans le domaine, permettent la résolution théorique des jeux stochastiques mais imposent de fortes restrictions et font abstraction de certains problèmes cruciaux du modèle. Nous proposons un algorithme de planification décentralisée pour le modèle des jeux stochastiques, d’une part basé sur l’algorithme Value-Iteration et d’autre part basé sur la notion d’équilibre issue de la résolution des jeux matriciels. Afin d’améliorer le processus de résolution et de traiter des problèmes de taille importante, nous recherchons à faciliter la prise de décision et à limiter les possibilités d’actions à chaque étape d’interaction. L’algorithme que nous avonsproposé, a été validé sur un exemple d’interaction incluant plusieurs agents et différentes expérimentations ont été menées afin d’évaluer la qualité de la solution obtenue. / Planning agent’s actions in a dynamic and uncertain environment has been extensively studied. The framework of Markov decision process provides tools to model and solve such problems. The field of game theory has allowed the study of strategic interactions between multiple agents for a given game. The framework of stochastic games is considered as a generalization of the fields of Markov decision process and game theory. It allows to model systems with multiple agents and multiple states. However, planning in a multi-agent system is considered difficult : agent’s decisions depend not only on its actions but also on actions of the other agents. The work presented in this thesis focuses on decision making in distributed multi-agent systems. Existing works in this field allow the theoretical resolution of stochastic games but place severe restrictions and ignore some crucial problems of the model. We propose a decentralized planning algorithm for the model of stochastic games. Our proposal is based on the Value-Iteration algorithm and on the concept of Nash equilibrium. To improve the resolution process and to deal with large problems, we sought to ease decision making and limit the set of joint actions at each stage. The proposed algorithm was validated on a coordination problem including several agents and various experiments were conducted to assess the quality of the resulting solution.

Cette thèse se focalise sur les jeux de potentiel et une généralisation d'un jeu d'ordonnancement dans un graphe que nous avons appelé jeu de placement.Dans ce jeu, le coût d'un joueur est impacté par son voisinage.Nous pouvons illustrer cela avec un exemple : le placement de joueurs dans un train, pour lesquels la présence de voisins directs influe sur le bien-être.Les résultats de cette thèse se divisent en deux parties.Tout d'abord, nous étudions ces jeux en considérant l'existence et les propriétés de structure des équilibres.Nous nous posons la question fondamentale de savoir s'il existe des équilibres de Nash dans le jeu de placement.Si tel est le cas, nous tachons de déterminer si ces équilibres sont facilement calculables.Dans le cas où il n'existe pas d'équilibre nous prouvons la NP-complétude du problème.Dans un second temps nous nous intéressons à la notion de calcul distribué d'équilibre de Nash dans des jeux de placement.En particulier nous considérons un jeu basé sur le problème de Max-Cut, qui a été plus étudié en théorie des graphes.Cela nous a permis d'étendre nos travaux à une application aux réseaux mobiles pour la gestion d'interférences dans les réseaux sans fils.Nous avons pu, pour les différents jeux, mettre en place des algorithmes distribués de calcul d'équilibres et étudier leur convergence.Parallèlement, nous avons étendu les travaux de Max-Cut à un problème de sélection d'offre de qualité de service parmi divers fournisseurs d'accès.Nous comparons les performances d'algorithmes de calcul distribué d'équilibres et de minimisation de regret. / This thesis focuses on potential games and a generalized load balancing game in a graph we called placement game.In this game, the cost of a player is affected by its neighbors.We can illustrate this with an example: the placement of players on a train, where the presence of direct neighbors affects their well-being.The results of this thesis are divided into two parts.First, we study these games considering the existence and structural properties of equilibria.We ask ourselves the fundamental question of whether there are Nash equilibria in the placement game.If this is the case we aim to determine if they are easily calculable, if there is no such equilibria we prove the NP-completeness of the problem.Secondly we focus on the concept of distributed algorithms to compute Nash equilibria in placement games.In particular we consider a game based on the Max-Cut problem, which has been more frequently studied.This allowed us to expand our work to a mobile network application for managing interference in wireless networks.We were able, for those different games, to implement distributed algorithms to compute equilibria and study their convergence.Meanwhile, we have expanded the Max-Cut works with a selection of QoS offers problem from various network providers.We compare the performance of distributed algorithms and regret minimization.

This dissertation consists of three chapters on the topic of differential games and resource economics. The first chapter extends the envelope theorem to the class of discounted infinite horizon differential games that posses locally differentiable Nash equilibria. The theorems cover both the open-loop and feedback information structures, and are applied to a simple analytically solvable linear-quadratic game. The results show that the conventional interpretation of the costate variable as the shadow value of the state variable along the equilibrium path is only valid for feedback Nash equilibria, but not for open-loop Nash equilibria. The specific linear-quadratic structure provides some extra insights on the theorem. For example, the costate variable is shown to uniformly overestimate the shadow value of the state variable in the open-loop case, but the growth rate of the costate variable are the same as the shadow value under open-loop and feedback information structures. Chapter two investigates the qualitative properties of symmetric open-loop Nash equilibria for a ubiquitous class of discounted infinite horizon differential games. The results show that the specific functional forms and the value of parameters used in the game are crucial in determining the local asymptotic stability of steady state, the steady state comparative statics, and the local comparative dynamics. Several sufficient conditions are provided to identify a local saddle point type of steady state. An important steady state policy implication from the model is that functional forms and parameter values are not only quantitatively important to differentiate policy tools, but they are also qualitatively important. Chapter three shifts the interests to the lottery mechanism for rationing public resources. It characterizes the optimal pricing strategies of lotteries for a welfare-maximization agency. The optimal prices are shown to be positive for a wide range of individual private value distributions, suggesting that the sub-optimal pricing may result in a significant efficiency loss and that the earlier studies under zero-pricing may need to be re-examined. In addition, I identify the revenue and welfare equivalency propositions across lottery institutions. Finally, the numerical simulations strongly support the findings.

Submitted by Johnny Rodrigues (johnnyrodrigues@ufcg.edu.br) on 2018-08-06T15:24:59Z No. of bitstreams: 1 LUCIANO CIPRIANO DA SILVA - DISSERTAÇÃO PPGMAT 2013..pdf: 1125916 bytes, checksum: d2b1ef64aa3ef95093acedfd0f7a711c (MD5) / Made available in DSpace on 2018-08-06T15:24:59Z (GMT). No. of bitstreams: 1 LUCIANO CIPRIANO DA SILVA - DISSERTAÇÃO PPGMAT 2013..pdf: 1125916 bytes, checksum: d2b1ef64aa3ef95093acedfd0f7a711c (MD5) Previous issue date: 2013-02 / Capes / Neste trabalho estudamos o controle hierárquico, para um sistema parabólico, em um domínio não cilíndrico. O controle hierárquico é um problema que consiste em aproximar, em um tempo fixado, as soluções das equações de estado que temos, (essas soluções dependem de funções chamadas controles), de um estado considerado ideal, através de um sistema de líder, que é o controle independente, e seguidores, que são os controles que dependem da ação do líder. Começamos fazendo uma transformação do problema original para um equivalente em domínio cilíndrico, então estudamos o controle hierárquico deste sistema. Usaremos a estratégia de Stackelberg-Nash, processo no qual, para cada escolha do líder, procuramos por seguidores que satisfaçam um certo problema de minimização, as soluções deste problema formam o que chamamos de Equilíbrio de Nash, resolvido esse problema, trabalhamos para provar que o sistema é aproximadamente controlável usando o líder. Resolvemos ainda um sistema sistema de otimalidade para os seguidores. / We present hierarchic control to a parabolic system in a noncylindrical domain. The hierarchic control is a problem that is how to bring in a fixed time, the solutions of the equations of state we have, (these solutions depend on a functions called controls), a state considered ideal, througha system of leading, independent control, and followers, the leader controls dependents. We start by making a transformation of the original problem to an equivalent cylindrical domain, then do the hierarchic control of this problem. We use the strategy Stackelberg-Nash, a process in which each leader’s choice, look for followers to satisfy a minimization problem, the solution of this problem form what we call the Nash equilibrium, solved this problem, work to prove that the approximately system is controllable using the leader. We further resolve to a of optimality for followers.

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.

Nosso objetivo neste trabalho é estudar a obstrução de Euler de uma função, este conceito foi definido por J.-P. Brasselet, D. Massey, A. J. Parameswaran e J. Seade, e generaliza dois conceitos importantes, a obstrução de Euler definida por R. D. MacPherson assim como o número de Milnor de uma função. O resultado principal deste trabalho mostra a relação existente entre a obstrução de Euler e a obstrução de Euler de uma função / Our goal in this work is to study the Euler obstruction of a function, this concept was defined by J.-P. Brasselet, D. Massey, A. J. Parameswaran and J. Seade, and it generalizes two important concepts, the Euler obstruction defined by R. D. MacPherson and the Milnor number of a function. The main result of this study shows the relation between the Euler obstruction and the Euler obstruction of a function

Neste trabalho estudamos variedades determinantais essencialmente isoladas (EIDS), definidas por W. Èbeling e S. M. Gusen-Zade em [23]. Este tipo de singularidades é uma generalização das singularidades isoladas. A variedade determinantal genérica Mtm, n é o subconjunto das matrizes m X n, tais que o posto seja menor que t, onde t &le; min{n;m}. Uma variedade X &sub; CN é determinantal se é definida como a pré-imagem de uma função holomorfa F : CN &rarr; Mm;n, sobre a variedade determinantal genérica M t</sup m;n, com a condição codim X = codim Mtm;n. Uma variedade determinantal tem singularidade isolada se N &le; (n- t + 2)(m- t + 2) e admite suavização se N < (n-t+2)(m-t+2). Trabalhos recentes têm estudado variedades determinantais com singularidade isolada, [35, 31]. O número de Milnor de uma superfície determinantal é investigado em [35, 31, 12]. Para variedades determinantais de dimensões maiores a característica de Euler evanescente é definida em [31, 12]. Neste trabalho estudamos o conjunto de limites de hiperplanos tangentes às variedades determinantais X2 &sub; C4 e X3 &sub; C5 para dar uma caracterização deste conjunto, em que o número de Milnor de sua seção com a superfície no primeiro caso ou a 3- variedade no segundo caso não é mínimo. O primeiro caso foi estudado por Jawad Snoussi em [38]. Provamos também que se X é uma EIDS de dimensão d e H e H\' são dois hiperplanos fortemente gerais, se P &sub; H e P\' &sub;H\' são planos lineares de codimensão d - 2 contidos respectivamente em H e H\', o número de Milnor das superfícies correspondentes X &cap; P\' são iguais. Este resultado foi provado para o caso em que a seção genérica é uma curva em [26]. Estudamos a transformada de Nash de uma EIDS e discutimos condições suficientes para que esta transformada seja suave. Outro objetivo é estudar a obstrução de Euler de singularidades determinantais essencialmente isoladas. Obtemos fórmulas que relacionam a obstrução de Euler com a característica de Euler evanescente da suavização essencial de suas seções gerais. Estudamos as variedades determinantais com o conjunto singular de dimensão 1 para ilustrar os resultados. / In this work, we study the essentially isolated determinantal singularities (EIDS), which have been defined by W. Èbeling and S. M. Gusen-Zade in the article [23]. This type of singularities is a natural generalization of isolated ones. A generic determinantal variety Mtm;n is a subset of the space of m X n matrices, given by matrices of rank less than t, where t &le; min. A variety X &sub; CN is determinantal if X is defined as the pre-image of Mtm;n by a holomorphic function F : CN &rarr; Mm;n with the condition codim X = codim Mtm;n. Determinantal varieties have isolated singularity if N &le; (n - t + 2)(m - t + 2) and they admit smoothing if N < (n - t +2)(m - t +2). Several recent works investigate determinantal variety with isolated singularities. The Milnor number of a surface was defined in [35, 31] and the vanishing Euler characteristic was studied in [31]. In this work we study the set of limits of tangent hyperplanes to determinantal varieties X2 &sub; C4 and X3 &sub; C5 to give a characterization of this set by the fact that the Milnor number of its section with the surface in the first case or the 3-dimensional determinantal variety in the second case is not minimum. The first case is studied by Jawad Snoussi in [38]. We also prove that if X is a d- dimensional EIDS and H and H\' are strongly general hyperplans, if P &sub; H and P\' are linear plans of codimension d - 2 contained in H and H\', the Milnor number of the surfaces X &cap; P and X &cap; P\' are equal. In the case that the generic section is a curve the result has been proved in [26]. We study the Nash transformation of an EIDS and give sufficient conditions for this transformation to be smooth. Another aim of our study is the Euler obstruction of essentially isolated determinantal singularities. We obtain inductive formulas associating the Euler obstruction with the vanishing Euler characteristic of the essencial smoothing of their generic sections. We study the determinantal variety with singular set of dimension 1 to illustrate the results.

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.