Submitted by Filipe dos Santos (fsantos@pucsp.br) on 2017-05-15T16:27:12Z No. of bitstreams: 1 João Almeida Santos.pdf: 3540780 bytes, checksum: d16440e6e503d3d008d412d19bcca289 (MD5) / Made available in DSpace on 2017-05-15T16:27:12Z (GMT). No. of bitstreams: 1 João Almeida Santos.pdf: 3540780 bytes, checksum: d16440e6e503d3d008d412d19bcca289 (MD5) Previous issue date: 2017-05-04 / The thesis is that the conflict is the main cause of the postponement (by the government) of actions that could solve or mitigate the problems related to the occupation of water source regions in the Metropolitan Region of São Paulo. The overall objective of the research is to propose strategies to confront the conflict to the government and thus, open possibilities to contain the invasion and remove invaders from areas of springs. The specific objectives are (1) to present and analyze the strategies of the players (government and invader) based on the theory of Nash equilibrium and (2) to highlight the importance of game theory and in particular, Nash equilibrium as method to elaborate proposal conflict resolution according to selected strategies. The research methodology is qualitative and quantitative. The quantitative research is based on the data required for the use of game theory (urban spot growth, real estate prices, among others) and numerical simulations arranged in matrices. The qualitative, in the study of the literature on the problem of the occupation of springs that in turn, led to the design of possible strategies (for the solution of problems) / A tese sustentada neste trabalho é que o conflito é a principal causa do adiamento (por parte do governo) de ações que poderiam solucionar ou mitigar os problemas relativos à ocupação de regiões de mananciais na Região Metropolitana de São Paulo. O objetivo geral da pesquisa é propor estratégias de enfrentar o conflito para o governo e assim, abrir possibilidades de conter a invasão e remover invasores de áreas de mananciais. Os objetivos específicos são (1) apresentar e analisar as estratégias dos jogadores (governo e invasor) com base na teoria do Equilíbrio de Nash e (2) destacar a importância da teoria dos jogos e em particular do Equilíbrio de Nash como método para elaborar proposta de solução do conflito de acordo com estratégias selecionadas. A metodologia da pesquisa é qualitativa e quantitativa. A pesquisa quantitativa está no levantamento dos dados necessários à utilização da teoria dos jogos (crescimento da mancha urbana, preços dos imóveis, entre outros) e nas simulações numéricas dispostas em matrizes. A qualitativa, no estudo da literatura sobre o problema da ocupação de mananciais que por sua vez, levou ao desenho das estratégias possíveis (para a solução dos problemas). As simulações elaboradas a partir da teoria dos jogos mostraram que a melhor estratégia para a solução do conflito é que o governo remunere o invasor para preservar a região ocupada

Une des particularités du marché des compagnies aériennes est la grande divergence des prix des billets pour les mêmes vol. Cela reflète principalement l'incapacité des entreprises à modifier facilement les volumes de production et/ou à les stocker. Le développement et l'utilisation des modèles de "yield management" (modèles d'attribution des sièges) ont été centrés sur les compagnies aériennes proposant différents types de tarifs pour un même vol. L'objectif de cette thèse est de construire un certain nombre de modèles économiques pour expliquer la dispersion des prix sur le marché du transport aérien à partir de différents points de vue. Dans le chapitre 3, je crée un modèle de prix direct qui explique comment différentes caractéristiques du produit et du consommateur influencent le niveau de prix. Le chapitre 4 est consacré aux différences de niveau de prix du point de vue de la concurrence. Dans un jeu stratégique où les entreprises se font concurrence, ! 'ensemble de stratégies rationalisables pour chaque joueur implique toutes les meilleures réponses aux décisions des autres. Ce chapitre propose un test empirique de l'existence de l'équilibre de Nash unique dans un oligopole de Cournot. Dans le chapitre 5, je traite le marché des passagers aériens comme un marché différenciant les produits et applique un modèle logit multinomial pour calculer les élasticités-prix. Le modèle logit (mettant particulièrement l'accent sur l'hétérogénéité des consommateurs) estime de quelle manière les différentes caractéristiques du produit influencent les parts de marché. / Nowadays one of peculiarities of the liberalized airline market is a huge divergence of ticket prices for the same flights. Mostly it reflects the companies' being unable to easily change the volumes of production or/and store them. The development and use of the yield management models (seat allocation models) have centered on airlines offering a variety of different types of fares for travel on the same flight. The goal of this dissertation is to construct a number of economic models to explain the price dispersion on the airline market from the different points of view. In Part 3, I create a direct price mode! which explains how different product and consumer characteristics influence the price level. It is shown how different attributes like the moment of ticket reservation, ticket class, weekday of the departure and number of coupons define the price and how it corresponds to the consumer characteristics (gender, income, age, etc.). Part 4 is devoted to the differences of the price level from the competition point of view. In a strategic game where firms compete against each other the set of rationalizable strategies for each player entails ail the best responses to the others' decisions. This chapter proposes an empirical test of the existence of the unique Nash equilibrium in a Cournot oligopoly. In Part 5 I treat an airline passenger market as a market with the product differentiation and apply a multinomial logit model to calculate price elasticities. The logit model (with a special focus on the consumers heterogeneity) estimates how the different product characteristics influence the market shares.

Cette thèse concerne le problème de désocclusion d'images, au moyen des équations aux dérivées partielles. Dans la première partie de la thèse, la désocclusion est modélisée par un problème de Cauchy qui consiste à déterminer une solution d'une équation aux dérivées partielles avec des données aux bords accessibles seulement sur une partie du bord de la partie à recouvrir. Ensuite, on a utilisé des algorithmes de minimisation issus de la théorie des jeux, pour résoudre ce problème de Cauchy. La deuxième partie de la thèse est consacrée au choix des paramètres de régularisation pour des EDP d'ordre deux et d'ordre quatre. L'approche développée consiste à construire une famille de problèmes d'optimisation bien posés où les paramètres sont choisis comme étant une fonction variable en espace. Ceci permet de prendre en compte les différents détails, à différents échelles dans l'image. L'apport de la méthode est de résoudre de façon satisfaisante et objective, le choix du paramètre de régularisation en se basant sur des indicateurs d'erreur et donc le caractère à posteriori de la méthode (i.e. indépendant de la solution exacte, en générale inconnue). En outre, elle fait appel à des techniques classiques d'adaptation de maillage, qui rendent peu coûteuses les calculs numériques. En plus, un des aspects attractif de cette méthode, en traitement d'images est la récupération et la détection de contours et de structures fines. / Image inpainting refers to the process of restoring a damaged image with missing information. Different mathematical approaches were suggested to deal with this problem. In particular, partial differential diffusion equations are extensively used. The underlying idea of PDE-based approaches is to fill-in damaged regions with available information from their surroundings. The first purpose of this Thesis is to treat the case where this information is not available in a part of the boundary of the damaged region. We formulate the inpainting problem as a nonlinear boundary inverse problem for incomplete images. Then, we give a Nash-game formulation of this Cauchy problem and we present different numerical which show the efficiency of the proposed approach as an inpainting method.Typically, inpainting is an ill-posed inverse problem for it most of PDEs approaches are obtained from minimization of regularized energies, in the context of Tikhonov regularization. The second part of the thesis is devoted to the choice of regularization parameters in second-and fourth-order energy-based models with the aim of obtaining as far as possible fine features of the initial image, e.g., (corners, edges, … ) in the inpainted region. We introduce a family of regularized functionals with regularization parameters to be selected locally, adaptively and in a posteriori way allowing to change locally the initial model. We also draw connections between the proposed method and the Mumford-Shah functional. An important feature of the proposed method is that the investigated PDEs are easy to discretize and the overall adaptive approach is easy to implement numerically.

Advances in digital signal processing (DSP) and computing technology have resulted in the emergence of increasingly adaptive radar systems. It is clear that the Electronic Attack (EA), or jamming, of such radar systems is expected to become a more difficult task. The reason for this research was to address the issue of jamming adaptive radar systems. This required consideration of adaptive jamming systems and the development of a methodology for outlining the features of such a system is proposed as the key contribution of this thesis. For the first time, game-based optimization methods have been applied to a maritime counter-surveillance/counter-targeting scenario involving conventional, as well as so-called ‘smart’ noise jamming.Conventional noise jamming methods feature prominently in the origins of radar electronic warfare, and are still widely implemented. They have been well studied, and are important for comparisons with coherent jamming techniques.Moreover, noise jamming is more readily applied with limited information support and is therefore germane to the problem of jamming adaptive radars; during theearly stages when the jammer tries to learn about the radar’s parameters and its own optimal actions.A radar and a jammer were considered as informed opponents ‘playing’ in a non-cooperative two-player, zero-sum game. The effects of jamming on the target detection performance of a radar using Constant False Alarm Rate (CFAR)processing were analyzed using a game theoretic approach for three cases: (1) Ungated Range Noise (URN), (2) Range-Gated Noise (RGN) and (3) False-Target (FT) jamming.Assuming a Swerling type II target in the presence of Rayleigh-distributed clutter, utility functions were described for Cell-Averaging (CA) and Order Statistic (OS) CFAR processors and the three cases of jamming. The analyses included optimizations of these utility functions, subject to certain constraints, with respectto control variables (strategies) in the jammer, such as jammer power and spatial extent of jamming, and control variables in the radar, such as threshold parameter and reference window size. The utility functions were evaluated over the players’ strategy sets and the resulting matrix-form games were solved for the optimal or ‘best response’ strategies of both the jammer and the radar.

Στην παρούσα μεταπτυχιακή διπλωματική εργασία χρησιμοποιούμε έννοιες και εργαλεία της Θεωρίας Παιγνίων με σκοπό να μελετήσουμε την απόδοση μηχανισμών κατανομής διαιρέσιμων πόρων εστιάζοντας κυρίως στον μηχανισμό αναλογικής κατανομής. Σύμφωνα με αυτόν τον μηχανισμό, ένα σύνολο χρηστών ανταγωνίζονται για ένα διαιρέσιμο πόρο -- όπως το εύρος ζώνης ενός τηλεπικοινωνιακού καναλιού -- υποβάλλοντας προσφορές. Ο μηχανισμός κατανέμει σε κάθε χρήστη ένα μέρος του πόρου το οποίο είναι ανάλογο της προσφοράς του και συλλέγει ένα ποσό ίσο με την προσφορά αυτή ως πληρωμή. Οι χρήστες στοχεύουν στη μεγιστοποίηση της ωφέλειας τους και συμπεριφέρονται στρατηγικά αλλάζοντας τις προσφορές τους με σκοπό να το πετύχουν. Έτσι, ο μηχανισμός ορίζει ένα παιχνίδι αναλογικής κατανομής. Παρουσιάζουμε γνωστά αποτελέσματα από τη σχετική βιβλιογραφία καθώς και νέα βελτιωμένα φράγματα για το κόστος της αναρχίας ως προς το κοινωνικό όφελος για συσχετιζόμενες ισορροπίες στο μοντέλο πλήρους πληροφόρησης και για ισορροπίες κατά Bayes-Nash στο μοντέλο ελλιπούς πληροφόρησης. Πιο συγκεκριμένα, παρουσιάζουμε ένα κάτω φράγμα 1/2 για το κόστος της αναρχίας ως προς τις προαναφερθείσες έννοιες ισορροπίας, βελτιώνοντας σημαντικά το προηγούμενο καλύτερο κάτω φράγμα 26.8% που πρόσφατα απέδειξαν οι Syrgkanis και Tardos (STOC 2013). Επίσης, μελετάμε για πρώτη φορά τη περίπτωση όπου οι χρήστες διαθέτουν περιορισμένους προϋπολογισμούς και παρουσιάζουμε ένα κάτω φράγμα περίπου 36% και ένα άνω φράγμα 50% για το κόστος της αναρχίας χρησιμοποιώντας ως αντικειμενική συνάρτηση το αποτελεσματικό όφελος το οποίο λαμβάνει υπόψη προϋπολογισμούς. / In this thesis, we use notions and techniques from Game Theory in order to analyze the performance of divisible resource allocation mechanisms focusing mainly on the proportional allocation mechanism. According to this mechanism, a set of users are competing for a divisible resource -- such as bandwidth of a communication link -- by submitting bids. The mechanism allocates to each user a fraction of the resource that is proportional to the user's bid and collects an amount equal to the bid as payment. Users aim to maximize their individual utility and act strategically in order to achieve their goal. Hence, the mechanism defines a proportional allocation game. We cover previously known results from the related literature and present new bounds on the price of anarchy with respect to the social welfare over coarse-correlated and Bayes-Nash equilibria in the full and incomplete information settings, respectively. In particular, we prove a lower bound of $1/2$ for the price of anarchy over both equilibrium concepts, significantly improving the previously best known lower bound, presented by Syrgkanis and Tardos (STOC 2013). Furthermore, we study for the first time the scenario where users have budget constraints and present lower bounds on the price of anarchy using the effective welfare (which takes budgets into account) as an objective function.

Advances in digital signal processing (DSP) and computing technology have resulted in the emergence of increasingly adaptive radar systems. It is clear that the Electronic Attack (EA), or jamming, of such radar systems is expected to become a more difficult task. The reason for this research was to address the issue of jamming adaptive radar systems. This required consideration of adaptive jamming systems and the development of a methodology for outlining the features of such a system is proposed as the key contribution of this thesis. For the first time, game-based optimization methods have been applied to a maritime counter-surveillance/counter-targeting scenario involving conventional, as well as so-called ‘smart’ noise jamming.Conventional noise jamming methods feature prominently in the origins of radar electronic warfare, and are still widely implemented. They have been well studied, and are important for comparisons with coherent jamming techniques.Moreover, noise jamming is more readily applied with limited information support and is therefore germane to the problem of jamming adaptive radars; during theearly stages when the jammer tries to learn about the radar’s parameters and its own optimal actions.A radar and a jammer were considered as informed opponents ‘playing’ in a non-cooperative two-player, zero-sum game. The effects of jamming on the target detection performance of a radar using Constant False Alarm Rate (CFAR)processing were analyzed using a game theoretic approach for three cases: (1) Ungated Range Noise (URN), (2) Range-Gated Noise (RGN) and (3) False-Target (FT) jamming.Assuming a Swerling type II target in the presence of Rayleigh-distributed clutter, utility functions were described for Cell-Averaging (CA) and Order Statistic (OS) CFAR processors and the three cases of jamming. The analyses included optimizations of these utility functions, subject to certain constraints, with respectto control variables (strategies) in the jammer, such as jammer power and spatial extent of jamming, and control variables in the radar, such as threshold parameter and reference window size. The utility functions were evaluated over the players’ strategy sets and the resulting matrix-form games were solved for the optimal or ‘best response’ strategies of both the jammer and the radar.

Braess' paradox is a counter-intuitive phenomenon which can occur in congesting networks. It refers to those cases where the introduction of a new link in the network results in the total travel time on the network increasing. The dissertation starts by introducing the traffic assignment problem and the concept of equilibrium in traffic assignment. The concept of equilibrium is based on Wardrop's first principle that all travellers will attempt to minimize their own travel time regardless of the effect on others. A literature review includes details of a number of papers that have been published investigating theoretical aspects of the paradox. There is also a brief description of Game Theory and the Nash Equilibrium. It has been shown that the equilibrium assignment is an example of Nash Equilibrium. The majority of work that has been published deals with networks where the delay functions that are used to compute the travel times on the links of the network do not include explicit representation of the capacity of the links. In this dissertation a network that is similar in form to the one first presented by Braess was constructed with the difference being that the well-known BPR function was used in the delay functions. This network was used to show that a number of findings that had been presented previously using simpler functions also applied to this network. It was shown that when it occurs, Braess' paradox only occurs over a range of values at relatively low levels of congestion. Real-world networks were then investigated and it was found that similar results occurred to those found in the simpler test networks that are often used in discussions of the paradox. Two methodologies of eliminating the paradox were investigated and the results are presented. / Decision Sciences / M.Sc.

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.

O presente trabalho propõe-se analisar a industrialização do Brasil no contexto de mudanças econômicas e políticas no primeiro governo de Getúlio Vargas, de 1930 até 1945. Na literatura de economia brasileira com relação ao surgimento da indústria no Brasil, duas visões se contrapõem: de um lado, a industrialização como subproduto da intervenção do governo no setor cafeeiro; de outro, a industrialização intencionalmente promovida pelo governo. Com base em uma análise de equilíbrio em um jogo dinâmico de informação imperfeita, é evidenciada a racionalidade da criação de instituições para o desenvolvimento industrial na década de 1930. Este resultado de equilíbrio mostra as mudanças pela qual o Brasil passou a partir da década de 1930, com mudanças da estrutura tributária, educacional, financeira e relações de trabalho, ou seja, essa mudança institucional gerou campo fértil para o surgimento do processo de industrialização que caracterizou o primeiro governo Vargas e também mostra a intencionalidade desse governo, quando se observa a transformação do sistema tributário, de tal modo a ficar imune das oscilações econômicas externas e também as mudanças educacionais, que passou a incentivar o ensino primário, secundário e técnico profissionalizante, medidas essas feitas para atender o novo panorama econômico brasileiro. Outro ponto que corrobora o resultado do equilíbrio de Nash perfeito em subjogos é a perda da importância do setor cafeeiro no período que engloba o século XIX até o final do primeiro governo Vargas, onde as evidências mostram que os cafeicultores tinham, antes e durante a década de 1930, tendências a diversificarem investimentos por conta da perda da renda com o setor cafeicultor. / This study proposes to examine the industrialization of Brazil in the context of economic and political changes in the first government of Getulio Vargas, from 1930 until 1945. In the literature of the Brazilian economy with the coming of industry in Brazil, two visions are in opposition: on one hand, industrialization as a byproduct of government intervention in the coffee sector, on the other, deliberately promoted industrialization by the government. Based on an analysis of equilibrium in a dynamic game of imperfect information, rationality is evident from the creation of institutions for industrial development in the 1930s. The result shows the changes of equilibrium in which Brazil went from the 1930s, with changes in the tax structure, educational, financial and labor relations, that institutional change created fertile ground for the rise of industrialization that characterized the first Vargas government and also shows the intention of this government, when one observes the transformation of the tax system, so be immune to external economic fluctuations and also educational changes, which came to encourage the primary, secondary and technical vocational, measures designed to meet the new economic landscape of Brazil. Another point that confirms the outcome of the Nash equilibrium is perfect in subgame the loss of the importance of the coffee sector in the period that includes the nineteenth century until the end of the first Vargas government, where the evidence shows that farmers had, since the decade of 1930, to diversify investment trends due to the loss of income to the grower industry.

O presente trabalho propõe-se analisar a industrialização do Brasil no contexto de mudanças econômicas e políticas no primeiro governo de Getúlio Vargas, de 1930 até 1945. Na literatura de economia brasileira com relação ao surgimento da indústria no Brasil, duas visões se contrapõem: de um lado, a industrialização como subproduto da intervenção do governo no setor cafeeiro; de outro, a industrialização intencionalmente promovida pelo governo. Com base em uma análise de equilíbrio em um jogo dinâmico de informação imperfeita, é evidenciada a racionalidade da criação de instituições para o desenvolvimento industrial na década de 1930. Este resultado de equilíbrio mostra as mudanças pela qual o Brasil passou a partir da década de 1930, com mudanças da estrutura tributária, educacional, financeira e relações de trabalho, ou seja, essa mudança institucional gerou campo fértil para o surgimento do processo de industrialização que caracterizou o primeiro governo Vargas e também mostra a intencionalidade desse governo, quando se observa a transformação do sistema tributário, de tal modo a ficar imune das oscilações econômicas externas e também as mudanças educacionais, que passou a incentivar o ensino primário, secundário e técnico profissionalizante, medidas essas feitas para atender o novo panorama econômico brasileiro. Outro ponto que corrobora o resultado do equilíbrio de Nash perfeito em subjogos é a perda da importância do setor cafeeiro no período que engloba o século XIX até o final do primeiro governo Vargas, onde as evidências mostram que os cafeicultores tinham, antes e durante a década de 1930, tendências a diversificarem investimentos por conta da perda da renda com o setor cafeicultor. / This study proposes to examine the industrialization of Brazil in the context of economic and political changes in the first government of Getulio Vargas, from 1930 until 1945. In the literature of the Brazilian economy with the coming of industry in Brazil, two visions are in opposition: on one hand, industrialization as a byproduct of government intervention in the coffee sector, on the other, deliberately promoted industrialization by the government. Based on an analysis of equilibrium in a dynamic game of imperfect information, rationality is evident from the creation of institutions for industrial development in the 1930s. The result shows the changes of equilibrium in which Brazil went from the 1930s, with changes in the tax structure, educational, financial and labor relations, that institutional change created fertile ground for the rise of industrialization that characterized the first Vargas government and also shows the intention of this government, when one observes the transformation of the tax system, so be immune to external economic fluctuations and also educational changes, which came to encourage the primary, secondary and technical vocational, measures designed to meet the new economic landscape of Brazil. Another point that confirms the outcome of the Nash equilibrium is perfect in subgame the loss of the importance of the coffee sector in the period that includes the nineteenth century until the end of the first Vargas government, where the evidence shows that farmers had, since the decade of 1930, to diversify investment trends due to the loss of income to the grower industry.