Avhandlingen består av två ganska olika delar som ändå har en del gemensamt. Del A är baserad på två artiklar i matematik och del B är baserad på två matematikdidaktiska artiklar. De matematiska artiklarna utgår från ett begrepp som heter polynomkonvexitet. Grundidén är att man skulle kunna se vissa ytor som en sorts ”tak” (tänk på taket till en carport). Alla punkter, eller positioner, ”under taket” (ungefär som de platser som skyddas från regn av carporttaket) ligger i något som kallas ”polynomkonvexa höljet.” Tidigare forskning har visat att för ett givet tak och en given punkt så finns det ett sätt att avgöra om punkten ligger ”under taket”. Det finns nämligen i så fall alltid en sorts matematisk funktion med vissa egenskaper. Finns det ingen sådan funktion så ligger inte punkten under taket och tvärt om; ligger punkten utanför taket så finns det heller ingen sådan funktion. Jag visar i min första artikel att det kan finnas flera olika sådana funktioner till en punkt som ligger under taket. I den andra artikeln visar jag några exempel på hur man kan konstruera sådana funktioner när man vet hur taket ser ut och var under taket punkten ligger. De matematikdidaktiska artiklarna i avhandlingen handlar om vad som krävs av studenterna när de gör universitetstentor i matematik. Vissa uppgifter kan gå att lösa genom att studenterna lär sig någonting utantill ur läroboken och sen skriver ner det på tentan. Andra går kanske att lösa med hjälp en algoritm, ett ”recept,” som studenterna har övat på att använda. Båda dessa sätt att resonera kallas imitativt resonemang. Om uppgiften kräver att studenterna ”tänker själva” och skapar en (för dem) ny lösning, så kallas det kreativt resonemang. Forskning visar att elever i stor utsträckning väljer att jobba med imitativt resonemang, även när uppgifterna inte går att lösa på det sättet. Mycket pekar också på att de svårigheter med att lära sig matematik som elever ofta har är nära kopplat till detta arbetssätt. Det är därför viktigt att undersöka i vilken utsträckning de möter olika typer av resonemang i undervisningen. Den första artikeln består av en genomgång av tentauppgifter där det noggrant avgörs vilken typ av resonemang som de kräver av studenterna. Resultatet visar att studenterna kunde bli godkända på nästan alla tentorna med hjälp av imitativt resonemang. Den andra artikeln baserades på intervjuer med sex av de lärare som konstruerat tentorna. Syftet var att ta reda på varför tentorna såg ut som de gjorde och varför det räckte med imitativt resonemang för att klara dem. Det visade sig att lärarna kopplade uppgifternas svårighetsgrad till resonemangstypen. De ansåg att om uppgiften krävde kreativt resonemang så var den svår och att de uppgifter som gick att lösa med imitativt resonemang var lättare. Lärarna menade att under rådande omständigheter, t.ex. studenternas försämrade förkunskaper, så är det inte rimligt att kräva mer kreativt resonemang vid tentamenstillfället. / This dissertation consists of two different but connected parts. Part A is based on two articles in mathematics and Part B on two articles in mathematics education. Part A mainly focus on properties of positive currents in connection to polynomial convexity. Earlier research has shown that a point z0 lies in the polynomial hull of a compact set K if and only if there is a positive current with compact support such that ddcT = μ−δz0. Here μ is a probability measure on K and δz0 denotes the Dirac mass at z0. The main result of Article I is that the current T does not have to be unique. The second paper, Article II, contains two examples of different constructions of this type of currents. The paper is concluded by the proof of a proposition that might be the first step towards generalising the method used in the first example. Part B consider the types of reasoning that are required by students taking introductory calculus courses at Swedish universities. Two main concepts are used to describe the students’ reasoning: imitative reasoning and creative reasoning. Imitative reasoning consists basically of remembering facts or recalling algorithms. Creative reasoning includes flexible thinking founded on the relevant mathematical properties of ob jects in the task. Earlier research results show that students often choose imitative reasoning to solve mathematical tasks, even when it is not a successful method. In this context the word choose does not necessarily mean that the students make a conscious and well considered selection between methods, but just as well that they have a subconscious preference for certain types of procedures. The research also show examples of how students that work with algorithms seem to focus solely on remembering the steps, and researchers argue that this weakens the students’ understanding of the underlying mathematics. Article III examine to what extent students at Swedish universities can solve exam tasks in introductory calculus courses using only imitative reasoning. The results show that about 70 % of the tasks were solvable by imitative reasoning and that the students were required to use creative reasoning in only one of 16 exams in order to pass. In Article IV, six of the teachers that constructed the analysed exams in Article III were interviewed. The purpose was to examine their views and opinions on the reasoning required in the exams. The analysis showed that the teachers are quite content with the present situation. The teachers expressed the opinion that tasks demanding creative reasoning are usually more difficult than tasks solvable with imitative reasoning. They therefore use the required reasoning as a tool to regulate the tasks’ degree of difficulty, rather than as a task dimension of its own. The exams demand mostly imitative reasoning since the teachers believe that they otherwise would, under the current circumstances, be too difficult and lead to too low passing rates.

To prove that a polynomial is nonnegative on Rn, one can try to show that it is a sum of squares of polynomials (SOS). The latter problem is now known to be reducible to a semi-definite programming (SDP) computation that is much faster than classical algebraic methods, thus enabling new speed-ups in algebraic optimization. However, exactly how often nonnegative polynomials are in fact sums of squares of polynomials remains an open problem. Blekherman was recently able to show that for degree k polynomials in n variables with k = 4 fixed those that are SOS occupy a vanishingly small fraction of those that are nonnegative on Rn, as n -> 1. With an eye toward the case of small n, we refine Blekherman'[s bounds by incorporating the underlying Newton polytope, simultaneously sharpening some of his older bounds along the way. Our refined asymptotics show that certain Newton polytopes may lead to families of polynomials where efficient SDP can still be used for most inputs.

A quadratic form on \(\mathbb{R}^n\) is a map of the form \(x \mapsto x^T M x\), where M is a symmetric \(n \times n\) matrix. A quadratic map from \(\mathbb{R}^n\) to \(\mathbb{R}^m\) is a map, all m of whose components are quadratic forms. One of the two central questions in this thesis is this: when is the image of a quadratic map \(Q: \mathbb{R}^n \rightarrow \mathbb{R}^m\) a convex subset of \(\mathbb{R}^m\)? This question has intrinsic interest; despite being only a degree removed from linear maps, quadratic maps are not well understood. However, the convexity properties of quadratic maps have practical consequences as well: underlying every semidefinite program is a quadratic map, and the convexity of the image of that map determines the nature of the solutions to the semidefinite program. Quadratic maps that map into \(\mathbb{R}^2\) and \(\mathbb{R}^3\) have been studied before (in (Dines, 1940) and (Calabi, 1964) respectively). The Roundness Theorem, the first of the two principal results in this thesis, is a sufficient and (almost) necessary condition for a quadratic map \(Q: \mathbb{R}^n \rightarrow \mathbb{R}^m\) to have a convex image when \(m \geq 4\), \(n \geq m\) and \(n \not= m + 1\). Concomitant with the Roundness Theorem is an important lemma: when \(n < m\), quadratic maps from \(\mathbb{R}^n\) to \(\mathbb{R}^m\)seldom have convex images. This second result in this thesis is a controllability condition for bilinear systems defined on direct products of the form \(\mathcal{G} \times\mathcal{G}\), where \(\mathcal{G}\) is a simple Lie group. The condition is this: a bilinear system defined on \(\mathcal{G} \times\mathcal{G}\) is not controllable if and only if the Lie algebra generated by the system’s vector fields is the graph of some automorphism of \(\mathcal{g}\), the Lie algebra of \(\mathcal{G}\). / Engineering and Applied Sciences

In discrete mathematics, a convex space is an ordered pair (V,M) where M is a family of subsets of a finite set V , such that: ∅ ∈M, V ∈M, andMis closed under intersection. The elements of M are called convex sets. For a set S ⊆ V , the convex hull of S is the smallest convex set that contains S. A point x of a convex set X is an extreme point of X if X\{x} is also convex. A convex space (V,M) with the property that every convex set is the convex hull of its extreme points is called a convex geometry. A graph G has a P-elimination ordering if an ordering v1, v2, ..., vn of the vertices exists such that vi has property P in the graph induced by vertices vi, vi+1, ..., vn for all i = 1, 2, ...,n. Farber and Jamison [18] showed that for a convex geometry (V,M), X ∈Mif and only if there is an ordering v1, v2, ..., vk of the points of V − X such that vi is an extreme point of {vi, vi+1, ..., vk}∪ X for each i = 1, 2, ...,k. With these concepts in mind, this thesis surveys the literature and summarizes results regarding graph convexities and elimination orderings. These results include classifying graphs for which different types of convexities give convex geometries, and classifying graphs for which different vertex ordering algorithms result in a P-elimination ordering, for P the characteristic property of the extreme points of the convexity. We consider the geodesic, monophonic, m3, 3-Steiner and 3-monophonic convexities, and the vertex ordering algorithms LexBFS, MCS, MEC and MCC. By considering LexDFS, a recently introduced vertex ordering algorithm of Corneil and Krueger [11], we obtain new results: these are characterizations of graphs for which all LexDFS orderings of all induced subgraphs are P-elimination orderings, for every characteristic property P of the extreme vertices for the convexities studied in this thesis. / Graduate / 0405 / rachela@uvic.ca

In discrete mathematics, a convex space is an ordered pair (V,M) where M is a family of subsets of a finite set V , such that: ∅ ∈M, V ∈M, andMis closed under intersection. The elements of M are called convex sets. For a set S ⊆ V , the convex hull of S is the smallest convex set that contains S. A point x of a convex set X is an extreme point of X if X\{x} is also convex. A convex space (V,M) with the property that every convex set is the convex hull of its extreme points is called a convex geometry. A graph G has a P-elimination ordering if an ordering v1, v2, ..., vn of the vertices exists such that vi has property P in the graph induced by vertices vi, vi+1, ..., vn for all i = 1, 2, ...,n. Farber and Jamison [18] showed that for a convex geometry (V,M), X ∈Mif and only if there is an ordering v1, v2, ..., vk of the points of V − X such that vi is an extreme point of {vi, vi+1, ..., vk}∪ X for each i = 1, 2, ...,k. With these concepts in mind, this thesis surveys the literature and summarizes results regarding graph convexities and elimination orderings. These results include classifying graphs for which different types of convexities give convex geometries, and classifying graphs for which different vertex ordering algorithms result in a P-elimination ordering, for P the characteristic property of the extreme points of the convexity. We consider the geodesic, monophonic, m3, 3-Steiner and 3-monophonic convexities, and the vertex ordering algorithms LexBFS, MCS, MEC and MCC. By considering LexDFS, a recently introduced vertex ordering algorithm of Corneil and Krueger [11], we obtain new results: these are characterizations of graphs for which all LexDFS orderings of all induced subgraphs are P-elimination orderings, for every characteristic property P of the extreme vertices for the convexities studied in this thesis. / Graduate / 0405 / rachela@uvic.ca

The size of data generated every year follows an exponential growth. The number of data points as well as the dimensions have increased dramatically the past 15 years. The gap between the demand from the industry in data processing and the solutions provided by the machine learning community is increasing. Despite the growth in memory and computational power, advanced statistical processing on the order of gigabytes is beyond any possibility. Most sophisticated Machine Learning algorithms require at least quadratic complexity. With the current computer model architecture, algorithms with higher complexity than linear O(N) or O(N logN) are not considered practical. Dimensionality reduction is a challenging problem in machine learning. Often data represented as multidimensional points happen to have high dimensionality. It turns out that the information they carry can be expressed with much less dimensions. Moreover the reduced dimensions of the data can have better interpretability than the original ones. There is a great variety of dimensionality reduction algorithms under the theory of Manifold Learning. Most of the methods such as Isomap, Local Linear Embedding, Local Tangent Space Alignment, Diffusion Maps etc. have been extensively studied under the framework of Kernel Principal Component Analysis (KPCA). In this dissertation we study two current state of the art dimensionality reduction methods, Maximum Variance Unfolding (MVU) and Non-Negative Matrix Factorization (NMF). These two dimensionality reduction methods do not fit under the umbrella of Kernel PCA. MVU is cast as a Semidefinite Program, a modern convex nonlinear optimization algorithm, that offers more flexibility and power compared to iv KPCA. Although MVU and NMF seem to be two disconnected problems, we show that there is a connection between them. Both are special cases of a general nonlinear factorization algorithm that we developed. Two aspects of the algorithms are of particular interest: computational complexity and interpretability. In other words computational complexity answers the question of how fast we can find the best solution of MVU/NMF for large data volumes. Since we are dealing with optimization programs, we need to find the global optimum. Global optimum is strongly connected with the convexity of the problem. Interpretability is strongly connected with local isometry1 that gives meaning in relationships between data points. Another aspect of interpretability is association of data with labeled information. The contributions of this thesis are the following: 1. MVU is modified so that it can scale more efficient. Results are shown on 1 million speech datasets. Limitations of the method are highlighted. 2. An algorithm for fast computations for the furthest neighbors is presented for the first time in the literature. 3. Construction of optimal kernels for Kernel Density Estimation with modern convex programming is presented. For the first time we show that the Leave One Cross Validation (LOOCV) function is quasi-concave. 4. For the first time NMF is formulated as a convex optimization problem 5. An algorithm for the problem of Completely Positive Matrix Factorization is presented. 6. A hybrid algorithm of MVU and NMF the isoNMF is presented combining advantages of both methods. 7. The Isometric Separation Maps (ISM) a variation of MVU that contains classification information is presented. 8. Large scale nonlinear dimensional analysis on the TIMIT speech database is performed. 9. A general nonlinear factorization algorithm is presented based on sequential convex programming. Despite the efforts to scale the proposed methods up to 1 million data points in reasonable time, the gap between the industrial demand and the current state of the art is still orders of magnitude wide.

Esta tese é composta por três ensaios. No primeiro, mostramos em nosso modelo básico que economias formadas exclusivamente por produtores e parasitas podem cair em armadilhas de pobreza, desde que ambos grupos se comportem de acordo com a dinâmica de Lotka-Volterra. Contudo, a introdução de um limite para o crescimento do produto e de expectativas por parte dos agentes exclui o resultado de armadilha em seus múltiplos equilíbrios. Nossa conclusão, entretanto, é similar para ambos modelos estudados: melhora na proteção aos direitos de propriedade por parte do Estado pode fazer com que a armadilha de pobreza seja superada, no modelo básico; e afetar a estabilidade dos equilíbrios, no modificado, fazendo com que resultados econômicos com maior produto tornem-se estáveis. No segundo ensaio, obtemos condições sob as quais a função perda do banco central é estritamente convexa em quatro estados distintos da economia: economia aquecida, em recessão, inação alta e produto alto. Encontramos, ainda, que quando in- ação e produto são funções lineares do instrumento de política monetária, a convexidade é garantida para qualquer um dos quatro estados citados. Ao estendermos nossa análise a vários instrumentos, encontramos que apenas linearidade já não é mais suficiente para a garantia do formato da função perda. Nossos resultados fornecem, ainda, condições sob as quais existirá dependência entre os instrumentos de política monetária. Por fim, o terceiro ensaio estuda regimes de metas de inação, nos quais agentes podem influenciar a política monetária através das expectativas de mercado reportadas ao banco central. Este, por sua vez, deve formular a política monetária considerando que tal influência pode ser usada em benefício dos próprios agentes. Modelamos essa relação estratégica como um jogo sequencial entre uma instituição financeira representativa e o banco central. Mostramos que quando a autoridade monetária escolhe apenas o nível da taxa de juros, existe um potencial viés inflacionário na economia. Esse viés é superado quando a oferta de moeda torna-se um segundo instrumento de política. Ainda mostramos que penalização de instituições más previsoras também pode ser um mecanismo eficiente de ancoragem de expectativas. / This thesis consists of three essays. In the first one, we show in our basic model that economies consisted exclusively by producers and parasites may fall into poverty traps, assuming that both groups behave according to the dynamics of Lotka-Volterra. However, the introduction of an upper bound on the output growth and expectations for the agents excludes the result of trap in its multiple equilibria. Our conclusion, nevertheless, is similiar for both studied models: improved protection of property rights by the state can mitigate the poverty trap possibility in the basic model, and affect the stability of equilibria in the modified one, making that economic outcomes with higher output become stable. In the second essay, we obtain conditions under which the central bank's loss function is strictly convex in four different states of the economy: booming economy, recession, high inflation and high output. Moreover, we found that when inaction and output are linear functions of monetary policy instruments, convexity is guaranteed for any of the four states mentioned. When we extend our analysis to the case of many instruments, we found that only linearity is not sufficient to guarantee the shape of loss function. Our results also provide conditions under which there exists dependence between instruments of monetary policy. Finally, the third essay studies the ination targeting regimes, in which agents can influence the monetary policy through market expectations reported to the central bank. Monetary authority, in its turn, should formulate the monetary policy considering that this influence may be used for the benefit of agents themselves. We model this strategic relationship as a sequential game between a representative financial institution and the central bank. We show that when the monetary authority chooses only the level of interest rates, there is a potential inflationary bias in the economy. This bias is solved when the money supply becomes a second instrument of policy. In addition, we show that to impose penalty on the worse predictor institutions may also be an efficient anchoring expectations mechanism.

Esta tese é composta por três ensaios. No primeiro, mostramos em nosso modelo básico que economias formadas exclusivamente por produtores e parasitas podem cair em armadilhas de pobreza, desde que ambos grupos se comportem de acordo com a dinâmica de Lotka-Volterra. Contudo, a introdução de um limite para o crescimento do produto e de expectativas por parte dos agentes exclui o resultado de armadilha em seus múltiplos equilíbrios. Nossa conclusão, entretanto, é similar para ambos modelos estudados: melhora na proteção aos direitos de propriedade por parte do Estado pode fazer com que a armadilha de pobreza seja superada, no modelo básico; e afetar a estabilidade dos equilíbrios, no modificado, fazendo com que resultados econômicos com maior produto tornem-se estáveis. No segundo ensaio, obtemos condições sob as quais a função perda do banco central é estritamente convexa em quatro estados distintos da economia: economia aquecida, em recessão, inação alta e produto alto. Encontramos, ainda, que quando in- ação e produto são funções lineares do instrumento de política monetária, a convexidade é garantida para qualquer um dos quatro estados citados. Ao estendermos nossa análise a vários instrumentos, encontramos que apenas linearidade já não é mais suficiente para a garantia do formato da função perda. Nossos resultados fornecem, ainda, condições sob as quais existirá dependência entre os instrumentos de política monetária. Por fim, o terceiro ensaio estuda regimes de metas de inação, nos quais agentes podem influenciar a política monetária através das expectativas de mercado reportadas ao banco central. Este, por sua vez, deve formular a política monetária considerando que tal influência pode ser usada em benefício dos próprios agentes. Modelamos essa relação estratégica como um jogo sequencial entre uma instituição financeira representativa e o banco central. Mostramos que quando a autoridade monetária escolhe apenas o nível da taxa de juros, existe um potencial viés inflacionário na economia. Esse viés é superado quando a oferta de moeda torna-se um segundo instrumento de política. Ainda mostramos que penalização de instituições más previsoras também pode ser um mecanismo eficiente de ancoragem de expectativas. / This thesis consists of three essays. In the first one, we show in our basic model that economies consisted exclusively by producers and parasites may fall into poverty traps, assuming that both groups behave according to the dynamics of Lotka-Volterra. However, the introduction of an upper bound on the output growth and expectations for the agents excludes the result of trap in its multiple equilibria. Our conclusion, nevertheless, is similiar for both studied models: improved protection of property rights by the state can mitigate the poverty trap possibility in the basic model, and affect the stability of equilibria in the modified one, making that economic outcomes with higher output become stable. In the second essay, we obtain conditions under which the central bank's loss function is strictly convex in four different states of the economy: booming economy, recession, high inflation and high output. Moreover, we found that when inaction and output are linear functions of monetary policy instruments, convexity is guaranteed for any of the four states mentioned. When we extend our analysis to the case of many instruments, we found that only linearity is not sufficient to guarantee the shape of loss function. Our results also provide conditions under which there exists dependence between instruments of monetary policy. Finally, the third essay studies the ination targeting regimes, in which agents can influence the monetary policy through market expectations reported to the central bank. Monetary authority, in its turn, should formulate the monetary policy considering that this influence may be used for the benefit of agents themselves. We model this strategic relationship as a sequential game between a representative financial institution and the central bank. We show that when the monetary authority chooses only the level of interest rates, there is a potential inflationary bias in the economy. This bias is solved when the money supply becomes a second instrument of policy. In addition, we show that to impose penalty on the worse predictor institutions may also be an efficient anchoring expectations mechanism.

MinistÃre de l'Enseignement SupÃrieur et de la Recherche / Nesta tese, estudamos vÃrios problemas de teoria dos grafos relativos à coloraÃÃo e convexidade em grafos. A maioria dos resultados contidos aqui sÃo ligados à complexidade computacional destes problemas para classes de grafos particulares. Na primeira, e principal, parte desta tese, discutimos coloraÃÃo de grafos que à uma das Ãreas mais importantes de teoria dos grafos. Primeiro, consideramos trÃs problemas de coloraÃÃo chamados coloraÃÃo gulosa, coloraÃÃo ponderada e coloraÃÃo ponderada imprÃpria. Em seguida, discutimos um problema de decisÃo, chamado boa rotulagem de arestas, cuja definiÃÃo foi motivada pelo problema de atribuiÃÃo de frequÃncias em redes Ãticas. A segunda parte desta tese à dedicada a um parÃmetro de otimizaÃÃo em grafos chamado de nÃmero de fecho (geodÃtico). A definiÃÃo deste parÃmetro à motivada pela extensÃo das noÃÃes de conjuntos e fecho convexos no espaÃo Euclidiano. Por m, apresentamos em anexo outros trabalhos desenvolvidos durante esta tese, um em hipergrafos dirigidos Eulerianos e Hamiltonianos e outro sobre sistemas de armazenamento distribuÃdo. / In this thesis, we study several problems of Graph Theory concerning Graph Coloring and Graph Convexity. Most of the results contained here are related to the computational complexity of these problems for particular graph classes. In the first and main part of this thesis, we deal with Graph Coloring which is one of the most studied areas of Graph Theory. We first consider three graph coloring problems called Greedy Coloring, Weighted Coloring and Weighted Improper Coloring. Then, we deal with a decision problem, called Good Edge-Labeling, whose definition was motivated by the Wavelength Assignment problem in optical networks. The second part of this thesis is devoted to a graph optimization parameter called (geodetic) hull number. The definition of this parameter is motivated by an extension to graphs of the notions of convex sets and convex hulls in the Euclidean space. Finally, we present in the appendix other works developed during this thesis, one about Eulerian and Hamiltonian directed hypergraphs and the other concerning distributed storage systems.

Esta tese é composta por três ensaios. No primeiro, mostramos em nosso modelo básico que economias formadas exclusivamente por produtores e parasitas podem cair em armadilhas de pobreza, desde que ambos grupos se comportem de acordo com a dinâmica de Lotka-Volterra. Contudo, a introdução de um limite para o crescimento do produto e de expectativas por parte dos agentes exclui o resultado de armadilha em seus múltiplos equilíbrios. Nossa conclusão, entretanto, é similar para ambos modelos estudados: melhora na proteção aos direitos de propriedade por parte do Estado pode fazer com que a armadilha de pobreza seja superada, no modelo básico; e afetar a estabilidade dos equilíbrios, no modificado, fazendo com que resultados econômicos com maior produto tornem-se estáveis. No segundo ensaio, obtemos condições sob as quais a função perda do banco central é estritamente convexa em quatro estados distintos da economia: economia aquecida, em recessão, inação alta e produto alto. Encontramos, ainda, que quando in- ação e produto são funções lineares do instrumento de política monetária, a convexidade é garantida para qualquer um dos quatro estados citados. Ao estendermos nossa análise a vários instrumentos, encontramos que apenas linearidade já não é mais suficiente para a garantia do formato da função perda. Nossos resultados fornecem, ainda, condições sob as quais existirá dependência entre os instrumentos de política monetária. Por fim, o terceiro ensaio estuda regimes de metas de inação, nos quais agentes podem influenciar a política monetária através das expectativas de mercado reportadas ao banco central. Este, por sua vez, deve formular a política monetária considerando que tal influência pode ser usada em benefício dos próprios agentes. Modelamos essa relação estratégica como um jogo sequencial entre uma instituição financeira representativa e o banco central. Mostramos que quando a autoridade monetária escolhe apenas o nível da taxa de juros, existe um potencial viés inflacionário na economia. Esse viés é superado quando a oferta de moeda torna-se um segundo instrumento de política. Ainda mostramos que penalização de instituições más previsoras também pode ser um mecanismo eficiente de ancoragem de expectativas. / This thesis consists of three essays. In the first one, we show in our basic model that economies consisted exclusively by producers and parasites may fall into poverty traps, assuming that both groups behave according to the dynamics of Lotka-Volterra. However, the introduction of an upper bound on the output growth and expectations for the agents excludes the result of trap in its multiple equilibria. Our conclusion, nevertheless, is similiar for both studied models: improved protection of property rights by the state can mitigate the poverty trap possibility in the basic model, and affect the stability of equilibria in the modified one, making that economic outcomes with higher output become stable. In the second essay, we obtain conditions under which the central bank's loss function is strictly convex in four different states of the economy: booming economy, recession, high inflation and high output. Moreover, we found that when inaction and output are linear functions of monetary policy instruments, convexity is guaranteed for any of the four states mentioned. When we extend our analysis to the case of many instruments, we found that only linearity is not sufficient to guarantee the shape of loss function. Our results also provide conditions under which there exists dependence between instruments of monetary policy. Finally, the third essay studies the ination targeting regimes, in which agents can influence the monetary policy through market expectations reported to the central bank. Monetary authority, in its turn, should formulate the monetary policy considering that this influence may be used for the benefit of agents themselves. We model this strategic relationship as a sequential game between a representative financial institution and the central bank. We show that when the monetary authority chooses only the level of interest rates, there is a potential inflationary bias in the economy. This bias is solved when the money supply becomes a second instrument of policy. In addition, we show that to impose penalty on the worse predictor institutions may also be an efficient anchoring expectations mechanism.