Current aircraft conceptual design practices result in the selection of a single (hopefully) Pareto optimal design to be carried forward into preliminary design. This paradigm is based on the assumption that carrying a significant number of concepts forward is too costly and thus early down-selection between competing concepts is necessary. However, this approach requires that key architectural design decisions which drive performance and market success are fixed very early in the design process, sometimes years before the aircraft actually goes to market. In the presence of uncertainty, if the design performance is examined for individual scenarios as opposed to measuring performance of the design with aggregate statistics, the author finds that the single concept approach can lead to less than desirable design outcomes. This thesis proposes an alternate conceptual design paradigm which leverages principles from economics (specifically the Nobel prize-winning modern portfolio theory) to improve design outcomes by intelligently selecting a small well diversified portfolio of concepts to carry forward through preliminary design, thus reducing the risk from external events that are outside of the engineer’s control. This alternate paradigm is expected to result in an increase in the overall profit by increasing the probability that the final design matches market needs at the time it goes to market. This thesis presents a portfolio based design approach, which leverages dynamic programming to enable a stochastic optimization of alternative portfolios of concepts. This optimization returns an optimized portfolio of concepts which are iteratively pruned to improve design outcomes in the presence of scenario-driven uncertainties. While dynamic programming is identified as a means for doing a stochastic portfolio optimization, dynamic programming is an analytical optimization process which suffers heavily from the curse of dimensionality. As a result, a new hybrid stochastic optimization process called the Evolutionary Cooperative Optimization with Simultaneous Independent Sub-optimization (ECOSIS) has been introduced. The ECOSIS algorithm leverages a co-evolutionary algorithm to optimize a multifaceted problem under uncertainty. ECOSIS allows for a stochastic portfolio optimization including the desired benefit-to-cost tradeoff for a well-diversified portfolio at the size and scope required for use in design problems. To demonstrate the applicability and value of a portfolio based design approach, an example application of the approach to the selection of a new 300 passenger aircraft is presented.

Le modèle classique de la finance (Markowitz, Sharpe, Black, Scholes, Fama) a, dès le début, été remis en cause par le mathématicien Benoît Mandelbrot (1924-2010). Il démontre que la loi normale ne correspond pas à la réalité des marchés, parce qu'elle sous-estime les risques extrêmes. Il faut au contraire utiliser les lois de puissance, comme la loi de Pareto. Nous montrons ici toutes les implications de ce changement fondamental sur la finance, mais aus-si, ce qui est nouveau, en ce qui concerne la gestion des entreprises (à travers le calcul du coût des capitaux propres). Nous tentons de mettre à jour les raisons profondes de l'existence des lois de puissance en économie à travers la notion d'entropie. Nous présen-tons de nouveaux outils théoriques pour comprendre la formation des prix (la théorie de la proportion diagonale), des bulles (la notion de réflexivité), des crises (la notion de réseau), en apportant une réponse globale à la crise actuelle (un système monétaire diversifié). Toutes ces voies sont très peu, ou pas du tout exploitées. Elles sont surtout, pour la pre-mière fois, mises en cohérence autour de la notion de loi de puissance. C'est donc une nou-velle façon de comprendre les phénomènes économiques que nous présentons ici.

Esta tesis consta de tres proyectos sobre coordinación y los conflictos utilizando un enfoque experimental. El capítulo 1 estudia si un mecanismo de votación incentiva una coordinación eficiente y concluye en comparación a un sistema de decisión carente de votación (regla del dictador), ambos mecanismos (decisión por mayoría y decisión unánime) son eficaces incentivando la coordinación en la toma de decisiones posteriores. El capítulo 2 se centra en los fallos de coordinación e investiga si una "mancha solar" puede causar un problema de coordinación sobre el equilibrio Pareto-Superior. De los resultados, se deduce que una señal aleatoria exógena genera ineficiencias, aunque sería simplemente mejor ignorarla. Por último, el capítulo 3 estudia un juego de concurso en una red de conflicto. Los resultados demuestran que las estructuras de red en cuestión importan en la determinación del nivel de las inversiones en tecnología de conflicto y, por lo tanto, afectan la intensidad total de los conflictos. / This thesis is a collection of three research projects on coordination and conflict using an experimental approach. Chapter 1 studies whether a voting mechanism induces efficient coordination; and, concludes that compared to a dictator rule where voting is absent, both of the voting rules studied, i.e. majority and unanimity, are successful in inducing coordination in subsequent decisions. Chapter 2 focuses on coordination failures and investigates whether a sunspot leads to failure in coordinating on the Pareto-Superior equilibrium; and in fact, deduces that a random exogenous signal leads to inefficiencies even though it would simply be better if ignored. Finally, chapter 3 studies a contest game in a conflict network. It shows that network structures matter in determining the level of individual investments in the conflict technology, and hence affect total conflict intensity.

Limited freshwater supply is the most important challenge in water resources management, particularly in arid and semi-arid basins. However, other variations in a basin, including climate change, population growth, and economic development intensify this threat to water security. The Oldman River Basin (OMRB), located in southern Alberta, Canada, is a semi-arid basin and encompasses several water challenges, including uncertain water supply as well as increasing, uncertain water demands (consumptive irrigation, municipal, and industrial demands, and non-consumptive hydropower generation, and environmental demands). Reservoirs, of which the Oldman River Reservoir is the largest in the basin, are responsible for meeting most of demands, and, protecting the basin’s economy. The OMRB has also faced extreme natural events, floods and droughts, in the past, which reservoir management plays a critical role to adapt to. The complexity of the climate, hydrology, and water resource system and water governance escalates the challenges in the basin. These factors are highly interconnected and establish dynamic, non-linear behavior, which requires an integrated, feedback-based tool to investigate. Integrated water resources (IWRM) modelling using system dynamics (SD) is such an approach to tackle the different water challenges and understand their non-linear, dynamic pattern. In this research study the Sustainability-oriented Water Allocation, Management, and Planning (SWAMPOM) model for the Oldman River Basin is developed. SWAMPOM comprises a water allocation model, dynamic irrigation demand, instream flow needs (IFN), and economic evaluation sub-models. The water allocation model allocates water to all the above-mentioned demands at a weekly time step from 1928 to 2001, and under different water availability scenarios. Meeting irrigation demands relies on the crop water requirement (CWR), which is calculated under different climatic conditions by the dynamic irrigation demand sub-model. This sub-model estimates the weekly irrigation demand for main crops planted in the basin. SWAMPOM also computes environmental demands or instream flow need (IFN) for the Oldman River, and allocates water to rivers to meet IFN under different policy scenarios and uncertain water supply. Finally, the major water-related economic benefit in the basin, earned by agriculture and hydropower generation, is computed by the economic evaluation sub-model. The results show that SWAMPOM could reasonably satisfy the demands at a weekly time step and provide an adequate estimation of the crop water requirement under different hydrometeorological conditions. Based on the SWAMPOM’s results, the average annual irrigation demand is 306 mm over the historical time period from 1928 to 2001 in the main irrigation districts. The average weekly instream flow need of the Oldman River is calculated to be approximately 20.5 m3/s, which can be met in more than 97% of weeks in the historical time period. Average annual water-related economic benefit was computed to be 192.5 M$ in the OMRB. It decreased to 82.8 M$ in very dry years, and increased up to 328.6 M$ in very wet years. This research also developed different sets of Oldman Reservoir’s operation zones, resulting in trade-offs between the optimal economic benefit, water allocated to the ecosystem, minimum floodwater and minimum flood frequency. This helps decision makers to decide how much water should be stored in the reservoir to meet a specific objective while not sacrificing others. A multi-objective performance assessment, Pareto curve approach, is applied to identify the optimal trade-offs between the four objective functions (OFs), and 18 different optimal, or close to optimal sets of operating zones are provided. The decision regarding the operating zones depends on decision makers’ preference for higher economic benefit, water allocated to IFN, or flood security. However, the set of operating zones with minimum floodwater causes 11 less flood events; the operating zones with maximum economic benefits result in 4.1% more financial gain; and the zones with maximum water allocated to IFN lead to 10.1% more ecosystem protection in the whole 74 years, compared to current zones.

Submitted by Eduarda Figueiredo (eduarda.ffigueiredo@ufpe.br) on 2015-03-06T13:44:05Z No. of bitstreams: 2 chaves.pdf: 2856967 bytes, checksum: 08cd733e8cb84a531adc13230e5edaaf (MD5) license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) / Made available in DSpace on 2015-03-06T13:44:05Z (GMT). No. of bitstreams: 2 chaves.pdf: 2856967 bytes, checksum: 08cd733e8cb84a531adc13230e5edaaf (MD5) license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Previous issue date: 2012-02-24 / CNPq e CAPES / Nesta Tese são propostas diversas estratégias para projetar redes ópticas WDM de forma otimizada. As redes são consideradas com tráfego dinâmico e penalizadas pelas penalidades da camada física. As estratégias propostas lidam com os principais elementos que afetam a relação custo desempenho em uma rede óptica: o algoritmo de roteamento e atribuição de comprimentos de onda (RWA), a colocação de regeneradores (RP), a atribuição de regeneradores (RA), o projeto da topologia física da rede (PTD) e o dimensionamento dos dispositivos ópticos (DDO) que serão instalados na rede. Esses problemas são tratados tanto de forma separada quanto de forma integrada na Tese. Para o RWA, é proposta uma metodologia para se projetar algoritmos heurísticos de roteamento que têm como objetivo o aumento no desempenho da rede e que levam em conta as penalidades da camada física. Para a solução do RP são propostos algoritmos heurísticos e metaheurísticos para o projeto de redes ópticas translúcidas, considerando simultaneamente a otimização dos custos de capital (CapEx) e operacional (OpEx) e do desempenho da rede. O problema de PTD é tratado em conjunto com o DDO também de forma mutiobjetiva, considerando a otimização simultânea do CapEx e do desempenho (probabilidade de bloqueio). Um algoritmo multiobjetivo para realização da expansão de topologia (i.e. adição de novos enlaces a uma rede já existente) também é proposto. Além disso, são resolvidos conjuntamente os problemas de PTD, RP e RWA de forma mutiobjetiva considerando a otimização simultânea de CapEx e desempenho da rede. As otimizações das soluções são feitas utilizando as seguintes estratégias metaheuristicas propostas na área de inteligência computacional: Particle Swarm Optimization (PSO) e Non-dominated Sorting Genetic Algorithm II (NSGA-II).

Submitted by Elizabete Silva (elizabete.silva@ufes.br) on 2015-05-14T19:26:43Z No. of bitstreams: 2 license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) A economia da informação rumo a um programa de pesquisa.pdf: 849283 bytes, checksum: d1d9b3151eab0e7fdae1ce71cbf2a895 (MD5) / Approved for entry into archive by Elizabete Silva (elizabete.silva@ufes.br) on 2015-08-11T21:45:49Z (GMT) No. of bitstreams: 2 license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) A economia da informação rumo a um programa de pesquisa.pdf: 849283 bytes, checksum: d1d9b3151eab0e7fdae1ce71cbf2a895 (MD5) / Made available in DSpace on 2015-08-11T21:45:49Z (GMT). No. of bitstreams: 2 license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) A economia da informação rumo a um programa de pesquisa.pdf: 849283 bytes, checksum: d1d9b3151eab0e7fdae1ce71cbf2a895 (MD5) Previous issue date: 2012-05 / Este trabalho tem por objetivo discutir o surgimento de um programa de pesquisa na Ciência Econômica, no que concerne a análise das assimetrias de informação, as diferenças epistemológicas e as implicações em termos de equilíbrio ótimo de Pareto, em contraponto à abordagem neoclássica standard. Em busca de tal objetivo, foi necessário destacar o método de ambos os paradigmas; todavia, era igualmente necessário discutir a filosofia/epistemologia da ciência envolvida e que serviria de base para uma abordagem relacionada a mudanças paradigmáticas na ciência. No capítulo 1, discutimos a epistemologia da ciência, a partir de três autores: Popper, Kuhn e Lakatos. Definimos o conjunto de hipóteses que podem ser associadas ao método empregado pela Escola Neoclássica, a partir da filosofia da ciência proposta por Lakatos. Em seguida, no capítulo 2, fizemos uma longa exposição do método neoclássico, definindo os axiomas inerentes às preferências bem-comportadas, apresentando algebricamente o equilíbrio geral walrasiano, exemplificando o relaxamento de hipóteses auxiliares do modelo neoclássico a partir de Friedman e, por fim, aplicando o instrumental neoclássico ao relaxamento da hipótese auxiliar de perfeição da informação, a partir do modelo desenvolvido por Grossman & Stiglitz (1976), bem como da expansão matemática desenvolvida pelo presente trabalho. Finalmente, encerramos a presente dissertação com o capítulo 3, no qual, basicamente, expomos as principais contribuições de autores como Stiglitz, Akerlof e Arrow, no que concerne a mercados permeados por informações assimétricas e comportamentos oportunistas. Procuramos mostrar as consequências para o próprio mercado, chegando a resultados em que o mesmo era extinto. Apresentamos a segunda parte do modelo de Grossman & Stiglitz, enfatizando a natureza imperfeita do sistema de preços, sua incapacidade de transmitir todas as informações sobre os bens ao conjunto dos agentes, e, por fim, discutimos tópicos variados ligados à Economia da Informação. / This work aims to discuss the emergence of a research program in Economic Science, concerning the analysis of information asymmetries, the differences and epistemological implications of Pareto optimal equilibrium, in contrast to the standard neoclassical approach. In pursuit of this goal, it was necessary to highlight the method of both paradigms, yet it was also necessary to discuss the philosophy/epistemology of science involved and which serve as the basis for an approach related to paradigm shifts in science. In chapter 1 we discussed the epistemology of science, from three authors: Popper, Kuhn and Lakatos. We defined the set of hypotheses that can be associated with the method employed by the neoclassical school, from the philosophy of science proposed by Lakatos. Then, in chapter 2, we did a long exposure of the neoclassical method, setting axioms inherent in well-behaved preferences, presenting algebraically the Walrasian general equilibrium, illustrating relaxation of auxiliary hypotheses of the neoclassical model from Friedman and, finally, applying the neoclassical instrumental to the relaxation of auxiliary hypotheses of completeness of information from the model developed by Grossman & Stiglitz (1976) and developed by mathematical expansion of this work. Finally, we close this dissertation with chapter 3, which basically lays out the major contributions of authors such as Stiglitz, Akerlof and Arrow, with respect to markets permeated by asymmetric information and opportunistic behavior. We show the consequences for the market itself, reaching results in which it was extinguished. Here is the second part of the model of Grossman & Stiglitz, emphasizing the imperfect nature of the price system, their inability to convey all the information about the goods to all agents, and, finally, we discussed various topics related to the Economics of Information.

Nous appliquons la théorie asymptotique des expériences statistiques à des problèmes liés aux valeurs extrêmes. Quatre modèles semi-paramétriques sont envisagés. Tout d'abord le modèle d'échantillonnage de fonction de répartition de type Pareto. L'index de Pareto est le paramètre d'intérêt tandis que la fonction à variation lente, qui intervient dans la décomposition de la fonction de survie, joue le rôle de nuisance. Nous considérons ensuite des observations i.i.d. de fonction de répartition de type Weibull. Le troisième modèle étudié est un modèle de régression. On considère des couples d'observations $(Y_i,X_i)$ indépendants, les v.a. $X_i$ sont i.i.d. de loi connue et on suppose que la fonction de répartition de la loi de $Y$ conditionnellement à $X$ est de type Pareto, avec une fonction à variation lente et un index $gamma$ qui dépendent de $X$. On fait l'hypothèse que la fonction $gamma$ a une forme quelconque mais connue, qui dépend d'un paramètre $\ / Doctorat en sciences, Orientation statistique / info:eu-repo/semantics/nonPublished

Dans les maisons et bâtiments intelligents, il devient nécessaire de limiter l'intervention humaine sur le système énergétique, afin de fluctuer automatiquement l'énergie consommée par les appareils consommateurs. Pour cela, un système de mesure de la consommation électrique d'équipements est aussi nécessaire et peut être déployé de deux façons : intrusive ou non-intrusive. La première solution consiste à relever la consommation de chaque appareil, ce qui est inenvisageable à une grande échelle pour des raisons pratiques liées à l'entretien et aux coûts. Donc, la solution non-intrusive (NILM pour Non-Intrusive Load Monitoring), qui est capable d'identifier les différents appareils en se basant sur les signatures extraites d'une consommation globale, est plus prometteuse. Le problème le plus difficile des algorithmes NILM est comment discriminer les appareils qui ont la même caractéristique énergétique. Pour surmonter ce problème, dans cette thèse, nous proposons d'utiliser une information externe pour améliorer la performance des algorithmes existants. Les premières informations additionnelles proposées considèrent l'état précédent de chaque appareil comme la probabilité de transition d'état ou la distance de Hamming entre l'état courant et l'état précédent. Ces informations sont utilisées pour sélectionner l'ensemble le plus approprié des dispositifs actifs parmi toutes les combinaisons possibles. Nous résolvons ce problème de minimisation en norme l1 par un algorithme d'exploration exhaustive. Nous proposons également d'utiliser une autre information externe qui est la probabilité de fonctionnement de chaque appareil fournie par un réseau de capteurs sans fil (WSN pour Wireless Sensor Network) déployé dans le bâtiment. Ce système baptisé SmartSense, est différent de la solution intrusive car seul un sous-ensemble de tous les dispositifs est surveillé par les capteurs, ce qui rend le système moins intrusif. Trois approches sont appliquées dans le système SmartSense. La première approche applique une détection de changements de niveau sur le signal global de puissance consommé et les compare avec ceux existants pour identifier les dispositifs correspondants. La deuxième approche vise à résoudre le problème de minimisation en norme l1 avec les algorithmes heuristiques de composition Paréto-algébrique et de programmation dynamique. Les résultats de simulation montrent que la performance des algorithmes proposés augmente significativement avec la probabilité d'opération des dispositifs surveillés par le WSN. Comme il n'y a qu'un sous-ensemble de tous les appareils qui sont surveillés par les capteurs, ceux qui sont sélectionnés doivent satisfaire quelques critères tels qu'un taux d'utilisation élevé ou des confusions dans les signatures sélectionnées avec celles des autres. / In smart homes, human intervention in the energy system needs to be eliminated as much as possible and an energy management system is required to automatically fluctuate the power consumption of the electrical devices. To design such system, a load monitoring system is necessary to be deployed in two ways: intrusive or non-intrusive. The intrusive approach requires a high deployment cost and too much technical intervention in the power supply. Therefore, the Non-Intrusive Load Monitoring (NILM) approach, in which the operation of a device can be detected based on the features extracted from the aggregate power consumption, is more promising. The difficulty of any NILM algorithm is the ambiguity among the devices with the same power characteristics. To overcome this challenge, in this thesis, we propose to use an external information to improve the performance of the existing NILM algorithms. The first proposed additional features relate to the previous state of each device such as state transition probability or the Hamming distance between the current state and the previous state. They are used to select the most suitable set of operating devices among all possible combinations when solving the l1-norm minimization problem of NILM by a brute force algorithm. Besides, we also propose to use another external feature that is the operating probability of each device provided by an additional Wireless Sensor Network (WSN). Different from the intrusive load monitoring, in this so-called SmartSense system, only a subset of all devices is monitored by the sensors, which makes the system quite less intrusive. Two approaches are applied in the SmartSense system. The first approach applies an edge detector to detect the step-changes on the power signal and then compare with the existing library to identify the corresponding devices. Meanwhile, the second approach tries to solve the l1-norm minimization problem in NILM with a compositional Pareto-algebraic heuristic and dynamic programming algorithms. The simulation results show that the performance of the proposed algorithms is significantly improved with the operating probability of the monitored devices provided by the WSN. Because only part of the devices are monitored, the selected ones must satisfy some criteria including high using rate and more confusions on the selected patterns with the others.

Notre travail s’intéresse à un cas très particulier des terminaux à conteneurs, il s’agit des terminaux à conteneurs automatisés, qui en plus des véhicules autoguidés, sont équipés de grues de quai et de grues de stockage automatiques (grues de cour), ce qui pousse souvent les scientifiques à considérer les problèmes d’ordonnancement intégré dans les terminaux automatisés ou semi-automatisés. Nous traitons dans ce travail l’optimisation de plusieurs objectifs pour stocker les conteneurs d'une manière efficace et réaliste. Nous traitons le problème d’ordonnancement intégré considérant les trois équipements d’un terminal à conteneurs automatisé soient: les véhicules autoguidés, les grues de quai et les grues de baie (éventuellement). L’objectif principal de cette étude est la minimisation du coût opérationnel de stockage de conteneurs dans un terminal maritime automatisé / AIn our study, we consider two optimization problems in automated container terminals at import; the first is the vehicle scheduling problem; and the second is the integrated problem of location assignment and vehicle scheduling. In the first part of our study, we propose different traffic layout adapted to the two studied problems and to every kind of automated container terminal. We also introduce relevant reviews of literature treating the optimization of container handling systems at maritime terminal, the optimization of general automated guided vehicle system and the multi-objective optimization in general, and in particular context of maritime container terminals. In the second part, we resolve the planning of QC-AV-ASC (Quay Cranes-Automated Vehicles - Automated Stacking Cranes). We present an effective model for every kind of traffic layout. Moreover, we propose an efficient bi-objective model which is important to determine the optimal storage time and the minimal number of required AVs. CPLEX resolutions are used to prove the efficiency of our modelling approach. In the third part of this thesis, we explore a problem which has not been sufficiently studied: the integrated problem of location assignment and vehicle scheduling (IPLAVS), in Maritime Automated Container Terminal (MACT) at import. This part represents a new and realistic approach of MACT optimization considering mono-objective and multi-objective aspect.

This diploma thesis deals with customer complaints of headlamps in Automotive Lighting s.r.o. The goal is to analyze the state of customer complaints for 2018 and to evaluate the biggest source of nonconformities in terms of the type of complaint based on Pareto analysis. The thesis focuses on solution of one particular type of complaint. The key part of the thesis is also the processing of the process analysis, the evaluation of the causes of the complaint and the draft of corrective measures that would eliminate the problem. The conclusion of the thesis contains evaluation of the proposed corrective measures, including from the economic point of view.