Die Natur liefert zahlreiche Beispiele für hochgradig effiziente Transportprozesse. Hinsichtlich der Komplexität und Vielfalt dieser häufig gleichzeitig ablaufenden Prozesse offenbaren sich dabei verblüffende Parallelen zu Problemstellungen der technischen Logistik. Vor diesem Hintergrund bietet es sich an, die Idee einer selbstorganisierten Steuerung von Transportvorgängen, wie man sie in biologischen Systemen in der Regel vorfindet, auf technische Systeme zu übertragen. Dieser Aufsatz fasst aktuelle Forschungsansätze auf diesem Gebiet zusammen und präsentiert als potenzielles Anwendungsbeispiel eine neuartige dezentrale Strategie für die Kontrolle innerstädtischer Straßenverkehrsnetzwerke. Insbesondere im Falle kurzfristig auftretender Störungen ist der vorgestellte Ansatz aufgrund seiner Flexibilität in der Lage, den drohenden Zusammenbruch von Teilen des Netzwerkes zu verhindern oder zumindest deutlich zu verzögern. / Nature offers numerous examples of highly efficient transport processes. The complexity and multiplicity of typically simultaneous processes in such systems display surprising similarities to the problems of technical logistics. This observation has motivated transfers of concepts for the autonomous control of transport processes, as often present in biological systems, to technical systems. This paper summarises some recent results in this field and presents a novel decentralised strategy for traffic control in urban road networks as a potential application. Especially in the case of sudden disturbances to the traffic flows, the flexibility of the presented approach enables the breakdown of parts of the networks to be halted or at least delayed significantly.

One of the main research questions in financial mathematics is that of portfolio construction: how should one systematically invest their wealth in a financial market? This problem has been tackled in numerous ways, typically through the modeling of market prices and the optimization of an investment objective. A recent approach to portfolio construction is that offered by Stochastic Portfolio Theory, in which a relatively general market model is assumed, and the portfolio selection criterion is to outperform a benchmark with probability one. In order to achieve this, Robert Fernholz developed the method of functional generation, which allows one to explicitly construct and study portfolios that depend deterministically on the currently observable prices. The typical example of such a strategy is the diversity-weighted portfolio, which we extend in the first chapter of this work with a negative-parameter variation. We show that several modifications of this portfolio outperform the market index in theory, under certain assumptions on the market, and we perform an empirical study that confirms this. In our second chapter, we develop a data-driven portfolio construction method that goes beyond functional generation, allowing for the inclusion of factors other than current prices. We empirically show that this Bayesian nonparametric approach, which utilizes Gaussian processes, leads to drastically improved performance compared to benchmark portfolios. Next, we establish a formal equivalence between the method of functional generation and the mathematical field of optimal transport. Our results fortify known relations between the two, and extend this connection to additive functional generation, a recent variation of the method. In Chapter 4, we apply our results to derive new properties and characterizations of functionally-generated wealth processes in very general market models. Finally, we develop methods for incorporating defaults into functional generation, improving its real-world implementability.

Die Natur liefert zahlreiche Beispiele für hochgradig effiziente Transportprozesse. Hinsichtlich der Komplexität und Vielfalt dieser häufig gleichzeitig ablaufenden Prozesse offenbaren sich dabei verblüffende Parallelen zu Problemstellungen der technischen Logistik. Vor diesem Hintergrund bietet es sich an, die Idee einer selbstorganisierten Steuerung von Transportvorgängen, wie man sie in biologischen Systemen in der Regel vorfindet, auf technische Systeme zu übertragen. Dieser Aufsatz fasst aktuelle Forschungsansätze auf diesem Gebiet zusammen und präsentiert als potenzielles Anwendungsbeispiel eine neuartige dezentrale Strategie für die Kontrolle innerstädtischer Straßenverkehrsnetzwerke. Insbesondere im Falle kurzfristig auftretender Störungen ist der vorgestellte Ansatz aufgrund seiner Flexibilität in der Lage, den drohenden Zusammenbruch von Teilen des Netzwerkes zu verhindern oder zumindest deutlich zu verzögern. / Nature offers numerous examples of highly efficient transport processes. The complexity and multiplicity of typically simultaneous processes in such systems display surprising similarities to the problems of technical logistics. This observation has motivated transfers of concepts for the autonomous control of transport processes, as often present in biological systems, to technical systems. This paper summarises some recent results in this field and presents a novel decentralised strategy for traffic control in urban road networks as a potential application. Especially in the case of sudden disturbances to the traffic flows, the flexibility of the presented approach enables the breakdown of parts of the networks to be halted or at least delayed significantly.

Made available in DSpace on 2015-03-13T17:08:32Z (GMT). No. of bitstreams: 1 WernerFT.pdf: 4981794 bytes, checksum: 659d4c7e2270b32fa3929a5b6a5ab459 (MD5) Previous issue date: 2002-02-26 / This dissertation the results of a research developed in the area of S?o Bento do Norte and Cai?ara do Norte, northern coast of the State of Rio Grande do Norte, during the period of June of 2000 to August of 2001, in the ambit of the projects MAMBMAR? (CNPq/CTPETRO) and PROBRAL (CAPES/DAAD).The objective principal of this research was the characterization of the sedimentary dynamics of this coast, with base in data of coastal process (winds, currents, waves and tides), with topographical risings (beach profiles and dunes), satellite images and sedimentary analyses. The more specific objectives were accomplished the coastal monitoring of this coast, to verify the maintenance of an erosive tendency or progradacional after the groynes construction for contention of the erosion in the beach of Cai?ara do Norte, as well as to verify the influence of the features of bottom of the platform interns adjacent on the pole petroliferous of Guamar?. The executed monitoramento allowed to identify that the movement of the sediments, along the year, in that area, is cyclical, reaching the largest oscillations during the months of winter (deposition) and they will summer (erosion). The sedimentologic studies indicated a general tendency for sands quartzosas, with gravel presence, moderately to good selected, with asymmetry predominantly negative. In agreement with the parameter of Dean (1957), used in the identification of the state morfodin?mico of the beaches, monitored beaches, are basically reflectivas with tendency to middlemen, what frames that space of the coast norteriograndense, as a space strongly vulnerable to erosive processes. The studies developed in the platform, it interns of this area, allowed to visualize for the first time, in large scale, the distribution of the features of the submarine bottom to the batom?trico coat of 25 meters. Being pointed out the presence of a high one topographical submerged, with about 5 meters of height, 1 km of width and more than 24 meters of extension, located in the platform it interns in front of S?o Bento do Norte; coincident with the trend of the system of flaws of Carnaubais. This feature relay an important paper on the control of the sedimentary processes and oceanographic, as well as in the coastal evolution of this area of the RN state, and they affect the area of the pole petroliferous of Guamar? directly. These results contribute to a better knowledge of the processes in the area, and consequently as subsidies implantation of measures of coastal and environmental protection for the cities of S?o Bento do Norte and Cai?ara do Norte, as well as to understand how the geological-sedimentary processes and oceanographic, in this area, are influencing the characteristics geoambientais of the pole petroliferous of Guamar? / Esta disserta??o apresenta os resultados de uma pesquisa desenvolvida na regi?o de S?o Bento do Norte e Cai?ara do Norte, litoral setentrional do Estado do Rio Grande do Norte, durante o per?odo de Junho de 2000 a Agosto de 2001, no ?mbito dos projetos MAMBMAR? (CNPq/CTPETRO) e PROBRAL (CAPES/DAAD). O objetivo principal da pesquisa foi a caracteriza??o da din?mica sedimentar do litoral em quest?o, com base em dados relativos ? din?mica costeira (ventos, correntes, ondas e mar?s), levantamentos topogr?ficos (perfis de praia e dunas), imagens de sat?lite e an?lises sedimentol?gicas. Como objetivos espec?ficos foram realizados o monitoramento deste litoral, com o fim de verificar a manuten??o de uma tend?ncia erosiva ou progradacional ap?s a constru??o de gabi?es para conten??o da eros?o na praia de Cai?ara do Norte, bem como verificar a influ?ncia das fei??es de fundo da plataforma interna adjacente sobre o p?lo petrol?fero de Guamar?. O monitoramento executado permitiu identificar que a movimenta??o dos sedimentos, ao longo do ano, nessa regi?o, exibe um padr?o c?clico, atingindo as maiores oscila??es durante os meses de inverno (deposi??o) e ver?o (eros?o). Os estudos sedimentol?gicos indicaram uma tend?ncia geral para areias quartzosas, com presen?a de cascalho, moderadamente a bem selecionadas, com assimetria predominantemente negativa. De acordo com o par?metro de Dean (1957), as praias monitoradas s?o basicamente reflectivas com tend?ncia a intermedi?rias, o que enquadra esse trecho da costa norteriograndense como fortemente vulner?vel a processos erosivos. Os estudos desenvolvidos na plataforma interna desta regi?o permitiram visualizar pela primeira vez, em macroescala, a distribui??o das fei??es do fundo submarino at? a is?bata de 25 metros. Ressaltando-se a presen?a de um alto topogr?fico submerso, com cerca de 5 metros de altura, 1 km de largura e mais de 24 metros de extens?o, localizado na plataforma interna em frente a cidade de S?o Bento do Norte, coincidente com o trend do Sistema de Falhas de Carnaubais. Esta fei??o exerce um papel importante no controle dos processos sedimentares e oceanogr?ficos, bem como na evolu??o costeira desta regi?o do Estado do RN, que afetam diretamente a regi?o do p?lo petrol?fero de Guamar?. Estes resultados contribuem para um melhor conhecimento dos processos atuantes na regi?o e, conseq?entemente, fornece subs?dios para a implementa??o de medidas de prote??o costeira e ambiental para as cidades de S?o Bento do Norte e Cai?ara do Norte, bem como para o melhor entendimento de modo como os processos geol?gicos e oceanogr?ficos atuantes nesta ?rea, v?m influenciando nas caracter?sticas geoambientais do p?lo petrol?fero de Guamar?