[pt] A busca por fontes energéticas alternativas tornou-se questão crucial para o desenvolvimento econômico mundial, sendo a biomassa uma alternativa a ser considerada. Neste estudo analisamos o caso de uma indústria de chapas de fibras de madeira, na qual cavacos de madeira podem ser utilizados tanto como matéria prima quanto como combustível para geração de energia térmica. Neste segmento, durante o processo produtivo são gerados grandes volumes de resíduos florestais que podem ser usados como combustível. O objetivo do presente trabalho é determinar a viabilidade econômico-financeira de se instalar um processo de cogeração de energia tendo como combustíveis resíduos florestais e gás natural. Assumimos que os gestores possuem duas alternativas: usar os resíduos e gás na geração de energia, liberando os cavacos para produção de MDF e HDF ou empregar os resíduos florestais, gás natural e cavacos de madeira como combustível, comercializando o excedente de energia no mercado de curto prazo. A avaliação financeira foi baseada na Teoria das Opções Reais considerando a flexibilidade gerencial de selecionar otimamente o destino final dos cavacos de madeira (chapa de madeira ou energia) ao longo do tempo. Uma importante inovação do trabalho consiste na incorporação de fatores de sazonalidade na volatilidade do preço de energia, adaptando o processo estocástico as especificidades do mercado brasileiro. Foi considerada como incerteza o preço da energia (PLD) e adotou-se como base o Modelo Geométrico de Reversão a Média com Saltos de Clewlow, Strickland e Kaminski (2000). Os resultados indicam que a opção de comercializar o excedente de energia não é viável financeiramente e em média não agrega valor ao projeto. / [en] The search for alternative energy sources has become critical issue for the economic development of the world, and biomass is an alternative to be considered. In this study we analyze the case of a producer of wood fiber boards, in which wood chips may be either used as raw material for the wood boards or as fuel to generate energy. In this segment, the production process generates large volumes of forest residues that can be used as fuel. The objective of this study is to determine the economic feasibility of installing a cogeneration energy process fueled with forest residues and natural gas. We assume that managers have two alternatives: use residues and gas for heat energy generation, releasing the wood chips for the production of MDF and HDF, or use forest residues, gas and wood chips as fuel, selling the surplus energy in the short term market. The valuation was based on the Real Options Theory considering the managerial flexibility to select the optimal final destination of the wood chips (fiber board or energy) along time. One of the innovations of this work is the incorporation of seasonal factors in the energy price volatility, adapting the stochastic process to the specificities of the Brazilian market. The main uncertainty, energy price (PLD), was based on the Mean Reversion Model with Jumps of Clewlow, Strickland and Kaminski (2000). The results indicate that the option to sell the surplus power is not financially viable and on average adds no value to the project.

Les trampolinistes repoussent continuellement les limites de leur sport en présentant de nouvelles acrobaties lors des compétitions. La complexité de la biomécanique impliquée dans les acrobaties complique la création de nouvelles acrobaties qui soient à la fois réalistes et sécuritaires. Malheureusement, l’essai-erreur de techniques acrobatiques innovantes comporte des risques pour les athlètes. Pour éviter les blessures, les entraîneurs commencent souvent par enseigner des techniques génériques à leurs athlètes, puis les guident empiriquement dans une personnalisation ou une amélioration étape par étape de ces techniques. Cette méthode peut être chronophage et ne pas toujours produire des résultats optimaux. La simulation prédictive est une alternative numérique sécuritaire, offrant aux entraîneurs des techniques acrobatiques performantes, sécuritaires et innovantes. À ce jour, les études qui ont investigué les techniques acrobatiques en utilisant la simulation prédictive n’ont considéré que quelques degrés de liberté, n’ont pas pris en compte le besoin d’information visuelle des athlètes et n’ont pas évalué l’impact de la morphologie des athlètes sur les techniques acrobatiques, limitant le transfert des techniques vers le terrain. Cette thèse visait à approfondir la connaissance sur les techniques acrobatiques aériennes pour améliorer la performance des trampolinistes canadiens grâce à un projet MITACS impliquant À nous le podium, Gymnastique Canada et l’Institut National du Sport du Québec. Cinq objectifs spécifiques ont été définis : (1) évaluer l’amélioration de la performance de vrille apportée par l’utilisation de mou- vements de bras tridimensionnels (3D) au lieu de bidimensionnels (2D), (2) identifier les techniques les plus efficaces pour les saltos vrillés se terminant en position carpée en incluant des contraintes de non-collision, (3) évaluer l’impact des caractéristiques anthropométriques sur les techniques acroba- tiques optimales, (4) évaluer le comportement visuomoteur des trampolinistes élites et sous-élites lors de saltos vrillés en utilisant un oculomètre et (5) identifier des techniques acrobatiques efficaces et sécuritaires en incluant des objectifs visuels. La première étude a comparé la vrille créée en utilisant des mouvements de bras optimaux 2D et 3D. Un problème de commande optimale a été formulé pour maximiser la vrille lors d’un salto arrière tendu en utilisant l’abduction/adduction des bras avec (3D) et sans (2D) changements de plan d’élévation. L’utilisation de mouvements de bras 3D a permis de générer jusqu’à 4,9 vrilles au lieu de 2,94 avec les techniques 2D. Pour des performances similaires, nous avons également observé que les techniques 3D étaient plus simples et nécessitaient moins d’efforts que les techniques 2D. Cette étude a introduit un principe d’entraînement : une performance de vrille optimale peut être atteinte en déplaçant le bras dans un plan formé par les axes de vrille et du moment cinétique, appelé best tilting plane. Dans une deuxième étude, des techniques de durée minimale pour une, deux ou trois vrilles avant de carper ont été générées avec et sans contrainte de non-collision. Nous avons montré que les contraintes de non-collision modifient les techniques optimales sans augmenter de manière significative la durée des mouvements (une vrille : p=0,69, deux vrilles : p=0,85, trois vrilles : p=0,07). Cette étude suggère que les athlètes pourraient générer jusqu’à trois vrilles lors d’un salto avant de terminer en position carpée, une acrobatie qui n’a encore jamais été réalisée en compétition. Cette étude a mis en évidence une stratégie de vrille 3D efficace : un mouvement circulaire des hanches. En testant cette stratégie avec une athlète élite féminine, nous avons observé une amélioration significative de sa performance. Dans une troisième étude, nous avons évalué les techniques optimales de double salto avant en position carpée se terminant avec 11/2 ou 21/2 vrilles générées en utilisant les paramètres inertiels des segments de 18 athlètes acrobatiques. Cinq, trois et deux stratégies de vrilles ont été identifiées à partir de la cinématique du bras droit, du bras gauche et des hanches, respectivement. L’utilisation de ces stratégies différait dépendamment de l’anthropométrie considérée et l’amplitude d’exécution des stratégies a varié jusqu’à 27%. Cette étude a introduit une méthode pour estimer le potentiel de vrille de chaque athlète afin d’aider les entraîneurs à faire des choix éclairés de techniques acrobatiques et à fournir des instructions appropriées à des athlètes d’une grande diversité corporelle. Dans une quatrième étude, nous avons caractérisé le comportement du regard des trampolinistes en comparant les stratégies utilisées par huit élites et neuf sous-élites lors de quatre acrobaties. Les trampolinistes étaient équipés de 17 centrales inertielles et d’un oculomètre portatif. Nous avons observé que le comportement visuomoteur des deux groupes était similaire, avec seulement une différence révélée : les élites ont fait plus de fixations que les athlètes sous-élites (p=0,033). Cette étude a également révélé une stratégie visuelle spécifique au sport que nous avons appelée détection du mouvement propre, qui consiste à ne pas bouger les yeux pendant les rotations rapides de la tête. La stratégie de détection du mouvement propre était principalement utilisée durant la phase de vrille des acrobaties. Enfin, dans la cinquième étude, nous avons généré des techniques acrobatiques optimales qui permettraient aux athlètes d’utiliser l’information visuelle pour corriger leurs erreurs d’exécution. Pour atteindre ce but, des objectifs imitant le comportement du regard des trampolinistes identifié dans la quatrième étude ont été inclus dans la fonction coût du problème de commande optimale. La pertinence de ces objectifs a été confirmée puisque les techniques acrobatiques générées étaient similaires à la technique d’une athlète élite. Cette étude a révélé que les athlètes modifient l’instant d’initiation de leur vrille pour permettre de voir plus longtemps la toile du trampoline. Dans cette étude, nous avons été les premiers à solliciter l’avis d’entraineurs et de juges pour évaluer la pertinence des techniques simulées. Les juges ont préféré les techniques optimales a la technique dune athlete elite (salto arrière tendu incluant une vrille : -0.13 contre -0.22, double salto arrière carpé incluant 2 vrilles : -0.13 contre -0.43 point de déduction selon le code de pointage). En conclusion, cette thèse a contribué à augmenter le réalisme des techniques générées par simulation prédictive en incluant un degré de liberté supplémentaire à l’épaule, des contraintes de non-collision, des objectifs visuels et les paramètres inertiels des segments de plusieurs athlètes. Des implications pratiques pour l’entraînement ont été extraites des tech- niques optimales générées pour le salto arrière vrillé tendu, le salto vrillé avant se terminant en position carpée et le double salto avant carpé se terminant en vrille. Des principes d’entraînement émergeant des simulations ont été testés sur des athlètes réels avec succès. Ces principes seront transférés sur le terrain au cours du prochain cycle olympique. / Trampolinists continuously push the sport’s limits by presenting novel acrobatics in com- petitions. The complex biomechanics involved in trampoline acrobatics makes it challenging for coaches to create new, feasible, and safe acrobatics. Unfortunately, trial-and-error of innovative acrobatic techniques is risky for athletes. To avoid injuries, coaches often start by teaching established generic techniques to their athletes and then empirically guide them in a step-by-step personalization or enhancement of the techniques. This method can be time-consuming and may not always yield optimal results, as safety must be ensured at each step. Predictive simulation is a safe numerical alternative, providing coaches with efficient, safe, and innovative acrobatic techniques. Currently, studies investigating acrobatic techniques using predictive simulation have considered only a few degrees of freedom and have not considered the athletes’ need for visual feedback nor the impact of the athletes’ morphology on the acrobatic techniques, limiting the transferability of the techniques to the field. This thesis aimed to deepen the knowledge relative to aerial acrobatic techniques to increase trampolinists’ performance, especially in Canada, thanks to a MITACS project involving Own the Podium, Gymnastics Canada and Institut National du Sport du Québec. Five specific objectives were defined: (1) assess the twist creation performance improvement brought by using three- dimensional (3D) instead of two-dimensional (2D) arm movements; (2) identify the most efficient techniques for twisting somersaults ending in pike position by including non-collision constraints; (3) assess the impact of anthropometry characteristics on optimal acrobatic techniques; (4) assess the visuomotor behavior of elite and sub-elite trampolinists during twisting somersaults using eye-tracking; and (5) identify efficient and safe acrobatic techniques by including visual objectives. The first study compared the twist rotation created using optimal 2D and 3D arm movements. An optimal control problem was stated to maximize the twist rotation during a straight backward somersault using arm abduction/adduction with (3D) and without (2D) changes in plane of elevation. Using 3D arm movements allowed for generating up to 4.9 twists instead of 2.94 using 2D techniques. For similar performances, we also observed that 3D techniques were simpler and required less effort than 2D techniques. This study introduced a coaching principle: optimal twisting performance can be achieved by moving the arm in a plane formed by the twisting and angular momentum axes, termed as the best tilting plane. In a second study, minimum duration techniques for one, two, or three twists before piking were generated with and without a non-collision constraint. We showed that non-collision constraints modified the optimal techniques without significantly increasing movement duration (one twist: p=0.69, two twists: p=0.85, three twists: p=0.07). This study suggests that athletes could generate up to three twists during a forward somersault ending in pike position, an acrobatic that has never been performed in competition. This study highlighted an efficient 3D twisting strategy, namely, a circular motion of the hips. When we tested this strategy with one elite female athlete, we saw a significant performance improvement. In the third study, we assessed the differences in optimal techniques of double forward somersault in pike position ending with 11/2 or 21/2 twists generated using the segment inertial parameters of 18 acrobatic athletes. Five, three, and two twisting strategies were identified from the kinematics of the right arm, left arm, and hips, respectively. The usage of these strategies differed depending on the anthropometry considered, and the execution amplitude of the techniques varied up to 27%. This study introduced a method to estimate each athlete’s twist potential to help coaches make enlightened choices regarding acrobatic techniques. This study should help coaches provide appropriate instructions to athletes on a wide range of body diversity. In the fourth study, we characterized the gaze behavior of trampolinists by comparing the strategies used by eight elites and nine sub-elites during the execution of four acrobatics. Trampolinists were equipped with 17 inertial measurement units and a wearable eye-tracker. We observed a similar visuomotor behavior between both groups, with only one difference revealed: elites did more fixations than sub-elite athletes (p=0.033). This study also revealed a unique sport-specific visual strategy that we termed self-motion detection, which consists of not moving the eyes during fast head rotations. Self-motion detection was mainly used during the twisting phase of the acrobatics. Finally, in the fifth study, we generated optimal acrobatic techniques that would allow athletes to use visual feedback to correct execution errors. To achieve this goal, objective terms mimicking the gaze behavior of trampolinists identified in the fourth study were included in the optimal control problem cost function. The relevance of these objective terms was confirmed as the acrobatic techniques generated were closer to an elite athlete’s technique. This study revealed that athletes modify the timing of their twist rotation to allow seeing the trampoline bed longer. In this study, we were the first to seek the opinions of coaches and judges to evaluate the relevance of the simulated techniques. Judges preferred the optimal techniques to an elite athlete’s technique (straight backward somersault including one twist: -0.13 vs -0.22, piked double backward somersault with two twists: -0.13 vs -0.43 point deducted according to the code of points). In conclusion, this thesis helped increase the realism of techniques generated through predictive simulations by including an additional degree of freedom at the shoulder, non-collision constraints, visual objectives, and segment inertial parameters from multiple athletes. Practical implications for coaching were extracted from the optimal techniques generated for the straight backward twisting somersault, the forward twisting somersault ending in pike position, and the double forward pike somersault ending with twists. Some coaching principles emerging from the simulations were successfully tested with real athletes. These principles will be transferred to the field during the upcoming Olympic cycle.

Aiming to achieve the better efficiency in the use of bandwidth (spectral efficiency), as well as a compromise with the energy utilized in the process (power efficiency), the service operators are obliged to change the way in which the information is conveyed. The simplicity of the OOK modulation format has always been the main reason for using it in optical communications. Hence, once the coherent technologies had reached the maturity from a commercial point of view, they have become real alternatives to extend the capacity of networks. In this thesis, the performance of single and multirate FFH-OCDMA networks based on coherent modulation formats is addressed. The following modulation formats are assumed: binary and quadrature phase shift keying (BPSK and QPSK). For single rate networks, BPSK or QPSK are used as the modulation format for all users. For multirate networks, on the other hand, BPSK and QPSK modulation formats are employed for low and high rate transmission users, respectively. For both networks, new bit error rate (BER) formalisms regarding the main deleterious source in OCDMA are derived, namely multipleaccess interference (MAI). The mathematical formalism developed here accounts for any kind of users\' signal waveforms (which are accurately accounted for at the desired user\'s receiver). As a result, it can be successfully used to carry out performance analysis of any OCDMA network. Moreover, it is shown that both low and high rate users can surprisingly achieve similar BER levels. In addition, it is demonstrated that incoherent OOK-based networks are not good candidates for future single and multirate FFH-OCDMA implementations in this interference limited scenario. On the other hand, our results pave the way for BPSK- and QPSK -based networks, which are seen as potential candidates for next generation passive optical networks (NG-PON2), where higher data rates and a vast amount of users will be major network requirements. / No intuito de alcançar uma melhor eficiência no uso da largura de banda (eficiência espectral), bem como um compromisso com a energia utilizada no processo de transmissão de informações (eficiência em potência), as operadoras de serviços estão sendo obrigadas a alterar o modo em que a informações estão sendo transmitidas. Neste sentido, a simplicidade do formato de modulação OOK sempre foi a principal razão para a sua utilização em sistemas de comunicações ópticas. Assim, uma vez que a tecnologia coerente tem alcançado a maturidade do ponto de vista comercial, estas são reais alternativas para aumentar a capacidade das redes de comunicação ópticas. Nesta tese, são avaliados os desempenhos de redes FFH-OCDMA convencionais e de múltiplas taxas baseadas em formatos de modulação coerentes. Os seguintes formatos de modulação assumidos são: modulação por chaveamento de fase binário e por quadratura (BPSK e QPSK). Para redes convencionais, BPSK e QPSK são utilizados como formatos de modulação para todos os usuários. Por outro lado, para redes de múltiplas taxas de transmissão, os formatos de modulação BPSK e QPSK são empregados para baixas e altas taxas, respectivamente. Para ambas as redes, foram derivados novos formalismos matemáticos considerando a principal fonte deletéria de desempenho em OCDMA, comumente chamada de MAI, no cálculo da BER. Os formalismos matemáticos desenvolvidos são generalizados para quaisquer tipos de formas de onda empregada nos sinais dos usuários (as quais são contabilizadas precisamente no receptor do usuário de interesse). Como resultados, o formalismo matemático pode ser utilizado com sucesso para realizar a análise de desempenho de qualquer rede OCDMA. Adicionalmente, é demonstrado que ambos os usuários em baixa ou alta taxa de transmissão podem surpreendentemente alcançar níveis similares de BER. Concomitantemente, é observado que redes incoerentes baseadas em OOK não são boas candidatas para implementações convencionais e de múltiplas taxas de transmissão considerando esse cenário limitado por interferência. Por outro lado, os resultados trilham o caminho para redes baseadas em BPSK e QPSK, as quais são potenciais candidatas para a próxima geração de redes ópticas passivas (NG-PON2), onde os maiores requisitos são as altas taxas de transmissão e grande capacidade de inserção simultânea de usuários.

This thesis analyzes market risk factors in commodity and currency markets. It focuses on the impact of extreme events on the prices of financial products traded in these markets, and on the overall market risk faced by the investors. The first chapter develops a simple two-factor jump-diffusion model for valuation of contingent claims on commodities in order to investigate the pricing implications of shocks that are exogenous to this market. The second chapter analyzes the nature and pricing implications of the abrupt changes in exchange rates, as well as the ability of these changes to explain the shapes of option-implied volatility "smiles". Finally, the third chapter employs the notion that key results of the univariate extreme value theory can be applied separately to the principal components of ARMA-GARCH residuals of a multivariate return series. The proposed approach yields more precise Value at Risk forecasts than conventional multivariate methods, while maintaining the same efficiency. / El objetivo de esta tesis es analizar los factores del riesgo del mercado de las materias primas y las divisas. Está centrada en el impacto de los eventos extremos tanto en los precios de los productos financieros como en el riesgo total de mercado al cual se enfrentan los inversores. En el primer capítulo se introduce un modelo simple de difusión y saltos (jump-diffusion) con dos factores para la valuación de activos contingentes sobre las materias primas, con el objetivo de investigar las implicaciones de shocks en los precios que son exógenos a este mercado. En el segundo capítulo se analiza la naturaleza e implicaciones para la valuación de los saltos en los tipos de cambio, así como la capacidad de éstos para explicar las formas de sonrisa en la volatilidad implicada. Por último, en el tercer capítulo se utiliza la idea de que los resultados principales de la Teoria de Valores Extremos univariada se pueden aplicar por separado a los componentes principales de los residuos de un modelo ARMA-GARCH de series multivariadas de retorno. El enfoque propuesto produce pronósticos de Value at Risk más precisos que los convencionales métodos multivariados, manteniendo la misma eficiencia.

Aiming to achieve the better efficiency in the use of bandwidth (spectral efficiency), as well as a compromise with the energy utilized in the process (power efficiency), the service operators are obliged to change the way in which the information is conveyed. The simplicity of the OOK modulation format has always been the main reason for using it in optical communications. Hence, once the coherent technologies had reached the maturity from a commercial point of view, they have become real alternatives to extend the capacity of networks. In this thesis, the performance of single and multirate FFH-OCDMA networks based on coherent modulation formats is addressed. The following modulation formats are assumed: binary and quadrature phase shift keying (BPSK and QPSK). For single rate networks, BPSK or QPSK are used as the modulation format for all users. For multirate networks, on the other hand, BPSK and QPSK modulation formats are employed for low and high rate transmission users, respectively. For both networks, new bit error rate (BER) formalisms regarding the main deleterious source in OCDMA are derived, namely multipleaccess interference (MAI). The mathematical formalism developed here accounts for any kind of users\' signal waveforms (which are accurately accounted for at the desired user\'s receiver). As a result, it can be successfully used to carry out performance analysis of any OCDMA network. Moreover, it is shown that both low and high rate users can surprisingly achieve similar BER levels. In addition, it is demonstrated that incoherent OOK-based networks are not good candidates for future single and multirate FFH-OCDMA implementations in this interference limited scenario. On the other hand, our results pave the way for BPSK- and QPSK -based networks, which are seen as potential candidates for next generation passive optical networks (NG-PON2), where higher data rates and a vast amount of users will be major network requirements. / No intuito de alcançar uma melhor eficiência no uso da largura de banda (eficiência espectral), bem como um compromisso com a energia utilizada no processo de transmissão de informações (eficiência em potência), as operadoras de serviços estão sendo obrigadas a alterar o modo em que a informações estão sendo transmitidas. Neste sentido, a simplicidade do formato de modulação OOK sempre foi a principal razão para a sua utilização em sistemas de comunicações ópticas. Assim, uma vez que a tecnologia coerente tem alcançado a maturidade do ponto de vista comercial, estas são reais alternativas para aumentar a capacidade das redes de comunicação ópticas. Nesta tese, são avaliados os desempenhos de redes FFH-OCDMA convencionais e de múltiplas taxas baseadas em formatos de modulação coerentes. Os seguintes formatos de modulação assumidos são: modulação por chaveamento de fase binário e por quadratura (BPSK e QPSK). Para redes convencionais, BPSK e QPSK são utilizados como formatos de modulação para todos os usuários. Por outro lado, para redes de múltiplas taxas de transmissão, os formatos de modulação BPSK e QPSK são empregados para baixas e altas taxas, respectivamente. Para ambas as redes, foram derivados novos formalismos matemáticos considerando a principal fonte deletéria de desempenho em OCDMA, comumente chamada de MAI, no cálculo da BER. Os formalismos matemáticos desenvolvidos são generalizados para quaisquer tipos de formas de onda empregada nos sinais dos usuários (as quais são contabilizadas precisamente no receptor do usuário de interesse). Como resultados, o formalismo matemático pode ser utilizado com sucesso para realizar a análise de desempenho de qualquer rede OCDMA. Adicionalmente, é demonstrado que ambos os usuários em baixa ou alta taxa de transmissão podem surpreendentemente alcançar níveis similares de BER. Concomitantemente, é observado que redes incoerentes baseadas em OOK não são boas candidatas para implementações convencionais e de múltiplas taxas de transmissão considerando esse cenário limitado por interferência. Por outro lado, os resultados trilham o caminho para redes baseadas em BPSK e QPSK, as quais são potenciais candidatas para a próxima geração de redes ópticas passivas (NG-PON2), onde os maiores requisitos são as altas taxas de transmissão e grande capacidade de inserção simultânea de usuários.

[EN] In this thesis, invariant-set theory is used to study the stability and feasibility of constrained scenario-based predictive controllers for Markov-jump linear systems. In the underlying optimisation problem of the predictive controllers technique, considers all possible future realisations of certain variables (uncertainty, disturbances, operating mode) or just a subset of those. Two different scenarios denoted as not risky and risky are studied. In the former, the trajectories of the system with initial states belonging to certain invariant sets, converge (in mean square sense) to the origin or an invariant neighbourhood of it with 100% probability. In such cases, the conditions that scenario trees must meet in order to guarantee stability and feasibility of the optimisation problem are analysed. Afterwards, the scenario-based predictive controller for Markov-jump linear systems under hard constraints and no disturbances is formulated. A study is presented for risky scenarios to determine sequence-dependent controllable sets, for which there exists a control law such that the system can be driven to the origin only for a particular realisation of uncertainty, disturbances, etc. A control law (optimal for disturbances-free systems and suboptimal for disturbed systems) able to steer the system to the origin with a probability less than 100% (denoted as reliability bound), is proposed for states belonging to those regions. Note that closed-loop unstable systems have zero reliability bound. Hence, an algorithm to determine the mean-time to failure is developed. In this context, failure means a violation in the constraints of the process' states and/or inputs in a future time. / [ES] La presente tesis emplea la teoría de conjuntos invariantes para el estudio de estabilidad y factibilidad de controladores predictivos basados en escenarios para sistemas lineales con saltos markovianos sujetos a restricciones. En el problema de optimización subyacente a la técnica de controladores predictivos, se consideran bien sea todas las posibles realizaciones futuras de una variable (incertidumbres, perturbaciones, modo de funcionamiento) o solo un subconjunto de estas. Se estudian dos escenarios diferentes, denotados como: a) escenarios no arriesgados y b) escenarios arriesgados, entendiéndose como no arriesgados, aquellos en donde las trayectorias del sistema con estados iniciales pertenecientes a ciertos conjuntos invariantes, convergen --en media-- al origen o a una vecindad invariante de este con un 100% de probabilidad. Para estos casos, se presenta un análisis de las condiciones que deben cumplir los árboles de escenarios para garantizar estabilidad --en media-- y factibilidad del problema de optimización. Luego se formula el control predictivo basado en escenarios para sistema lineales con saltos markovianos sujeto a restricciones y en ausencia de perturbaciones. En presencia de escenarios arriesgados, se propone el cálculo de conjuntos controlables dependientes de secuencias para los cuales existen una ley de control tal que el sistema puede ser conducido al origen, solo para una realización en particular de la incertidumbre, perturbaciones, etc. Para estados pertenecientes a estos conjuntos, se propone una ley de control (óptima para el caso de sistemas libres de perturbaciones y, subóptima para sistemas perturbados) capaz de dirigir el sistema al origen con una probabilidad menor al 100%, dicha probabilidad es denotada como cota de confiabilidad. Sistemas inestables en lazo cerrado tienen cota de confiabilidad igual a cero, por consiguiente se diseña un algoritmo que determina el tiempo medio para fallar. En este contexto, un fallo se entiende como la violación de las restricciones en los estados y/o entradas del proceso en algún instante de tiempo futuro. / [CA] La present tesi empra la teoria de conjunts invariants per a l'estudi d'estabili-tat i factibilidad de controladors predictius basats en escenaris per a sistemes lineals amb salts markovians subjectes a restriccions. En el problema d'optimit-zació subjacent a la tècnica de controladors predictius, es consideren bé siga totes les possibles realitzacions futures d'una variable (incerteses, pertorbacions, modes de funcionament) o només un subconjunt d'aquestes. S'estudien dos escenaris diferents, denotats com a escenaris no arriscats i arriscats, entenent-se com no arriscats, aquells on les trajectòries del sistema amb estats inicials pertanyents a certs conjunts invariants, convergeixen --en mitjana-- a l'origen o a un veïnatge invariant d'est amb un 100% de probabilitat. Per a aquests casos, es presenta una anàlisi de les condicions que han de complir els arbres d'escenaris per a garantir estabilitat --en mitjana-- i factibilidad del problema d'optimització. Després es formula el control predictiu basat en escenaris per a sistema lineals amb salts markovians subjecte a restriccions i en absència de pertorbacions. En presència d'escenaris arriscats, es proposa el càlcul de conjunts controlables dependents de seqüències per als quals existeix una llei de control tal que el sistema pot ser conduït a l'origen, solament per a una realització en particular de l'incertesa, pertorbacions, etc. Per a estats pertanyents a aquests conjunts, es proposa una llei de control (òptima per al cas de sistemes lliures de pertorbacions i, subóptima per a sistemes pertorbats) capaç de dirigir el sistema cap a l'origen amb una probabilitat menor del 100%, aquesta probabilitat és denotada com a cota de confiabilitat. Sistemes inestables en llaç tancat tenen cota de confiabilitat igual a zero, per tant es dissenya un algoritme que determina el temps mitjà per a fallar. En aquest context, una fallada s'entén com la violació de les restriccions en els estats i/o entrades del procés en algun instant de temps futur. / Hernández Mejías, MA. (2016). CONTROL PREDICTIVO BASADO EN ESCENARIOS PARA SISTEMAS LINEALES CON SALTOS MARKOVIANOS [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/68512