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Dynamic strategic monetary policies, the trade balance, and international capital flowsFerng, Li-Kung January 1989 (has links)
No description available.
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Gestion des ressources naturelles non renouvelables : Équilibre du marché, impacts socio-économiques et canaux potentiels de malédiction des ressources -Une application au Phosphate- / Management of non-renewable resources : Market equilibrium, socio-economic impacts and potential channels of resource curse -An application to Phosphate Rock-Azizi, Jamal 22 October 2018 (has links)
Cette thèse a pour objet l’examen de la gestion durable des ressources non renouvelables en général et du phosphate naturel en particulier. Le premier chapitre expose l’état, les perspectives et les enjeux économiques et géopolitiques du marché mondial des phosphates. Il s’attache à mettre en exergue de cette analyse un important déficit, à long terme, de l'offre mondiale par rapport à la demande incitant les producteurs des phosphates, qui ont suffisamment de réserves, à investir dans des nouvelles capacités. Le deuxième chapitre développe un modèle Stackelberg à plusieurs joueurs, calibré sur des données effectives du marché des phosphates et permet de calculer les capacités optimales à mettre en place par les producteurs selon leurs niveaux de réserves et leurs coûts de développement. Les résultats de ce modèle montrent que le marché deviendrait plus concentré, en 2100, qu’il est aujourd’hui avec une dominance du Maroc, le pays qui détient les trois quarts des réserves mondiales. Le troisième chapitre vise à évaluer les effets d’entraînement que le Maroc dégage de son exploitation des phosphates. En utilisant le modèle Input-Output, l’analyse empirique proposée compare les impacts socio-économiques de l’extraction à ceux liés à la valorisation ou à la transformation. Les résultats de cette analyse montrent que la transformation des phosphates est plus reliée en amont avec les autres branches de l’économie et génère plus de valeur ajoutée, de revenus et d’emplois. Le dernier chapitre s’évertue à traiter à de nouveaux frais la question de la malédiction des ressources naturelles en reliant la performance agricole et l’urbanisation à l'abondance de ces ressources. L’étude empirique, basée sur un panel de pays africains, exhibe un lien significatif entre l’abondance de ressources minières, le sous-développement du secteur agricole et l’explosion urbaine. / The purpose of this thesis is to examine the sustainable management of non-renewable resources in general and phosphate rock in particular. The first chapter presents the current situation, future trends and geopolitical issues pertaining to the global phosphate market. The analysis shows a large deficit in world phosphate supply in the future, inciting producers with sufficient phosphate reserves to invest in new capacities. The second chapter develops a multi-leader-multi-follower Stackelberg model, calibrated using real data from the phosphate market. This model derives the optimal future capacities for different producers according to their reserve levels and their development costs. The results show that the market would become more concentrated in 2100, with Morocco being the dominante country wich already holding three quarters of the world's reserves. The third chapter presents and calculates the linkage effects generated by Morocco’s phosphates exploitation. Using the Input-Output model, the proposed empirical analysis compares the socio-economic impacts of extraction to those related to transformation or valorization. The results of this analysis show that phosphates transformation is more linked to the other sectors and generates higher socio-economic impacts in terms of added value, income and employement. The last chapter contributes to the literature on the natural resources curse by linking agricultural performance and urbanization to the abundance of resources. The empirical study, based on a panel of African countries, shows a significant link between the abundance of mineral resources, the underdevelopment of the agricultural sector and urban explosion.
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Estimativas de Carleman para uma classe de problemas parabólicos degenerados e aplicações à controlabilidade multi-objetivoAraújo, Bruno Sérgio Vasconcelos de 14 July 2017 (has links)
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Previous issue date: 2017-07-14 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / This work presents Carleman estimates to a class of degenerate parabolic problems
over a square (in the two dimensional case) or a bounded interval (in the one dimensional
case). We consider a differential operator that degenerate only in a part of the
boundary. Using semigroup theory, we prove well posedness results. Then, using suitables
weight functions, we prove Carleman estimates and, as application, results on
multi-objective controllability. / Neste trabalho apresentamos estimativas de Carleman para uma classe de problemas
parabólicos degenerados sobre um quadrado (no caso bidimensional) ou sobre um intervalo
limitado (no caso unidimensional). Consideramos um operador diferencial que
degenera apenas em uma parte da fronteira. Provamos resultados de existência, unicidade
e estimativas de energia via teoria do semigrupo. Em seguida usamos funções
peso adequadas para obter estimativas de Carleman e, como aplicações, resultados de
controlabilidade multi-objetivo.
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Analysis of extended warranties for medical equipment: a game theory based approach using priority queuesGUEDES, Bruno Nunes 19 February 2016 (has links)
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Previous issue date: 2016-02-19 / CNPq / A growing trend in hiring maintenance services has been observed in companies in general in order to enhance competition and reduce costs. This practice becomes even more evident in the context of health institutions, as they strongly employ technology-intensive equipment that must follow tight quality standards that intend to ensure the continuity of the service and the safety of patients. These characteristics contribute in allowing the maintenance to be executed by the Original Equipment Manufacturer (OEM), since several pre-established procedures must be attended during maintenance. Thus, it becomes relevant to analyze the interaction among customers (hospitals) and the equipment manufacturer in this particular maintenance services market. In the developed model the customers are divided into 2 classes, great size hospitals belong to class 1 and small hospitals belong to class 2 and class 1 customers have priority over class 2 customers. Class 1 customers have the option of hiring an Extended Warranty (EW) with priority or of paying for each maintenance intervention on demand, while class 2 customers have the option of hiring an standard EW (with no priority) or of paying for each maintenance intervention on demand. To model such dynamics a 2-class priority queuing system is implemented. The customers select the option that maximize their expected utilities, as they are risk averse, while the manufacturer needs to set the EW and maintenance intervention prices and select the optimal number of customers of each class to service in order to maximize their expected profit. A Stackelberg Game is used to model the interaction among players, in which the OEM is the leader and the customer is the follower. In the numerical example it has been found that the customers of class 1 decide to hire EW with priority, while class 2 customers decide to pay for maintenance services on demand. Also the OEM decides to service 3 customers of class 1 and 100 customers of class 2, which yields an expected profit of $ 3,204,450. A sensitivity analysis is also performed to analyze how the optimal solution changes due to parameters variations. / Uma tendência crescente para a contratação de serviços de manutenção tem sido observada em empresas em geral com o objetivo de aumentar sua competitividade e reduzir custos. Tal prática se torna ainda mais evidente no contexto de instituições de saúde, já que elas utilizam diversos equipamentos intensivos em tecnologia que precisam se adequar a rígidos padrões de qualidade de forma a garantir a continuidade do serviço e a segurança dos pacientes. Essas características contribuem para que os serviços de manutenção sejam executados pelo fabricante do equipamento, já que diversos procedimentos específicos precisam ser seguidos durante a manutenção. Assim, torna-se relevante analisar a interação entre clientes (hospitais) e o fabricante do equipamento neste mercado particular. No modelo desenvolvido, os clientes foram divididos em 2 classes, hospitais de grande porte pertencem à classe 1 e hospitais pequenos pertencem à classe 2 e os clientes da classe 1 têm prioridade em relação aos clientes da classe 2. Os clientes da classe 1 têm a opção de contratar uma garantia estendida com prioridade ou de pagar por cada intervenção de manutenção sob demanda, já os clientes da classe 2 têm a opção de contratar uma garantia estendida padrão (sem prioridade) ou de pagar por cada intervenção de manutenção sob demanda. Para modelar esta dinâmica um sistema de filas com 2 classes de prioridade foi implementado. Os clientes escolhem a opção que maximiza suas utilidades esperadas, já que são avessos ao risco, enquanto o fabricante deve determinar os preços das garantias estendidas e das intervenções avulsas além do número ótimo de clientes que ele deve atender de forma a maximizar o seu lucro esperado. Para modelar a interação entre os jogadores foi utilizado um Jogo de Stackelberg em que o fabricante é o líder e o cliente, o seguidor. O exemplo numérico apresentado mostra que a decisão ótima para os clientes da classe 1 é adquirir a garantia estendida com prioridade, enquanto para os clientes da classe 2 a decisão-ótima é pagar pelos serviços de manutenção sob demanda. O fabricante decide atender 3 clientes da classe 1 e 100 clientes da classe 2, o que lhe gera um lucro de $ 3,204,450. Uma análise de sensibilidade é apresentada em seguida para investigar como a solução ótima muda em decorrência de variações nos parâmetros.
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Análise da garantia estendida para equipamentos hospitalares: uma abordagem via teoria dos jogos e processo de renovação generalizadoZAIDAN, Henrique Pinto dos Santos 19 February 2016 (has links)
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Previous issue date: 2016-02-19 / CAPEs / A terceirização da manutenção e a adesão da garantia estendida para equipamentos
hospitalares tem se tornado uma tendência ao longo das últimas décadas, pois estão
relacionadas com a crescente complexidade e modernização dos dispositivos médicos,
bem como, com a recorrente prática da exclusividade do fabricante na realização da
manutenção. Geralmente, o relacionamento entre a instituição de saúde e o fabricante é
conduzido por meio de um documento, especificando questões como: nível de
confiabilidade, desempenho operacional, disponibilidade, duração da garantia, preço da
manutenção, penalidades e a política de manutenção a ser implementada. Sendo assim, a
presente dissertação estuda quantitativamente o problema de garantia estendida para
equipamentos hospitalares, por meio da junção de duas ferramentas: o jogo de
Stackelberg, designado para estruturar a forma de relacionamento entre as empresas, e o
Processo de Renovação Generalizado, responsável processo de falha – reparo do
equipamento (reparo imperfeito). Um cenário foi criado para a aplicação de tais métodos.
Inicialmente, o fabricante ao vender um equipamento hospitalar também oferece duas
possibilidades para a execução da manutenção: a primeira, garantia estendida, e a
segunda, serviço sob demanda. Posteriormente, a decisão do hospital é influenciada pela
estrutura de preços imposta do fabricante, a confiabilidade do equipamento e o seu grau
de aversão ao risco, visto que as falhas do dispositivo são eventos aleatórios. Para ilustrar
tal situação, realiza-se um exemplo numérico com dados de falha e reparo de um
Angiográfo. O equilíbrio do modelo implica na maximização do lucro esperado do
fabricante e o hospital decidindo pela adesão da garantia estendida. Adicionalmente,
comparando as soluções do reparo imperfeito com os cenários de reparos perfeito e
mínimo, observou-se similaridade nas estratégias para os casos de reparos imperfeito e
perfeito, enquanto que, na relação entre os reparos imperfeito e mínimo as estratégias darse-
ão de maneira oposta. Finalmente, o lucro esperado do fabricante diminui conforme
aumenta o número médio de falhas. / The outsourcing of maintenance and the acquisition of extended warranty for hospital
equipment has become a trend over the past few decades, since they are related to the
growing complexity, modernization of medical devices and the recurring practice of the
manufacturer's exclusivity in performing maintenance services. Generally, the
relationship between the health institution and the manufacturer is conducted through a
document specifying the following issues: level of reliability, operating performance,
availability, warranty period, maintenance price, penalties and maintenance policy to be
implemented. Under these circumstances, this thesis analyzes the problem of the extended
warranty for clinical equipment by joining two tools: the Stackelberg game, designed to
model the relation between companies and the Generalized Renewal Process, employed
for modeling failure-repair process (imperfect repair). A scenario was created for the
application of such methods. Initially, the manufacturer intends to sell a medical
equipment and also offers two maintenance possibilities: first, an extended warranty, and
second, maintenance services on demand. Subsequently, the hospital's decision is
influenced by manufacturer's price structure, equipment reliability and the degree of risk
aversion, since the failures occurrences of the device are random events. To illustrate this
situation, an application example with failure and repair data of an Angiography
equipment is presented. The equilibrium of model implies in expected profit
maximization for the manufacturer and hospital chooses the extended warranty option. In
addition, by comparing the solutions of the imperfect repair with perfect and minimal
repair scenarios, a similarity in the strategies adopted in cases of imperfect and perfect
repairs was observed, while the strategies were opposite when comparing imperfect and
minimal repairs. Finally, the expected profit of the manufacturer decreases as the average
number of failures increases.
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Three essays on the effects of environmental regulations on supply chain practices / Les effets de législations environnementales sur la chaîne d'approvisionnementMazahir, Muhammad Shumail 26 August 2016 (has links)
Cette thèse est consacrée à l'étude des législations environnementales et leurs effets sur la chaîne d'approvisionnement. Plus précisément, nous nous intéressons à la législation basée sur le recyclage du produit mais aussi sur les normes de conformité (ROHS). Nous étudions le potentiel de réutilisation ainsi que les aspects environnementaux et économiques de différents systèmes de législation. La solution se présente sous forme d'une combinaison de politiques de récupération qui mène à de meilleurs résultats sur le plan écologique ainsi que sur le plan économique.Dans la deuxième partie de la thèse, Nous étudions la performance comparative des régimes à base sur la législation de récupération avec des problématiques d'innovation et de conception de produits. La politique de réutilisation des produits peut aggraver l’environnement si le cadre de la régulation n'est pas bien défini. Dans la dernière partie, une étude est menée sur le choix des produits dans une chaine d’approvisionnement avec des législations basées sur la récupération et sur la conformité des produits. Nous intégrons les effets de l'incertitude associée à la demande du marché et les paramètres de coût de récupération. Une méthode d'optimisation robuste pour la sélection et distribution des produits est présentée. / Climate change and global temperature rise has made environmental legislations a focal point of discussion. This dissertation is devoted to the study of environmental legislations and their effect on supply chain practices. More precisely, our center of interest is the product recovery based legislation along with compliance based regulations. We explore the reuse potential and the environmental and economical aspects of different product recovery based legislation schemes by modeling a stackelberg game between a social welfare maximizing policy maker and a profit maximizing monopolistic firm and find that a combination of existing recovery policies i.e., a recovery target in combination with incentive structure such as taxation/subsidy may lead to better outcomesnot only from environmental perspective but also from economical aspects. In Chapter 2, we extend the discussion comparative performance of the recovery legislation based schemes in presence of innovation and product design issues and show how unintended environmental outcomes may appear if the policy framework is not adequately designed. In Chapter 3, wecapture the effect of recovery legislation and compliance based legislation on product selection when a firm serves a number of markets. We incorporate the effects of uncertainty associated with market demands and recovery cost parameters and present a robust optimization based method for product selection and allocation decisions.
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Differential games of exhaustible resource extractionHosking, Thomas Shannon January 2013 (has links)
This thesis is concerned with game-theoretic models of oligopoly resource markets. They revolve around an open market, on which a number of firms sell a common resource. The market price-demand relationship means that the price (demand) that results from the firm’s production (pricing) decisions is a function of the decisions of all firms selling to that market. This means that firms must generally anticipate the actions of competing firms when determining their own strategies, which means that these models often need to be analysed using game theory. We focus on games in which the resource is exhaustible, with the exception of Chapter 5, in which the majority of the analysis is carried out in an inexhaustible resources setting. Exhaustibility introduces an additional complication into these games; that of allocating the extraction and sale of a limited resource pool over time. We consider several separate areas of extension, which we outline below. In Chapter 2, we consider a dynamic Stackelberg game. Stackelberg competition is an asymmetric form of competition in which one player (the leader) has the ability to pre-commit to and announce a strategy in advance. The ability to pre-commit to a strategy is almost always highly valuable, and in this case allows the leader to drive down the follower’s production by pre-committing to drive up their own. We follow the framework used in [62] to analyse Cournot competition to derive our results. In Chapter 3, we compare the two settings in which resource extraction models are usually formulated: Open-Loop, in which the players determine their strategies as functions of time and the initial resource levels of the players only; and Feedback-Loop, in which the players determine their strategies at each point in time as a function of the current resource levels at that time. Our focus is on the investigation of the relationship between the difference in the production or value of a firm under these two models, and the distribution of resources across the firms. In Chapter 4, we consider a common property resource game. These involve multiple firms which can extract from a common resource pool. We study a widely-used Open- viii Loop model, as formulated in [79]. We examine the result that analysis of the problem by standard methods results in two candidate equilibria, and argue that one of these equilibria can be ruled out by construction of a superior response. In Chapter 5, we analyse joint constraints on production, namely constraints which are met when the total production is above or below a certain level. It is a well- established result that these constraints can result in multiple equilibria. We provide several brief extensions to existing uniqueness results. We also demonstrate methods by which these results can be utilised to analyse games with piecewise-linear windfall taxes or congestion charges. Finally, we discuss the problems of extending these results to games with resource exhaustibility.
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Pricing in a Multiple ISP Environment with Delay Bounds and Varying Traffic LoadsGabrail, Sameh January 2008 (has links)
In this thesis, we study different Internet pricing schemes and how they can be applied to a multiple ISP environment. We first take a look at the current Internet architecture. Then the different classes that make up the Internet hierarchy are discussed. We also take a look at peering among Internet Service Providers (ISPs) and when it is a good idea for an ISP to consider peering. Moreover, advantages and disadvantages of peering are discussed along with speculations of the evolution of the Internet peering ecosystem. We then consider different pricing schemes that have been proposed and study the factors that make up a good pricing plan. Finally, we apply some game theoretical concepts to discuss how different ISPs could interact together. We choose a pricing model based on a Stackelberg game that takes into consideration the effect of the traffic variation among different customers in a multiple ISP environment. It allows customers to specify their desired QoS in terms of maximum allowable end-to-end delay. Customers only pay for the portion of traffic that meet this delay bound. Moreover, we show the effectiveness of adopting this model through a comparison with a model that does not take traffic variation into account. We also develop a naïve case and compare it to our more sophisticated approach.
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Pricing in a Multiple ISP Environment with Delay Bounds and Varying Traffic LoadsGabrail, Sameh January 2008 (has links)
In this thesis, we study different Internet pricing schemes and how they can be applied to a multiple ISP environment. We first take a look at the current Internet architecture. Then the different classes that make up the Internet hierarchy are discussed. We also take a look at peering among Internet Service Providers (ISPs) and when it is a good idea for an ISP to consider peering. Moreover, advantages and disadvantages of peering are discussed along with speculations of the evolution of the Internet peering ecosystem. We then consider different pricing schemes that have been proposed and study the factors that make up a good pricing plan. Finally, we apply some game theoretical concepts to discuss how different ISPs could interact together. We choose a pricing model based on a Stackelberg game that takes into consideration the effect of the traffic variation among different customers in a multiple ISP environment. It allows customers to specify their desired QoS in terms of maximum allowable end-to-end delay. Customers only pay for the portion of traffic that meet this delay bound. Moreover, we show the effectiveness of adopting this model through a comparison with a model that does not take traffic variation into account. We also develop a naïve case and compare it to our more sophisticated approach.
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Security Games: Solution Concepts and AlgorithmsKorzhyk, Dmytro January 2013 (has links)
<p>Algorithms for finding game-theoretic solutions are now used in several real-world security applications. Many of these applications are based on different but related game-theoretical models collectively known as security games. Much of the research in this area has focused on the two-player setting in which the first player (leader, defender) commits to a strategy, after which the second player (follower, attacker) observes that strategy and responds to it. This is commonly known as the Stackelberg, or leader-follower, model. If none of the players can observe the actions of the others then such a setting is called a simultaneous-move game. A common solution concept in simultaneous-move games is the Nash equilibrium (NE). In the present dissertation, we contribute to this line of research in two ways.</p><p>First, we consider new ways of modeling commitment. We propose the new model in which the leader can commit to a correlated strategy. We show that this model is equivalent to the Stackelberg model in two-player games and is different from the existing models in games with three or more players. We propose an algorithm for computing a solution to this model in polynomial time. We also consider a leader-follower setting in which the players are uncertain about whether the follower can observe. We describe an iterative algorithm for solving such games.</p><p>Second, we analyze the computational complexity of computing Stackelberg and NE strategies in security games. We describe algorithms to solve some variants of the security game model in polynomial time and prove NP-hardness of solving other variants of the model. We also extend the family of security games by allowing the attacker have multiple resources. We provide an algorithm for computing an NE of such games in polynomial time, and we show that computing a Stackelberg strategy is NP-hard.</p> / Dissertation
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