Orientadores: Denis Jose Schiozer, Rogerio Favinha Martini / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica / Made available in DSpace on 2018-08-10T21:15:17Z (GMT). No. of bitstreams: 1 CavalcanteFilho_JoseSergiodeAraujo_M.pdf: 2472913 bytes, checksum: 464d5c8a43739b69b30541844e3fe175 (MD5) Previous issue date: 2005 / Resumo: A definição e otimização de estratégias de produção são processos complexos porenvolverem diversas variáveis e possuírem um grande número de cenários possíveis. Mapas de qualidade são importantes ferramentas de auxílio à decisão, capazes de representar várias propriedades do reservatório que influenciam na produção do campo, sendo, portanto, úteis no processo de definição e otimização de estratégias de produção, como mostrado por outros autores que verificaram um aumento de eficiência nos estudos onde foram utilizados. Estes mapas integram as variáveis geológicas e de fluido do reservatório permitindo a identificação de regiões de maior ou menor potencial de produção, tanto para campos novos quanto para campos maduros. O método de geração de mapas de qualidade mais utilizado na literatura usa simulações numéricas de reservatórios considerando apenas um poço produtor que é simulado pelo tempo necessário para representar a produtividade de cada região, e cuja posição muda a cada simulação de modo a cobrir toda a malha do reservatório. Este método exige um grande número de simulações e enorme esforço computacional. O objetivo deste trabalho é propor metodologias confiáveis a fim de acelerar o processo de geração do mapa de qualidade. No presente trabalho diversos métodos de geração são desenvolvidos e avaliados segundo suas vantagens e desvantagens após um rigoroso estudo. O método da krigagem é utilizado para interpolar os pontos não simulados dos mapas gerados. São utilizados diferentes modelos de reservatório efunções-objetivo (forma de avaliação do potencial de cada região), além de diversos métodos de geração, para a realização de uma análise completa e confiável dos métodos propostos. Os resultados mostram que, dentre os métodos testados, o método que abre diversos produtores e injetores simultaneamente apresentou a melhor relação tempo de geração/confiabilidade. Foi proposta ainda uma variação do mapa de qualidade capaz de identificar o motivo pelo qual certas regiões apresentaram baixo potencial aumentando ainda mais a utilidade da ferramenta / Abstract: The definition and optimization of production strategies are complex processes that involve many variables and a great number of possible scenarios. Quality maps are important decision making tools capable of representing various reservoir properties which influence field production and, therefore, are important for the process of defining and optimizing production strategies, as demonstrated by other authors, who observed improvements in reservoir productivity in the cases they studied. These maps integrate geological and fluid variables, allowing for the identification of regions of greater or lower production potential, whether one is analyzing reservoirs in the development phase or mature fields. The most commonly used method to generate a quality map uses reservoir numerical simulations considering a unique production well, operating for enough time to represent the oil potential of each position. The well position is changed in each simulation run in order to cover all the reservoir grid area. This requires long running times and high computational effort depending on the problem features, thus rendering the process unfeasible. The objective of this work is to develop a reliable methodology which accelerates the generation process. Therefore, several generation methods were developed in the present work and the best technique was selected after a thorough analysis. The kriging interpolation method was used to interpolate the skipped points in all cases. Several reservoir models, quality map generation methods and objective functions (approach to evaluate the potential of each region) were used to validate the obtained results. Some methods have obtained a great reduction in the time and effort required to generate the maps. The results have shown that a method proposed in the present work, with fixed producers and injectors, is a reliable technique, yielding good results and presenting the best relation between generation time and reliability. In this work, a quality map capable of identifying the reason for the existence of regions with lower production potential was also proposed, improving the utility and application of this tool / Mestrado / Reservatórios e Gestão / Mestre em Ciências e Engenharia de Petróleo

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This diploma thesis deals with the construction of automated trading strategies, which are built on the basis of market statistics. In the first part are shortly introduced the basic parameters of the E-mini S&P 500. In this chapter is also a detailed description of the process of creating a market statistics. In the second part is described a process of building a number of automated trading strategies. Optimization of these strategies is conducted on historical data. In the second part of this thesis is also shown a discretionary trading system based on market statistics. In order to demonstrate the robustness of automated trading strategies, they are tested on a sample of data outside of the optimization period. The result of the diploma thesis will be an evaluation of the trades and evaluation of the robustness of automated trading strategies.

The thesis deals with the design of the printing environment in REGADA company. Based on the analysis of the current print operation in company, the work points to the usual challenges of midsize companies in this field. Solution of these problemsis introduced in the design part of the thesis. This part describes the optimization of the main areas of the printing environment resulting in technical, operational and financial benefits of the proposed solutions.

This master’s thesis deals with automated trading systems based on chosen trading strategies, their testing and inputs optimization. The work begins with a theoretical basis for subsequent practical part, where is the solution process illustrated. In conclusion, final evaluation of results is performed and recommendations for the future are mentioned.

A Multi-Agent System is a group of autonomous, intelligent, interacting agents sharing an environment that they observe through sensors, and upon which they act with actuators. The behaviors of these agents can be either defined upfront by programmers or learned by trial-and-error resorting to Reinforcement Learning. In this last context, the approaches proposed by literature can be categorized either as Single-Agent or Multi-Agent. The former approaches experience more stable training at the cost of defining upfront the policies of all the agents that are not learning, with the risk of limiting the performances of the learned policy. The latter approaches do not have such a limitation but experience higher training instability. Therefore, we propose a new approach based on the transition from Single-Agent to Multi-Agent Reinforcement Learning that exploits the benefits of both approaches: higher stability at the beginning of the training to learn the environment’s dynamics, and unconstrained agents in the latest phases. To conduct this study, we chose Formula 1 as the Multi-Agent System, a complex environment with more than two interacting agents. In doing so, we designed a realistic racing simulation environment, framed as a Markov Decision Process, able to reproduce the core dynamics of races. After that, we trained three agents based on Semi-Gradient Q-Learning with different frameworks: pure Single-Agent, pure Multi-Agent, and Single-to-Multi-Agent. The results established that, given the same initial conditions and training episodes, our approach outperforms both the Single-Agent and Multi-Agent frameworks, obtaining higher scores in the proposed benchmarks. / Ett system med flera agenter är en grupp autonoma, intelligenta, interagerande agenter som delar en miljö som de observerar med hjälp av sensorer och som de agerar på med hjälp av agenter. Beteendena hos dessa agenter kan antingen definieras i förväg av programmerare eller läras in genom försök och misstag med hjälp av förstärkningsinlärning. I det sistnämnda sammanhanget kan de metoder som föreslagits i litteraturen kategoriseras som antingen en eller flera agenter. De förstnämnda tillvägagångssätten ger en stabilare utbildning till priset av att man i förväg måste definiera politiken för alla de agenter som inte lär sig, vilket innebär en risk för att den inlärda politikens prestanda begränsas. De senare metoderna har inte en sådan begränsning men upplever en högre instabilitet i utbildningen. Därför föreslår vi en ny metod som bygger på övergången från förstärkningsinlärning med en agent till förstärkningsinlärning med flera agenter och som utnyttjar fördelarna med båda metoderna: högre stabilitet i början av utbildningen för att lära sig miljöns dynamik och agenter utan begränsningar i de senaste faserna. För att genomföra den här studien valde vi Formel 1 som ett system med flera agenter, en komplex miljö med mer än två interagerande agenter. Vi utformade därför en realistisk simulering av tävlingar som är utformad som en Markov-beslutsprocess och som kan återge den centrala dynamiken i tävlingar. Därefter tränade vi tre agenter baserat på Semi-Gradient Q-Learning med olika ramar: ren Single-Agent, ren Multi-Agent och Single-to-Multi-Agent. Resultaten visade att vår metod, med samma startvillkor och träningsepisoder, överträffar både Single-Agent- och Multi-Agent-ramarna och får högre poäng i de föreslagna riktmärkena.

本研究以策略管理理論「策略形態分析」法與「策略矩陣分析」法為基礎，發展出新的分析架構–「價值單元展開分析」法，並與策略矩陣整合成為策略系統模型。藉由個案研究，驗證此策略系統模型如何使管理者能更精確地衡量未來策略規劃之選擇，最佳化公司未來競爭策略方向。 筆者以個案探討新創科技公司在持續變動與競爭之產業中，競爭策略分析與規劃之方法。以3D感測產業作為分析與研究之個案產業，並以其中一新創科技公司–L科技公司作為個案探討之對象，提出一以新創科技公司為出發點，在衡量現有與發展未來競爭策略時，可供利用與權衡的分析方法。 「價值單元展開分析」法追尋理性與系統化思考，為公司導入嚴謹明確、量化、及標準化的度量衡工具，使公司得以更加周詳完備與深入地分析其條件前提，將策略最佳化。且此架構具高度延展性，得充分配合公司進行各種思考面向之分析。此外，「價值單元展開分析」法亦可完全結合與相容於「策略矩陣分析」法之中，形成易於溝通與同步的策略系統模型，利用此特點解決公司在策略規劃時可能遭遇之混沌與困難，將效率、效益、及效能用在得當之處，使公司未來發展更符合目標。 / This study investigates the methods of analyzing and planning competitive strategies, with a case study of a technology startup company – “L Company” in the 3D sensor industry. Based on strategy analysis and Strategic Matrix Analysis, this study developed a new analytic framework – “Value Unit Expansion Analysis” which is a systematic model integrated into Strategic Matrix Analysis. By verifying the systematic model through the case, this study proposed a more precise and optimization–capable method to form a company’s future competitive strategies. Value Unit Expansion Analysis is a clarifying, quantifying, and standardizing method for the company to pave the path for factor condition analysis and strategic optimization. The structure was designed with a high flexibility in correspondence to different considerations and changing aspects; it is compatible and can be built within Strategic Matrix Analysis. The systematic model is liable for communication and synchronization during the process of strategy planning and, therefore, setting higher efficiency, benefit, and utility for pertinent strategies that fit into companies’ goals.