• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 108
  • 53
  • 40
  • 29
  • 19
  • 18
  • 16
  • 7
  • 6
  • 5
  • 4
  • 4
  • 3
  • 3
  • 2
  • Tagged with
  • 353
  • 52
  • 45
  • 41
  • 39
  • 35
  • 33
  • 32
  • 30
  • 29
  • 29
  • 29
  • 28
  • 25
  • 24
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
251

Υπολογιστικά ζητήματα σε στρατηγικά παίγνια και διαδικασίες κοινωνικής επιλογής / Computational aspects in strategic games and social choice procedures

Κυροπούλου, Μαρία 10 June 2014 (has links)
Στην παρούσα διατριβή μελετάμε αγορές δημοπρασιών και εξετάζουμε διάφορες ιδιότητές τους καθώς και τον τρόπο που αυτές επηρεάζονται από τον τρόπο που συμπεριφέρονται και δρουν οι συμμετέχοντες. Η έννοια δημοπρασία αναφέρεται σε κάθε μηχανισμό, ή σύνολο κανόνων, που διέπει μια διαδικασία ανάθεσης αγαθών. Τέτοιοι μηχανισμοί είναι επιρρεπείς σε στρατηγικούς χειρισμούς (χειραγώγηση) από τους συμμετέχοντες, γεγονός που δικαιολογεί την έμφυτη δυσκολία στον σχεδιασμό τους. Σκοπός αυτής της εργασίας είναι η μελέτη σε θεωρητικό επίπεδο των ιδιοτήτων μηχανισμών δημοπρασίας έτσι ώστε να είμαστε σε θέση να προβλέψουμε, να εξηγήσουμε, ακόμα και να τροποποιήσουμε την απόδοσή τους στην πράξη. Εστιάζουμε την προσοχή μας σε δημοπρασίες χρηματοδοτούμενης αναζήτησης, οι οποίες αποτελούν την επικρατέστερη διαδικασία για την προβολή διαφημίσεων στο Διαδίκτυο. Υιοθετούμε παιγνιοθεωρητική προσέγγιση και υπολογίζουμε το Τίμημα της Αναρχίας για να φράξουμε την απώλεια αποδοτικότητας εξαιτίας της στρατηγικής συμπεριφοράς των παιχτών. Επίσης, αποδεικνύουμε εγγυήσεις εσόδων για να φράξουμε την απώλεια των εσόδων του μηχανισμού δημοπρασίας GSP (γενικευμένος μηχανισμός δεύτερης τιμής) σε αυτό το πλαίσιο. Για την ακρίβεια, ορίζουμε παραλλαγές του μηχανισμού δημοπρασίας GSP που δίνουν καλές εγγυήσεις εσόδων. Στη συνέχεια εξετάζουμε το πρόβλημα του σχεδιασμού της βέλτιστης δημοπρασίας ενός αντικειμένου. Αποδεικνύουμε ένα υπολογίσιμο φράγμα δυσκολίας στην προσέγγιση για την περίπτωση με τρεις παίχτες. Επίσης, αποδεικνύουμε ότι υπάρχει αξιοσημείωτη διαφορά ανάμεσα στα έσοδα που προκύπτουν από ντετερμινιστικούς φιλαλήθεις μηχανισμούς και πιθανοτικούς μηχανισμούς που είναι φιλαλήθεις κατά μέσο όρο. / In this dissertation we consider auction markets and examine their properties and how these are affected by the way the participants act. An auction may refer to any mechanism or set of rules governing a resource allocation process. Designing such a mechanism is not an easy task and this is partly due to their vulnerability to strategic manipulation by the participants. Our goal is to examine the theoretical properties of auction mechanisms in order to predict, explain, or even adjust their behavior in practice in terms of some desired features. We focus on sponsored search auctions, which constitute the leading procedure in Internet advertising. We adopt a game-theoretic approach and provide Price of Anarchy bounds in order to measure the efficiency loss due to the strategic behavior of the players. Moreover, we prove revenue guarantees to bound the suboptimality of GSP (generalized second price mechanism) in that respect. Ιn particular, we define variants of the GSP auction mechanism that yield good revenue guarantees. We also consider the problem of designing an optimal auction in the single-item setting. We prove a strong APX-hardness result that applies to the 3-player case. We furthermore give a separation result between the revenue of deterministic and randomized optimal auctions.
252

線上拍賣交易控制之研究:Yahoo!與eBay之比較與分析

范詠嵐, Fan, Yung-Lan Unknown Date (has links)
近年來,隨著網際網路的普及,電子商務蓬勃發展,線上拍賣蔚為風氣,然而新事業往往帶來新的風險。在電子商務環境下,企業應採行必要的控制,以使線上交易順利安全地完成,並確保客戶的隱私、增加顧客的信賴感,進而提昇企業營運與聲譽。線上拍賣所涉及外部人士相當多,其所提供的個人及競價交易資料相當龐雜。因此,從事線上拍賣之公司執行內部控制時,除考慮其內部環境之控管外,也應考量其對於線上拍賣參與者之影響。 本研究之目的在於探討線上拍賣環境下的交易控制。根據相關文獻,本研究彙整出一套線上拍賣交易控制實務的評估架構及準則,以國內兩大線上拍賣網站:Yahoo!與eBay為個案,進行比較及分析,並作為設計研究問卷之基礎。其次,本研究利用問卷調查目前參與線上拍賣者以及潛在使用者對於現有線上拍賣交易控制之看法,藉以瞭解填答者對於不同交易控制構面之滿意度及其影響因素。 經由上述之個案研究及問卷資料統計分析,本研究發現: 1、 在個案分析及比較方面,就隱私性而言,兩個案網站皆僅提供制式的隱私權政策,使用者無法選擇部分同意,而被迫提供超過其意願之資料或無法禁止第三者使用其資料。在交易完整性方面,兩個網站皆提供相當完整但繁複之政策,但可考慮將所有政策彙整歸類,以便於使用者夠迅速取得必要之資訊。至於交易安全性方面,兩網站可增加對使用者之溝通,讓使用者不但明瞭其自身的義務,亦能瞭解企業對保護整體拍賣系統之承諾。 2、 就滿意度而言,eBay使用者對於該網站政策之滿意度高於Yahoo!使用者,但Yahoo!使用者對於該網站提供之交易平台之滿意度則高於eBay使用者。 3、 就問卷統計分析結果而言,拍賣網站使用者最為重視:(1)網站必須足以完善保障其個人資料及隱私權,以及(2)網站足以確保交易之完整性。換言之,使用者擔心其所提供之各項資料考能遭到竊取、盜用或不當使用,並憂慮交易過程中可能發生的詐欺或不公平行為。不過,使用者雖然相當擔心其所面臨的風險,其對於網站相關政策之瞭解,卻不是全面及深入的,並認為此等政策僅有普通的完善度,滿意度也僅略高於普通。 4、 使用者及潛在使用者對於拍賣交易之整體看法顯著不同,前者較後者傾向肯定線上拍賣,並有較高的願意繼續於線上交易,即使在發現可能遇見交易風險時,也較傾向繼續使用該交易平台。 5、 問卷發放方式會影響實證結果。本研究問卷同時採用網路發放及現場發放,兩種來源回收的問卷在基本資料上有以下之差異: (1) 年齡差異:網路樣本較現場樣本年輕。 (2) 職業差異:網路樣本多為學生,現場樣本多為實務界人士。 (3) 交易次數差異:網路樣本較現場樣本有較多次的交易經驗。 (4) 上網時數差異:網路樣本之上網時數高於現場樣本。 進一步分析顯示,兩組樣本對於政策之認同、資料安全、政策瞭解度、危害考量及整體滿意度皆有顯著差異。網路填答者對網路政策認同度高,較不擔心資料安全問題,遭遇危害後也較願意繼續使用交易平台,整體滿意度也較佳,但卻不如現場填答者願意瞭解拍賣網站政策。因此,後續研究者似應考量不同問卷發放方式及對象,對於其實證結果可能帶來的影響。 6、 綜合上述可知,無論就個案比較分析或問卷結果而言,兩個案網站之隱私性、完整性及安全性政策皆未臻完備,仍有進步的空間。換言之,現有使用者及潛在使用者對於目前交易平台所提供之相關政策之雖非不滿意,卻也不甚肯定其完善性。基於隱私性、完整性以及安全性政策之完善程度為顧客選擇交易網站之重要原因,兩網站似應進一步改善其相關政策,以增進顧客對其之信任及滿意度。 / In recent years, with the prevalence of the Internet, electronic commerce becomes a popular form of business. More people are participating in online auctions. However, new business brings new risks. In electronic commerce, organizations must implement necessary controls to secure their online transactions and to protect their customers’ privacy. By gaining the customers’ trust, a corporation can build up its reputation and enhance its businesses. Online auction involves numerous parties and lots of personal and transaction data. Consequently, when designing and implementing its internal controls, an online auction firm should consider not only the control of its internal environment, but also the effects of these controls on the outside parties involved. The purpose of this study is to explore the transaction controls for online auction. Based on relevant literature, we developed a set of guidelines for evaluating the transaction controls for online auction. Two famous online-auction sites, Yahoo! and eBay, were compared and analyzed with these guidelines. The results also served as the basis of our research questionnaire, which was used to collect data from both the current online auction participants and the potential users. The survey provided evidence with respect to the respondents’ overall opinion of online auction transaction controls, as well as their levels of satisfaction on different aspects of controls and the factors affecting their satisfaction. Our research findings are as follows: 1. Both Yahoo! and eBay provide standardized privacy policy statements. The users do not have the option for partial agreement. They are often forced to provide extra personal data and can’t prevent the third party’s use of the data. As for transaction integrity, both online-auction sites provide fairly complete and detailed policies. However, finer summarization and classification of these policies is needed to facilitate the users’ access of the information. For transaction security, both websites should improve the communication with their users such that the commitment to secure their online auction systems is well understood. 2. In general, eBay users are more satisfied with its policy than Yahoo! users. However, Yahoo! users’ level of satisfaction of the transaction platform is higher than that of eBay users. 3. Based on the survey, the users care most about a website’s ability to protect their personal data and privacy as well as the integrity of online transactions. That is, they are concerned about the possible theft and misuse of their data and the fraud or inequity occurred in the transaction process. However, given the concern on these risks, the users’ understanding of or attempt to understand the related policies is not as thorough or comprehensive as it can be. Their satisfaction with the related policies is only slightly above average. 4. The overall opinion about online auction is significantly different between the current users and non-users (potential users). The former group has a more positive view on online auction and is more willing to continue their online transactions. Even with the potential transaction risks, they intend to remain on the same transaction platform. 5. Different ways of distributing research questionnaires may affect the survey results. In this study, we use both on-line survey (through a BBS) and on-site survey. These two groups of respondents have the following differences in profile: (1) the on-line respondents are, on average, younger than the on-site respondents, (2) most of the on-line respondents are students, whereas the on-site respondents are mostly practitioners, (3) the on-line respondents use the on-line auction more frequently, and (4) the on-line respondents spent more time on the Internet. Additional analyses indicate that the above two groups differ significantly in the acceptance and understanding of website policies, the concern over data security and risks, as well as their overall satisfaction of the websites. In general, the on-line respondents are more positive toward the websites’ policies, less concerned about data security, willing to accept the potential risks, and more satisfied with the websites’ transaction controls. Therefore, future research should consider the potential effects of different ways of distributing questionnaire on its survey results. 6. In summary, both online auction websites’ policies on privacy, transaction integrity and transaction security are not as comprehensive or complete as proposed by the relevant literature. Both users and non-users are only moderately satisfied with these policies. Since the completeness of the above policies are determining factors in the users’ choice of transaction platform, both websites should further improve their policies on transaction controls and privacy to enhance their customers’ confidence and satisfaction in using the platforms.
253

從情境契合觀點探討台灣筆記型電腦代工產業電子尋購的適用性

張乃文 Unknown Date (has links)
採購是供應鏈的核心環節,供應鏈的問題有80%以上都是在採購。在銷貨成本高的產業中,採購對於供應鏈的重要性也相形提升,也因此,良好的採購管理在銷貨成本高的產業中,是非常重要的。過去以製造為重心的筆記型電腦代工產業,現在也逐漸將焦點放在採購上面,然而台灣筆記型電腦代工產業的銷貨成本超過90%,採購的難處在於需要同時兼顧成本以及速度。電子尋購可以降低採購價格、節省時間以及讓全世界的供應商可以從各地來競爭,更可有效為企業節省不必要的採購花費從5%-40%,降低10%-50%的採購成本,減短採購週期50%。電子尋購可同時降低採購成本且減短採購週期,提升採購效率,似乎可有效改善台灣筆記型電腦代工產業的採購管理。因此本研究主要在探討台灣筆記型電腦代工產業是否可以使用電子尋購,增加在採購上的效率且有效降低採購成本。本研究從情境契合觀點來研究電子尋購的採用問題,從情境分析的角度來探討情境─科技契合的的問題,分別自商業情境、採購情境以及供應商情境三個構面,討論台灣筆記型電腦代工產業之情境,是否與合適採用電子尋購之情境相契合,進而影響電子尋購於該產業之適用性。本研究透過個案研究的方式,來了解電子尋購在台灣筆記型電腦代工產業中相關的議題。
254

拍賣網站上賣方評價內容對於買方知覺風險及購買意願之影響—以Yahoo!奇摩拍賣為例

彭思柔 Unknown Date (has links)
在現今這個「宅經濟」漸漸蓬勃的的年代,上網購物變成一種新興的購物 型態與休閒娛樂的管道,越來越多人選擇上網採購以免除出外購物所耗損 的時間跟精力。因此,網路拍賣開始受到許多人的歡迎,舉凡吃、穿、用 的,都可以在拍賣的世界中找到各式商品。但是,網路購物雖然方便,卻 也因為消費者無法直接接觸賣方與商品而使得糾紛事件層出不窮。因此, 多數消費者對於網路購物一直存有或多或少的知覺風險。在缺乏面對面接 觸下,網路口碑變成消費者是否購買此一商品的重要考量。而拍賣網站中 所提供的評價機制,就是一種消費者藉由口碑來了解賣方的管道。因此, 本研究試圖探討賣方的評價內容留言,對消費者購買意願與知覺風險的影 響。透過實驗法,架設兩種情境。情境A讓受試者接收正面評價內容,而情 境B則讓受試者觀看負面評價內容。本研究對象皆為有網路購物經驗的大學 生與研究生,共收集了126份有效樣本,根據研究結果分析,所得結論有三: 一、賣方良好評價留言會減少買方的知覺風險,而極差評價留言會增加買 方知覺風險的程度。 二、知覺風險越高,購買意願則越低。 三、賣方的評價留言對買方的購買意願有顯著影響。 / Many consumers often hesitate to buy product on-line because of the perceived risk of losing money and the feeling of uncertainty about the credibility of the sellers. Therefore, many auction sites have built feedback systems in order to provide consumers a tool of reference when engaging in online shopping activities. This study conducts an experiment in order to investigate how feedback comments may influence consumers’ level of perceived risk and their purchase intention. The research mainly focuses on two different patterns of feedback comments (Outstanding comments and abysmal comments) in an online auction market, to see if these comments affect consumers’ level of perceived risk and their purchase intention. The research subjects are college and graduate school students who have previous online shopping experiences. In total, this study collects 126 validated samples. According to the research results, there are three main conclusions: 1. Seller’s outstanding feedback comments will decrease buyer’s perceived risk in online shopping; on the contrary, seller’s abysmal feedback comments will increase buyer’s perceived risk. 2. If the buyer has lower perceived risk, the purchase intention will be higher. 3. Seller’ feedback comments will influence buyer’s purchase intention.
255

高頻率交易引入我國之初探 / A preliminary study of introducing high frequency trading to Taiwan

蕭叡涵, Hsiao, Jui Han Unknown Date (has links)
高頻率交易在近年已漸成為全球趨勢,在世界各主要交易所的交易型態中都占有相當的比例。高頻率交易雖因係非僅有單一策略型態的套利行為,而目前尚未有明確之定義,然簡言之,其係指於毫秒等級的微小時間內,利用複雜的計算機運算系統挾帶速度優勢來進行迅速探測出市場上股票或期貨微小的價格差異並從中套利之交易模式。高頻率交易的特性是「交易頻繁,但每次獲利微薄」,且通常是當沖交易。然而,此種立基於快速撮合的逐筆交易制度以及資訊軟硬體設備進步而生之新型交易模式,除能帶來增加交易市場流動性、促進市場活絡等優點以外,亦藏有使股市因無意向成交而產生劇烈波動或造成市場秩序不公平等風險,如著名的美國2010年閃電崩盤即為一例。 我國證券市場的交易制度幾經更迭,現行所採之集合競價的撮合間隔時間一路從20秒降至現行的5秒,然仍遲未採行各國趨勢之逐筆交易制度。現任證交所董事長施俊吉對此也於2016年12月13日受訪時指出,集合競價交易方式已屬老式且落伍,逐筆交易已水到渠成,運作尚有賴券商業者大力配合。只要券商準備好即可隨時啟動。 證券交易市場首重公平性,此於我國證券交易法立法目的即可觀之。我國雖因未採行逐筆交易制度,目前尚未面臨高頻率交易之挑戰,然於可預見之未來,我國實施逐筆交易制度後,高頻率交易的產生以及比重無可避免地將有隨之增加之可能。此時我國證券交易市場所將面臨的,即高頻率交易究竟有無促進市場效率、抑或破壞市場公平性;以及我們又該如何將之規範以兼顧市場整體利益與投資人保護等考驗。 本論文以現行我國交易制度的發展動向為脈絡,並以未雨綢繆之角度初探高頻率交易此一議題,藉參考他國就此交易模式之制度與規範方向,自我國現行證券交易法之制度下進行檢視及討論,藉此試提出於我國推行逐筆交易後,發生高頻率交易時之相關配套建議以及對投資人的保護措施,做為我國日後實際推行逐筆交易制度與高頻率交易時之參考依據。 / High-frequency trading (HFT) has become a global trend in recent years. It accounts for a considerable proportion in the world's major exchanges. HFT is not only a single strategy for the type of arbitrage behavior; hence, there is still no clear definition of it. But in short, it refers to a type of algorithmic trading characterized by "frequent transactions with minute profit". Despite the benefit of increasing the liquidity of market and promoting market activity, it also has some disadvantages such as interfering the market order and the risk of unfairness. The well-known case, Flash Crash, of America in 2010 is so one example of HFT. The securities market trading system of Taiwan, Call Auction, has changed several times. The interval of the auction collecting and matching time has been all the way from 20 seconds down to the 5 seconds in current. But the final goal, Trade by Trade Matching transaction, has not yet been adopted so far. In December of 2016, the current chairman of Taiwan Stock Exchange said that Call Auction transaction is now old-fashioned and outdated, Trade by Trade Matching transaction has become a matter of course. Trade by Trade Matching transaction is just right around the corner, and it’s ready to launch as long as the brokers are ready. Fairness is the first priority in securities market. While Taiwan has not yet adopted the Trade by Trade Matching transaction and has not yet faced the challenges of HFT, Taiwan will no doubt implement it in the foreseeable future, and therefore the possibility of the appearance and the proportion of HFT in our market will be increasing. At the same time, HFT will be faced with whether it will promote market efficiency or undermine the fairness of the market. How should we regulate it and how to protect the interests of investors and the overall benefit of our market will also become our tests. This thesis takes the development trend of current trading system in Taiwan as a starting point and probes into the issue of HFT from the view of precaution. By referring to the trading system and regulations toward HFT of other countries, this thesis try to propose relevant suggestions and protection measures for investors and appropriate regulations of market after the implementation of Trade by Trade Matching transaction and the embracement of HFT in Taiwan.
256

Aukcijski agregacioni algoritmi za izbor izvršioca u bežičnim muti-hop mrežama elektronskih senzora i aktuatora / Auction Agregation Algorithms for Task Assignment in Wireless MultihopElectronic Sensor and Actuator Networks

Mezei Ivan 12 July 2012 (has links)
<p>Polazeći od prostog aukcijskog algoritma (SAP) za izbor izvršioca u<br />bežičnim senzorskim i aktuatorskim mrežama u ovoj disertaciji su<br />uvedena dva poboljšanja tog algoritma (multi-hop komunikacija i<br />lokalizacija). Predloženo je i pet novih aukcijskih agregacionih<br />algoritama koji koriste tehniku agregacije da bi smanjili<br />komunikacione troškove. Treća grupa doprinosa ove disertacije se<br />odnosi na primenu aukcija za poboljšanje postojećeg iMesh algoritma<br />za pronalaženje izvršioca. Eksperimentalni rezultati pokazuju<br />svojstva algoritama i njihove prednosti u odnosu na postojeće.</p> / <p>Two improvements of the simple auction protocol (SAP) for the task<br />assignment in wireless sensor and actuator networks is proposed in this<br />dissertation (multi-hop communications and localization). Five new auction<br />aggregation algorithms for the task assignment are proposed with the goal to<br />minimize the communication costs. One of the auction aggregation algorithms<br />is also used to improve existing iMesh service discovery algorithm.<br />Experimental results show the characteristics of the proposed algorithms and<br />advantages over the existing ones.</p>
257

Prodej podniku jako způsob výkonu rozhodnutí (exekuce ) na peněžité plnění / The sale of an enterprise as the mode of enforcement (execution) of monetary judgment

Kupka, Miroslav January 2014 (has links)
This essay was drafted on the topic of "The sale of an enterprise as the mode of enforcement (execution) of monetary judgment". The topic of this essay was chosen by me as I have been working with the execution law and, furthermore, this is very the dynamically expanded legal area in the frame of the civil procedural law. The enforcement (execution) is the legal area which is been experiencing by permanent changes, which main aims are both more effective enforcement of the pecuniary fulfilment on one side and the protection and minimisation of enforcement in reasonable and indispensable cases on the second side. The aim of this essay is to introduce this legal area of the sale of an enterprise as the mode of enforcement (execution) arranged by the judges during enforcement and executions arranged by the executors. Furthermore, I try to compare the current legal status of the enforcement by the sale of an enterprise to the current legal status of enforcement by the sale of a real estate property and also to compare the current legal status of the enforcement by the sale of the enterprise to the legal status effective before the amending the current legal status effective from 1st January 2013. This essay is segmented into the three individual parts. The first part is an introduction of the essay....
258

Two Essays on Post-harvest Drying and Storage Practices for Maize in Sub-Saharan Africa

Amanda J Fuller (7040957) 13 August 2019 (has links)
This thesis consists of two essays that each discuss a major component of the post-harvest management of maize in sub-Saharan Africa: drying and storage. The first essay uses cross-country data about on-farm storage decisions between 2013 and 2015 to assess the severity of storage loss in the absence of improved storage technologies. We find that while losses are low, farmers report on average that they lose more than expected and sell earlier than originally intended at harvest. Additionally, we look for evidence that farmers use adaptation strategies for the purpose of mitigating storage loss and find that storage chemicals are effective at both reducing loss and increasing storage duration. The second essay introduces a third-party moisture testing service to traders in western Kenya to elicit willingness to pay for external quality verification using two moisture detection devices, a low-cost hygrometer and a commercial grade moisture meter. We find that while traders value the moisture meter service more, the hygrometer service is more profitable for potential service providers. Further, when offered a chance to purchase the hygrometer device at/around market price ($2.50), only 15% of traders accepted the offer, suggesting that a service provider model is a viable way to make moisture testing more widely accessible and standard practice in the future.
259

[en] CONTRACTING STRATEGIES IN ENERGY AUCTIONS FOR DISTRIBUTION COMPANIES UNDER DEMAND UNCERTAINTY / [pt] ESTRATÉGIA DE CONTRATAÇÃO DAS DISTRIBUIDORAS EM LEILÕES DE ENERGIA SOB INCERTEZA NA DEMANDA

ANDRE RESENDE GUIMARAES 16 October 2006 (has links)
[pt] O objetivo desta dissertação de mestrado é analisar o novo marco regulatório do setor elétrico brasileiro e seus impactos para as empresas distribuidoras de energia. Para isto, foi desenvolvida uma ferramenta computacional para elaborar estratégias de atuação das distribuidoras nos leilões de compra de energia instituídos pela nova regulamentação. Desta forma, é possível simular o processo de contratação das distribuidoras no âmbito do ACR e, com os resultados, realizar análises do impacto das novas regras na alocação dos riscos as distribuidoras. O problema consiste, em um ambiente de incerteza da demanda e dado um conjunto de instrumentos de risco, determinar a estratégia de contratação das distribuidoras, fornecendo o montante de energia a ser comprado em cada leilão anteriormente descrito e resultado da melhor compra dados os contratos candidatos. A metodologia de solução é otimização estocástica multi-estágio, levando em consideração, principalmente, os diversos horizontes de contratação e preços da energia, visando minimizar uma ponderação entre tarifa para consumidor e custos para distribuidora. / [en] The objective of this work is to analyze the new regulatory framework of the Brazilian electric sector. In this sense, it was developed a computational tool in order to elaborate strategies for the distribution companies (DISCOs) in the energy auctions instituted by the new regulation. The computational tool was used to simulate the contracts acquisition process by the DISCOs and the results were analyzed to measure impact of new rules and risks allocation for the distribution companies. The problem consists, considering the demand uncertainty and the available risk management instruments, in determining the contracting strategy of the DISCOs, i.e., the amount of energy to be bought in each auction that results from the best purchase given the candidate contracts. The solution methodology is based on a multi-stage stochastic optimization algorithm, minimizing the tariff for consumer and costs for DISCO, taking into account different prices and horizons of the energy contracts.
260

Problemas de alocação e precificação de itens / Allocation and pricing problems

Schouery, Rafael Crivellari Saliba 14 February 2014 (has links)
Nessa tese consideramos problemas de alocação e precificação de itens, onde temos um conjunto de itens e um conjunto de compradores interessados em tais itens. Nosso objetivo é escolher uma alocação de itens a compradores juntamente com uma precificação para tais itens para maximizar o lucro obtido, considerando o valor máximo que um comprador está disposto a pagar por um determinado item. Em particular, focamos em três problemas: o Problema da Compra Máxima, o Problema da Precificação Livre de Inveja e o Leilão de Anúncios de Segundo Preço. O Problema da Compra Máxima e o Problema da Precificação Livre de Inveja modelam o problema que empresas que vendem produtos ou serviços enfrentam na realidade, onde é necessário escolher corretamente os preços dos produtos ou serviços disponíveis para os clientes para obter um lucro interessante. Já o Leilão de Anúncios de Segundo Preço modela o problema enfrentado por empresas donas de ferramentas de busca que desejam vender espaço para anunciantes nos resultados das buscas dos usuários. Ambas as questões, tanto a precificação de produtos e serviços quanto a alocação de anunciantes em resultados de buscas, são de grande relevância econômica e, portanto, são interessantes de serem atacadas dos pontos de vista teórico e prático. Nosso foco nesse trabalho é considerar algoritmos de aproximação e algoritmos de programação inteira mista para os problemas mencionados, apresentando novos resultados superiores àqueles conhecidos previamente na literatura, bem como determinar a complexidade computacional destes problemas ou de alguns de seus casos particulares de interesse. / In this thesis we consider allocation and pricing problems, where we have a set of items and a set of consumers interested in such items. Our objective is to choose an allocation of items to consumers, considering the maximum value a consumer is willing to pay in a specific item. In particular, we focus in three problems: the Max-Buying Problem, the Envy-Free Pricing Problem and the Second-Price Ad Auction. The Max-Buying Problem and the Envy-Free Pricing Problem model a problem faced in reality by companies that sell products or services, where it is necessary to correctly choose the price of the products or services available to clients in order to obtain an interesting profit. The Second-Price Ad Auction models the problem faced by companies that own search engines and desire to sell space for advertisers in the search results of the users. Both questions, the pricing of items and services and the allocation of advertisers in search results are of great economical relevance and, for this, are interesting to be attacked from a theoretical and a practical perspective. Our focus in this work is to consider approximation algorithms and mixed integer programming algorithms for the aforementioned problems, presenting new results superior than the previously known in the literature, as well as to determine the computational complexity of such problems or some of their interesting particular cases.

Page generated in 0.0583 seconds