[pt] O objetivo principal do trabalho é avaliar as vantagens e desvantagens associadas à utilização, no âmbito de uma pequena economia aberta, de um mecanismo de intervenção sobre variações dos preços relativos domésticos de insumos intermediários comerciáveis. Esse mecanismo pode ser implementado por meio de uma combinação de tributos e subsídios às importações e exportações dos insumos comerciáveis, com alíquotas variáveis ao longo do tempo. Tal intervenção assume o papel de um instrumento auxiliar de estabilização que, ao ser manejado de forma coordenada com a taxa de juros nominal e os demais instrumentos convencionais de política monetária, pode vir a melhorar a resposta da economia aos choques que a atingem. Um exemplo concreto desse tipo de mecanismo é a CIDE (Contribuição de Intervenção sobre o Domínio Econômico), que tinha entre seus intuitos originais impedir que a volatilidade do preço do petróleo no mercado internacional se transmitisse integralmente aos preços domésticos dos derivados. O trabalho, portanto, destina-se a analisar e responder as seguintes questões: (i) determinar as circunstâncias nas quais a intervenção sobre os preços internacionais dos insumos pode se somar à manipulação da taxa de juros nominal na tentativa de melhor estabilizar a economia; (ii) investigar a natureza da intervenção ótima, ou seja, como o instrumento auxiliar e a taxa de juros nominal devem se movimentar conjuntamente em resposta aos choques; e (iii) medir os ganhos de bem estar que advêm da disponibilidade desse instrumento auxiliar de estabilização. / [en] The main purpose of the current work is to evaluate the advantages and disadvantages of using a mechanism which intervenes in domestic relative prices of tradable intermediate goods. Such a mechanism can be implemented by a combination of taxes and subsidies to imports and exports of tradable intermediate goods, with rates that vary over time. This intervention performs as an auxiliary stabilization instrument that is managed in a coordinated fashion with more conventional ones, such as the nominal interest rate. In the end this work will look into the matters of (i) investigating the circumstances under which the intervention in international commodity prices, together with the nominal interest rate, might help in the task of stabilizing the economy; (ii) determining the optimal response of the available instruments to the shocks that hit the economy; and (iii) measuring the welfare consequences of the availability of this auxiliary stabilization instrument.

Métodos tradicionais de seleção de portfólio de projetos tendem a privilegiar dimensões e aspectos mais relacionados ao lucro e/ou crescimento. Além dessas dimensões e aspectos, Institutos Públicos podem se orientar por aspectos de dimensões que, a exemplo da social, são menos passíveis de avaliação objetiva. Isso justifica a conveniência de instrumentos auxiliares aos processos de seleção de projetos organizados a partir de prioridades não coincidentes com aquelas que comumente orientam empresas privadas. A proposição desta tese foi sistematizar um instrumento auxiliar aos métodos de seleção de projetos de P&D em Institutos Públicos. Trata-se da sistematização de relações em algoritmo que possibilita e valoriza as manifestações de entendimentos orientados primordialmente por diferentes dimensões que fundamentam a missão institucional. O instrumento auxiliar proposto se revelou efetivo em atender as diversas dimensões que orientam um Instituto Público, e compatível com a dinâmica operacional de modelos tradicionais de seleção de projetos e de gestão de portfólio de projetos. Essa efetividade e a compatibilidade operacional foram verificadas com base em uma simulação de seleção realizada a partir de projetos já componentes do portfólio de um Instituto Público. O ranqueamento dos projetos resultou diferente daquele produzido em procedimento comumente utilizado pelo instituto. Conclui-se que, ainda que somente auxiliar aos modelos tradicionais de seleção de projetos, o instrumento proposto pode concorrer para processos de seleção que melhor considerem as múltiplas dimensões e diferentes perspectivas presentes na gestão de Institutos Públicos. / Traditional project portfolio selection methods tend to confer greater privilege to profit and/or outgrowth than to other dimensions and aspects; however, public institutes have some different dimensions, such as social development, that go beyond the economic and financial aspects to ground the institutional mission. This context is appropriate for complementary selection methods or based on different priorities from private companies methods. This thesis proposes to systematize an auxiliary instrument for R&D projects selection processes, aiming to better meet Public Institutes needs. The systematization of relations, calculated by an algorithm, enables and valorizes the manifested understanding driven by different dimensions that underlie the institutional mission. The proposed auxiliary instrument proved to be effective to better meet the diverse dimensions that drive a Public Institute, and to be fully compatible with the operational dynamics of traditional models for project selection and project portfolio management. Such effectiveness and operational compatibility were checked using a project selection simulation of projects from a Public Institute portfolio. The ranking of the portfolio resulted differently from the procedure commonly used by the Institute. In summary, although the instrument proposed is only complementary to traditional methods of project selection, it can contribute to project selection processes that better consider different perspectives and multiple dimensions that characterize Public Institutes management.

by Huang Chenfeng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves 175-182.

Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Linguistics and Philosophy, 1981. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND HUMANITIES. / Vita. / Bibliography: leaves 712-718. / by Luigi Burzio. / Ph.D.

Esta dissertação de mestrado apresenta um estudo do processo de formação de pelotões em rodovias de pista simples brasileiras e a dispersão desses pelotões nas faixas adicionais de subida. Este estudo foi realizado usando-se dados empíricos coletados na SP 255, uma rodovia de pista simples do estado de São Paulo. Um dos trechos estudados possuía faixas adicionais nos aclives e o outro era sem faixas adicionais. Para caracterizar a formação de pelotões, três aspectos foram estudados: a porcentagem de veículos em pelotões, o tamanho médio dos pelotões e a recomposição dos pelotões após o término de uma faixa adicional. Modelos matemáticos foram adaptados para representar o processo de formação de pelotões em rodovias brasileiras. Visando fornecer subsídios para futuros projetos de faixas adicionais, a dispersão dos pelotões nas faixas adicionais de subida foi analisada considerando-se as seguintes medidas de desempenho: taxa de ultrapassagem, velocidade média da corrente, porcentagem de veículos em pelotões e comprimento de faixa para a dispersão dos pelotões. Os resultados do estudo da dispersão dos pelotões mostram que as faixas adicionais melhoram o nível de serviço não apenas na direção onde são implantadas, mas também na direção do tráfego oposto uma vez que cerca de 70 a 75% do fluxo no sentido analisado divergem para as faixas adicionais, proporcionando uma porcentagem maior de gaps adequados para a dispersão dos pelotões do fluxo oposto. / This master thesis presents a study of the platoon formation process in the Brazilian two-lane roads and the dispersion of these platoons in the passing lanes. This study was developed using empirical data collected in the SP 255, a two-lane road of the state of São Paulo. One of the segments studied had passing lanes on upgrades and another was without passing lanes. In order to characterize the platoon formation, three aspects were studied: the percent of vehicle in platoon, the mean platoon size and the platoon recomposition after the end of a passing lane. Mathematical models were adapted to represent the platoon formation in the Brazilian roads. Aiming to aid future auxiliary lanes projects, the platoon dispersion in the climbing lanes was analyzed considering the following service measures: overtaking rate, mean speed, percent of vehicle traveling in platoons and lane length used to disperse the platoons. The results of the platoons dispersion study show that the auxiliary lanes improve the level of service not only in the direction of they are constructed, but also in the opposing flow. It\'s verified that around 70 to 75% of the flow in the analyzed direction diverge to auxiliary lanes, providing a greater percentage of gaps suitable to platoon dispersion in the opposing flow.

This thesis describes the use of 2H-azirines, three-membered unsaturatednitrogen-containing heterocycles, as reactive intermediates ina number of Lewis acid promoted alkylations and Diels-Alderreactions providing synthetically useful aziridines. In order to carry out this investigation a new generalprocedure for the ring closure of vinyl azides, forming theresultant 3-substituted-2H-azirines, was developed applying low boiling solventsin closed reaction vessels at elevated temperatures. The addition of organolithium reagents in the presence ofcommercially available chiral ligands, to the 3-(2-naphthyl)-2H-azirine was studied, which gave the correspondingaziridines. Several Lewis acids were shown to catalyze the normalelectron-demand Diels-Alder reaction between 3-alkyl-,3-aromatic-, and 3-ester-substituted 2H-azirines and various dienes. These reactions gave theexpected cycloadducts in moderate yields. Using a chiral auxiliary high diastereoselectivity wasobtained in the addition of alkyl radicals to a8-phenylmenthyl-substituted 2H-azirine-3-carboxylate. The alkyl radicals weregenerated from the corresponding trialkyl borane and molecularoxygen. Hydroborations and transmetallations were used toprepare these trialkylboranes. Catalytic amounts of CuClincreased the diastereoselectivity in the radical additionreactions. Attempts were made to explain how the coordination of aLewis acid to the azirine nitrogen atom affects thereactivity/stability of the azirine. DFT calculations and NMRexperiments involving Lewis acid-azirine complexes wereperformed. Keywords:Enantioselective, diastereoselective, vinylazide, 2H-azirines, aziridines, Lewis acid, chiral ligand,chiral auxiliary, organolithiums, Diels-Alder reaction, alkylradicals, triethylborane.

<p>This thesis describes the use of 2<i>H</i>-azirines, three-membered unsaturatednitrogen-containing heterocycles, as reactive intermediates ina number of Lewis acid promoted alkylations and Diels-Alderreactions providing synthetically useful aziridines.</p><p>In order to carry out this investigation a new generalprocedure for the ring closure of vinyl azides, forming theresultant 3-substituted-2<i>H</i>-azirines, was developed applying low boiling solventsin closed reaction vessels at elevated temperatures.</p><p>The addition of organolithium reagents in the presence ofcommercially available chiral ligands, to the 3-(2-naphthyl)-2<i>H</i>-azirine was studied, which gave the correspondingaziridines.</p><p>Several Lewis acids were shown to catalyze the normalelectron-demand Diels-Alder reaction between 3-alkyl-,3-aromatic-, and 3-ester-substituted 2<i>H</i>-azirines and various dienes. These reactions gave theexpected cycloadducts in moderate yields.</p><p>Using a chiral auxiliary high diastereoselectivity wasobtained in the addition of alkyl radicals to a8-phenylmenthyl-substituted 2<i>H</i>-azirine-3-carboxylate. The alkyl radicals weregenerated from the corresponding trialkyl borane and molecularoxygen. Hydroborations and transmetallations were used toprepare these trialkylboranes. Catalytic amounts of CuClincreased the diastereoselectivity in the radical additionreactions.</p><p>Attempts were made to explain how the coordination of aLewis acid to the azirine nitrogen atom affects thereactivity/stability of the azirine. DFT calculations and NMRexperiments involving Lewis acid-azirine complexes wereperformed.</p><p><b>Keywords:</b>Enantioselective, diastereoselective, vinylazide, 2<i>H</i>-azirines, aziridines, Lewis acid, chiral ligand,chiral auxiliary, organolithiums, Diels-Alder reaction, alkylradicals, triethylborane.</p>

This dissertation studies a class of path-dependent stochastic control problems with applications to Finance. In particular, we solve the open problem of the continuous time expected utility maximization with addictive consumption habit formation in incomplete markets under two independent scenarios. In the first project, we study the continuous time utility optimization problem with consumption habit formation in general incomplete semimartingale financial markets. Introducing the set of auxiliary state processes and the modified dual space, we embed our original problem into an abstract time-separable utility maximization problem with a shadow random endowment on the product space. We establish existence and uniqueness of the optimal solution using convex duality by defining the primal value function as depending on two variables, i.e., the initial wealth and the initial standard of living. We also provide market independent sufficient conditions both on the stochastic discounting processes of the habit formation process and on the utility function for the well-posedness of our original optimization problem. Under the same assumptions, we can carefully modify the classical proofs in the approach of convex duality analysis when the auxiliary dual process is not necessarily integrable. In the second project, we examine an example of the optimal investment and consumption problem with both habit-formation and partial observations in incomplete markets driven by It\^{o} processes. The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rates of return, which follow an Ornstein-Uhlenbeck process. Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated Hamilton-Jacobi-Bellman(HJB) equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences. We provide the optimal investment and consumption policy in explicit feedback form using rigorous verification arguments. / text

The problem addressed in this thesis is the delevitation modelling of an active magnetic bearing (AMB) supported rotor. A system model needs to be developed that models the highly non-linear interaction of the rotor with the backup bearings (BBs) during a delevitation event. The model should accurately predict forward and backward whirl as well as the system forces experienced. To this end, the severity of rotor delevitation events should be characterised. The contributions of the research include a more comprehensive model of a cross-coupled flexible rotor-AMB-BB system, a method to obtain repeatable experimental results, two methods for quantifying the severity of a rotor-drop (RDQ and Vval) and the simulation of forward whirl. A simulation model (BBSim) was developed to predict the behaviour of a rotor in rolling element BBs in an AMB system during a rotor delevitation event. The model was validated using a novel rotor delevitation severity quantification method (Vval) to compare experimental and simulated results. In this study the force impulse values as the rotor impacts the BBs are seen as critical to monitor, as an indication of rotor drop severity. The novel quantification method was verified by comparing the impulse values of delevitation events to the values obtained for the same delevitation events using the novel quantification method. The simulation model (BBSim) was developed by integrating and cross coupling various simpler models to obtain a model that could accurately predict the behaviour of a rotor during a delevitation event. A plethora of simulation results were generated for various initial conditions. The simulation results were used to perform a parametric study, from which the effects that certain design parameters have on the severity of rotor delevitation events are determined. The novel quantification method results presented in this research compared well to the impulse values. Since most AMB systems that have BBs do not have force measurement capabilities, the development of the novel quantification method enables the quantification of rotor drop severity solely based on position data. The simulation model BBSim was found to accurately predict the behaviour of a rotor during a delevitation event. The parametric study completed using BBSim revealed that the severity of rotor delevitation events is less sensitive to the bearing stiffness than the bearing damping. The parametric study also found that the severity of a delevitation event is slightly sensitive to the angle of delevitation. The friction factor between the rotor and the inner-race of the rolling element bearings moderately influences the severity of the rotor delevitation event. The inertia of the rolling element bearing’s inner-race and balls influences the behaviour in a complex manner, where the inertia should be kept as low as possible for actively braked rotors, and should be higher for free running rotors. The unbalance of the rotor plays a major role in the severity of rotor delevitation events. A rotor with a high unbalance usually tends to go into forward whirl, whereas low unbalance could promote the development of backward whirl if the inertia of the inner-race and the friction factor between the inner-race and the rotor are excessively large. Some of the recommended future work to be done on BBSim Include investigations into load sharing, various failure modes of AMBs, the effect that rotor circularity has on the stability of AMB control and an investigation into forward whirl. Envisaged improvements that can be made to BBSim are the inclusion of an axial rotor AMB and BB model, cross-coupled with the existing BBSim model. Other improvements could be the inclusion of thermal modelling and the ability to simulate other types of BBs. Future experimental work could include a comparison of simulated and experimental results of larger systems and using the developed quantification methods to refine the defined threshold values for the safe operation of AMB systems. / PhD, North-West University, Potchefstroom Campus, 2014 / Appendix C is attached seperately because of the size of the pdf (920 MB). If it is too large to download, please loan the hardcopy with the CD from the Loan desk in the Ferdinand Postma Library.

The problem addressed in this thesis is the delevitation modelling of an active magnetic bearing (AMB) supported rotor. A system model needs to be developed that models the highly non-linear interaction of the rotor with the backup bearings (BBs) during a delevitation event. The model should accurately predict forward and backward whirl as well as the system forces experienced. To this end, the severity of rotor delevitation events should be characterised. The contributions of the research include a more comprehensive model of a cross-coupled flexible rotor-AMB-BB system, a method to obtain repeatable experimental results, two methods for quantifying the severity of a rotor-drop (RDQ and Vval) and the simulation of forward whirl. A simulation model (BBSim) was developed to predict the behaviour of a rotor in rolling element BBs in an AMB system during a rotor delevitation event. The model was validated using a novel rotor delevitation severity quantification method (Vval) to compare experimental and simulated results. In this study the force impulse values as the rotor impacts the BBs are seen as critical to monitor, as an indication of rotor drop severity. The novel quantification method was verified by comparing the impulse values of delevitation events to the values obtained for the same delevitation events using the novel quantification method. The simulation model (BBSim) was developed by integrating and cross coupling various simpler models to obtain a model that could accurately predict the behaviour of a rotor during a delevitation event. A plethora of simulation results were generated for various initial conditions. The simulation results were used to perform a parametric study, from which the effects that certain design parameters have on the severity of rotor delevitation events are determined. The novel quantification method results presented in this research compared well to the impulse values. Since most AMB systems that have BBs do not have force measurement capabilities, the development of the novel quantification method enables the quantification of rotor drop severity solely based on position data. The simulation model BBSim was found to accurately predict the behaviour of a rotor during a delevitation event. The parametric study completed using BBSim revealed that the severity of rotor delevitation events is less sensitive to the bearing stiffness than the bearing damping. The parametric study also found that the severity of a delevitation event is slightly sensitive to the angle of delevitation. The friction factor between the rotor and the inner-race of the rolling element bearings moderately influences the severity of the rotor delevitation event. The inertia of the rolling element bearing’s inner-race and balls influences the behaviour in a complex manner, where the inertia should be kept as low as possible for actively braked rotors, and should be higher for free running rotors. The unbalance of the rotor plays a major role in the severity of rotor delevitation events. A rotor with a high unbalance usually tends to go into forward whirl, whereas low unbalance could promote the development of backward whirl if the inertia of the inner-race and the friction factor between the inner-race and the rotor are excessively large. Some of the recommended future work to be done on BBSim Include investigations into load sharing, various failure modes of AMBs, the effect that rotor circularity has on the stability of AMB control and an investigation into forward whirl. Envisaged improvements that can be made to BBSim are the inclusion of an axial rotor AMB and BB model, cross-coupled with the existing BBSim model. Other improvements could be the inclusion of thermal modelling and the ability to simulate other types of BBs. Future experimental work could include a comparison of simulated and experimental results of larger systems and using the developed quantification methods to refine the defined threshold values for the safe operation of AMB systems. / PhD, North-West University, Potchefstroom Campus, 2014 / Appendix C is attached seperately because of the size of the pdf (920 MB). If it is too large to download, please loan the hardcopy with the CD from the Loan desk in the Ferdinand Postma Library.