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Dans cette thèse nous étudions l'impatience des usagers dans les réseaux mobile et nous quantifions son impact sur la performance du système en présence d'usagers téléchargeant des données dans lequel nous développons deux expressions approximatives de la distribution stationnaire du systéme : un modèle agrégé et un modèle détaillé et nous montrons qu'ils sont très proches du modèle exact. Nous étudions la mobilité de l'usager téléchargeant des données et pouvant s'impatienter, et nous quantifions son impact sur la performance des réseaux mobile. Nous considérons le cas de la mobilité due à l'impatience et le cas de la mobilité spontanée des usagers tout en considérant la mobilité intra et inter cellulaire. Nous étudions également l'impatience de l'usager qui regarde une vidéo streaming durant les phases de pré-chargement de la vidéo et de mise en tampon pendant que la vidéo est arrêtée dès le début de la mise en tampon. Nous étudions à la fin un système constitué d'usagers pouvant s'impatienter, qui est sous contrôle d'un gestionnaire de système, qui à chaque instant de décisions, choisit une action à exécuter dans le but d'optimiser la performance définie du système. Nous considérons un système dans lequel les usagers arrivent dans le système à des différents instants et le quittent après la fin de leurs transferts de données, ou plus tôt à l'expiration de leurs durées de patience. Les applications numériques et les simulations nous ont permis de fournir divers métriques de performance telles que le nombre moyen d'usagers, la proportion d'usagers impatients qui quittent le système avant la fin de leurs transferts de fichiers, le débit, la probabilité d'impatience en tenant compte de la localisation de l'usager dans la cellule, la probabilité d'être impatient durant les phases de mise en tampon, la probabilité de mise en tampon lors d'une séance de vidéo streaming, la politique optimale, la taille limite optimale du système dans le but d'optimiser la performance définie du système, etc... / In this thesis we study user impatience and quantify its impact on the performance of mobile networks in the presence of elastic user in which we develop two approximate expressions for the stationary distribution of the system: an aggregate one and a detailed one and show their closeness to the exact model. We study mobility of elastic user who may be impatient and quantify its impact on system performance in mobile networks. We consider the case of mobility due to impatience during the prefetching and the re-buffering phases when starvation happens. We finally study a system with impatient users controlled by a system manager who has to choose at each decision epoch an action to make in order to optimize the defined system performance. We consider a system in which users come to the system at different time instants and leave it after a finite duration, either after completion of their data transfers or earlier, at the expiry of some patience duration. Numerical analysis and simulations allow us to derive several performance metrics such as mean number of users, the proportion of impatient users who quit the system before completing their file transfers, the throughput, the probability of starvation, the optimal system size in order to optimize the defined performance of the system, etc...

Submitted by Guido Couto Penido Guimarães (guido.guimaraes@fgvmail.br) on 2015-05-15T19:21:28Z No. of bitstreams: 1 20150516035825408.pdf: 2427180 bytes, checksum: 7d04b8fe0a5b09cdefb5e1395b3e7dbd (MD5) / Approved for entry into archive by BRUNA BARROS (bruna.barros@fgv.br) on 2015-05-20T14:02:22Z (GMT) No. of bitstreams: 1 20150516035825408.pdf: 2427180 bytes, checksum: 7d04b8fe0a5b09cdefb5e1395b3e7dbd (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2015-06-12T20:07:15Z (GMT) No. of bitstreams: 1 20150516035825408.pdf: 2427180 bytes, checksum: 7d04b8fe0a5b09cdefb5e1395b3e7dbd (MD5) / Made available in DSpace on 2015-06-12T20:07:40Z (GMT). No. of bitstreams: 1 20150516035825408.pdf: 2427180 bytes, checksum: 7d04b8fe0a5b09cdefb5e1395b3e7dbd (MD5) Previous issue date: 2015-04-13 / In this paper we investiga te the impact of initial wealth anel impatience heterogeneities, as wcll as differential access to financia! markets on povcrty anel inequality, anel cvaluate some mechanisms that could be used to alleviate situations in which these two issues are alarming. To address our qucstion we develop a dynamic stochastic general cquilibrium modo! of educational anel savings choicc with heterogeneous agents, where individuais differ in their initial wealth anel in their discount factor. We find that, in the long run, more patient households tend to be wealthier anel more educated. However, our baseline model is not able to give as much skewness to our income distribution as it is rcquircd. We then propose a novel returns structure based on empírica! observation of heterogeneous returns to different portfolios. This modification solves our previous problem, evidencing the importance of the changes made in explaining the existing levels of inequality. Finally, we introducc two kinds of cash transfers programs- one in which receiving thc benefit is conditional on educating the household's youngster (CCTS) anel one frec of conditionalities (CTS) - in order to evaluate the impact of these programs on the variables of concern1 Wc fine! that both policies have similar qualitativo rcsults. Quantitatively, howcvcr, the CCTS outperforms its unconclitional version in all fielcls analyzecl, revealing itself to be a preferable policy.

This thesis makes a contribution to that part of the economics literature that explores how behavioural economics can inform environmental economics. Theoretically, the thesis develops the concept of environmental morale. Empirically, the study investigates the role of environmental morale on individuals’ behaviour within two different contexts: recycling participation and intertemporal choices over different goods (i.e., money, environment, and health) and outcomes (i.e., gains and losses). Major objectives of this analysis are: to shed light on how environmental morale interplays with individuals’ behaviour under different recycling policy schemes, and to examine whether temporal discounting is domain specific and depends on environmental morale heterogeneity. Original survey investigations are employed to analyse these issues. Results highlight the relevance of environmental morale both in motivating individuals’ contribution to recycling and intertemporal choices towards environmental outcomes. Regarding the interaction between environmental morale, recycling participation and government interventions, results from this analysis suggest that a facilitating nudge policy seems to be relatively more powerful in increasing individuals’ contribution and motivation towards recycling. Considering intertemporal choices, a paradox of hyperopia seems to be located in data provided in this analysis. Some of the original contributions of the thesis are, first the broader reconceptualization of the definition of environmental morale and its operationalization in analyses of questionnaire preferences. Secondly, in line with other areas of research (i.e., tax compliance literature); this study pursues an investigation of individual and cultural differences with respect to recycling policies, an area which has been neglected in the environmental economics literature. In this regard, the analysis considers a comparison between psychology and economics students in Italy and the UK. Thirdly, conditioning discounting on environmental morale offers a unique opportunity to analyse how ethical considerations influence the way individuals form expectations on (near and far distant) future environmental outcomes.

Pour optimiser la gestion des réseaux de télécommunication, nous considérons le système de file d'attente M^X / G / 1 avec rappels et clients impatients. En utilisant la méthode des variables supplémentaires, nous obtenons les fonctions génératrices partielles de l'état stationnaire conjointe de l'état du serveur et du nombre de clients dans le groupe de rappels. Pour compléter l'analyse du modèle considéré, nous calculons la distribution stationnaire de la chaîne de Markov induite, grâce à laquelle nous présentons la propriété de la décomposition stochastique. Cependant, la fonction génératrice de la distribution stationnaire du nombre de clients dans le groupe de rappels, est obtenue sous une forme explicite, très complexe et ne révèle pas la nature de la distribution en question. Alors, nous étudions le comportement asymptotique de la variable aléatoire représentant le nombre de clients en orbite et dans le système pour des valeurs limites des différents paramètres. Nous complétons notre travail par des exemples numériques.

Face à un environnement incertain et une internationalisation croissante de la chaîne logistique, la planification industrielle et commerciale (PIC) permet d’adapter efficacement les capacités industrielles à la demande du marché. Dans cette étude, nous présentons un modèle original de PIC utilisant des contraintes de flexibilité, pour améliorer la coordination entre les fonctions commerciales et logistiques. Un premier modèle de simulation permet d’étudier la dynamique du système ainsi que l’impact des différents paramètres sur les performances en termes de coûts et de satisfaction client. Afin d’étudier les politiques optimales, nous proposons un nouveau modèle de simulation-optimisation multi objectif. Différentes méthodes d’optimisation sont comparées, et plusieurs recommandations sont émises pour l’implémentation pratique de notre solution. Enfin, nous comparons les performances de plusieurs politiques de gestion des stocks lorsqu’elles sont couplées avec notre méthode de PIC flexible. À partir de données réelles du constructeur automobile Renault, nous présentons une étude comparative détaillée. Nous proposons plusieurs préconisations pratiques sur le type de politiques à privilégier selon les caractéristiques du système. Ces travaux de recherche sont particulièrement pertinents et applicables à d’autres industries confrontées à de fortes exigences commerciales,une faible visibilité sur la demande future et des approvisionnements longs. / Face to uncertain environment and growing globalization of the supply chains, the salesand operations planning (S&OP) aims to adapt efficiently the industrial capacities to themarket demand. In this research, we present an original S&OP model that uses flexibilityconstraints to improve the coordination between sales and logistics functions. A first simulationmodel is developed to study the system dynamics and the impact of different parameters onsystem’s performance in terms of costs and customer satisfaction. We introduce a multiobjectivesimulation-optimization model to investigate the optimal policies. Several optimization methodsare compared and recommendations are given for the practical implementation of our solution.Then, we compare the performances of several policies for managing parts inventories whenthey are coupled with our flexible S&OP. Based on real data of the automobile manufacturerRenault, we present a detailed comparative study. We present several managerial insights on thetype of policies to favor depending on the system characteristics. This research is particularlyrelevant for other industries that face strict customer requirements, uncertain demand and longprocurement lead time.

Submitted by Kelson Anthony de Menezes (kelson@ucb.br) on 2016-10-18T16:39:43Z No. of bitstreams: 1 MarcelStanleiMonteiroDissertacao2014.pdf: 1251084 bytes, checksum: afa38f20436a6e1254867ae41af7763c (MD5) / Made available in DSpace on 2016-10-18T16:39:43Z (GMT). No. of bitstreams: 1 MarcelStanleiMonteiroDissertacao2014.pdf: 1251084 bytes, checksum: afa38f20436a6e1254867ae41af7763c (MD5) Previous issue date: 2014-08-13 / This research investigated the existence of representative agents ' consumption habit of the Brazilian economy, using for this purpose, the model of Dubey, Geanakoplos and Shubik (2005), which received the incorporation of a term that represents the penalty applied to agents who take credit and subsequently missing with their financial commitments. It was used the model known as the Consumption-Based Capital Asset Pricing Model-CCAPM, to assign to the model of Dubey, Geanakoplos and Shubik (2005) generalization of infinite periods, instead of just two periods. Thus, to meet the objectives of this research, it has been estimated, through two utility functions, using the Generalized Method of Moments GMM, the inter-temporal discount factor consumption, also known as the impatience of the agents, the coefficient of relative risk aversion and the parameter that governs the separability of the time consumption. In addition, the penalty rate was calculated and, also, the scroll rate of these agents, debt relating to these calculations and estimates, information on the Brazilian economy, since 2000, making it possible to conclude that, for the period under examination, existed the habit in the consumption of representative agents, all of whom were penalized whenever preferred not to pay their obligations, which occasioned in the scrolling your debt. In addition, it was concluded that these agents are impatient and risk-averse and, also, that the important role played credit to contribute to growth and economic development. / Esta disserta????o investigou a exist??ncia do h??bito no consumo dos agentes representativos da economia brasileira, utilizando, para tanto, o modelo de Dubey, Geanakoplos e Shubik (2005), que recebeu a incorpora????o de um termo que representa a penalidade aplicada aos agentes que tomam cr??dito e, posteriormente, faltam com seus compromissos financeiros assumidos. Utilizou-se, ainda, o modelo conhecido como Consumption-Based Capital Asset Pricing Model CCAPM, para que fosse poss??vel atribuir ao modelo de Dubey, Geanakoplos e Shubik (2005) a generaliza????o de infinitos per??odos, ao inv??s de apenas dois per??odos. Assim, para atender aos objetivos desta pesquisa, estimou-se, atrav??s de duas fun????es de utilidade, pelo M??todo dos Momentos Generalizados GMM, o fator de desconto intertemporal do consumo, tamb??m conhecido como a impaci??ncia dos agentes, o coeficiente de avers??o relativa ao risco e o par??metro que rege a separabilidade do consumo no tempo. Al??m disso, foi calculada a taxa penalidade e, tamb??m, a taxa da rolagem da d??vida desses agentes, relacionando a esses c??lculos e estima????es, informa????es sobre a economia brasileira, desde 2000, o que possibilitou concluir que, para o per??odo analisado, existiu o h??bito no consumo dos agentes representativos, os quais foram penalizados sempre que preferiram n??o pagar seus compromissos assumidos, o que ocasionou na rolagem de sua d??vida. Al??m disso, chegou-se ?? conclus??o de que esses agentes s??o impacientes e avessos ao risco e, tamb??m, que o cr??dito desempenhou o importante papel de contribuir para o crescimento e o desenvolvimento econ??mico.

La pression temporelle est souvent considérée comme une caractéristique majeure des sociétés modernes mais, paradoxalement, elle a été assez peu étudiée en situations écologiques et, notamment, dans le cadre de la conduite automobile. Cette dernière est souvent désignée comme une tâche secondaire qui se révèle pourtant centrale dans la réalisation de différentes activités professionnelles. Ce travail de thèse centré sur la pression temporelle au volant est exploratoire et s'appuie sur différentes approches : questionnaires, entretiens, enquêtes de terrain, suivi d'activité, et expérimentations en laboratoire. Nos données corroborent l'idée selon laquelle la pression temporelle a des effets délétères sur le comportement routier. Nous montrons également qu'elle peut être source d'émotions négatives mais, chez certains conducteurs, elle ne dégrade pas voire amplifie les émotions positives, en particulier le plaisir de conduire. Les effets de la pression temporelle sur l'impatience et sur l'empathie sont également abordés. Enfin, nos données montrent aussi que la pression temporelle modifie, au moins en partie, les estimations de vitesses et la perception du temps. Nous concluons de ce travail que la pression temporelle est de nature subjective et qu'elle possède une composante cognitive et une composante émotionnelle.

This doctoral thesis consists of four papers. Strategic behavior across gender: A comparison of female and male expert chess players analyzes gender differences in risk behavior in chess. We use a panel data set with 1.4 million games. Most notably, the data contains an objective measure of individual playing skill. We find that women are more risk averse and that men choose riskier strategies when playing against female opponents even though this reduces their winning probability. Gender differences in time preference and inconsistency among expert chess players presents findings on gender differences in time preference and inconsistency in chess. Impatience is estimated by measuring preferences for game durations while inconsistency by exploiting the 40th move time control. The results reveal that men are more impatient while women are more time inconsistent. Moreover, the difference in impatience increases with expertise while the difference in inconsistency decreases. Beauty queens and battling knights: Risk taking and attractiveness in chess explores the relationship between attractiveness and risk taking in chess. We examine whether people use riskier strategies when playing with attractive opponents and whether this affects performance. Our results suggest that male, but not female, chess players choose significantly riskier strategies when playing against an attractive female opponent, although this does not improve their performance. Strategic Learning in Repeated Chess Games, examines if chess players in repeated games with the same opponent, learn about the opponent’s type and adapt future strategies accordingly. It also shows how matching background characteristics affect the choice of strategy. The findings show that chess players learn about the opponent’s type. Players with similar background characteristics coordinate better than players of different gender or nationality but this difference decreases as the players update their beliefs. / At the time of doctoral defense, the following papers were unpublished and had a status as follows:Paper 2: Manuscript. Paper 3: Manuscript. Paper 4: Manuscript.

This thesis presents two classes of models of boundedly rational decision makers - one with application to finance and the other to pricing. It consists of three parts. The first part of the thesis investigates the impact of investors' boundedly rational forecasting on asset price bubbles. We present a class of models, called extrapolation-correction models, of boundedly rational investor behavior. That is, the investors in our model, quite reasonably, use data available to them, i.e. past price data, to form forecasts about future prices. We relate the model parameters to various behavioral aspects like investor memory, caution/confidence, and panic. We present the resulting dynamical system model of asset price bubbles and relate the behavior of the dynamical system to the parameters capturing investor forecasting behavior. We show that, depending on the behavioral parameters, the associated dynamical system can converge to the fundamental value, go into predictable price cycles, or go into unpredictable price cycles. In particular, we find that the greater the weight investors' forecasts put on the most recent observations, the greater the tendency for the asset prices to exhibit cycles, forming positive and negative bubbles. We also find that when forecasts are strongly affected by recent prices, the price process becomes chaotic and it becomes increasingly difficult to forecast future prices accurately. The second part of the thesis addresses the question: How do investors make their price forecasts? We present the design of an experiment where investors participate in a virtual asset market run over a computer network. During the course of the experiment, the participants report their price forecasts and enter buy and sell orders. The computer software determines the market clearing prices. Despite full disclosure of the assets' dividends and the fundamental value, the price trajectories in all three experimental sessions exhibited cycles. We calibrated various models, including rational expectations based models and the extrapolation-correction family of models presented in the first part of the thesis. The results indicate that rational expectations hypothesis does not provide an accurate model of forecast formation. Moreover, a simple one-parameter exponential smoothing model is much better at modeling forecast formation, with the extrapolation-correction models making the fit slightly better. The third part of the thesis explores a different aspect of customer rationality - that of customer impatience - and its effect on pricing of product versions. We consider a setting in which impatient customers are faced with frequent product introductions, for example, products like Apple iPhones. This raises the following questions regarding customers: Given the pricing strategy of the firm, what are the optimal buying behaviors of the customers? How does customer buying behavior change in relation to impatience? We consider two settings. In the first setting, the firm offers a trade-in price for existing customers and a higher full price for new customers. In the second setting, the firm offers the same prices to new and existing customers, however there is an introductory full price and a discounted price later in the product cycle. We model the customer's problem in these two settings and characterize their optimal actions as a function of the price parameters. We also analyze the bilevel program for the firm's pricing decisions. We see that in both settings considered there are certain well-defined regions in the price space wherein the firm's optimal decision lies. We also provide some numerical computations to study the behavior of the optimal prices as the cost per unit increases.