Cette thèse porte sur la valorisation et les stratégies financières de couverture des risques dans les marchés de l'énergie. Ces marchés présentent des particularités qui les distinguent des marchés financiers standards, notamment l'illiquidité et l'incomplétude. L'illiquidité se reflète par des coûts de transactions importants et des contraintes sur les volumes échangés. L'incomplétude est l'incapacité de pouvoir répliquer parfaitement des produits dérivés. Nous nous intéressons à différents aspects de l'incomplétude de marché. La première partie porte sur la valorisation dans les modèles de Lévy. Nous obtenons une formule approximative du prix d'indifférence et nous mesurons la prime minimale à apporter par rapport au modèle de Black-Scholes. La deuxième partie concerne la valorisation d'options spread en présence de corrélation stochastique. Les options spread portent sur la différence de prix entre deux sous-jacents -- par exemple gaz et électricité -- et sont très utilisées sur les marchés de l'énergie. Nous proposons une procédure numérique efficace pour calculer le prix de ces options. Enfin, la troisième partie traite de la valorisation d'un produit comportant un risque exogène dont il existe des prévisions. Nous proposons une stratégie dynamique optimale en présence de risque de volume, et l'appliquons à la valorisation des fermes éoliennes. De plus, une partie est consacrée aux stratégies optimales asymptotiques en présence de coûts de transactions. / This thesis tackles three issues on pricing and hedging in energy markets. Energy markets differ from financial markets mainly in two ways: illiquidity and incompletness. Illiquidity (or lack of liquidity) translates into transaction costs and volume constraints. Incompletness means incapacity to perfectly hedge derivatives. We study different aspects of incomplete markets. First, we focus on indifference pricing in exponential Lévy models. We obtained an approximate formula by considering a Lévy process as a perturbed Brownian motion. That way we obtain the minimal correction from Black-Scholes price. Second, we present a numerical procedure to price spread options when underlyings are stochastically correlated. These options are very popular in energy markets, underlyings being for instance gas and electricity. Third, we derive optimal strategies using exogeneous factors forecasts. We exhibit an explicit pricing formula and an optimal strategy handling volume risk and apply it to wind farms valuation. Finally, a short review of optimal strategies taking into account transaction costs is made

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We consider the solution of nonlinear optimal control problems subject to stochastic perturbations with incomplete observations. In particular, we generalize results obtained by Ito and Kunisch in [8] where they consider a receding horizon control (RHC) technique based on linearizing the problem on small intervals. The linear-quadratic optimal control problem for the resulting time-invariant (LTI) problem is then solved using the linear quadratic Gaussian (LQG) design. Here, we allow linearization about an instationary reference trajectory and thus obtain a linear time-varying (LTV) problem on each time horizon. Additionally, we apply a model predictive control (MPC) scheme which can be seen as a generalization of RHC and we allow covariance matrices of the noise processes not equal to the identity. We illustrate the MPC/LQG approach for a three dimensional reaction-diffusion system. In particular, we discuss the benefits of time-varying linearizations over time-invariant ones.

This thesis focuses on the topic of single-parent family, because this type of family, which are led only by one parent, is very relevant to our present social situation. In the context of current demographic trends related to the transformation of society in the perception of family and partner relationships, it can be assumed that their number will be continue to grow. Specifically this thesis is focused on single fathers, although many studies speaks of a certain percentage of single fathers in the Czech Republic, research on this topic has been carried out only a few times so far. For the most part, a woman is at the forefront of "incomplete" families. Single-parent family is perceived as a highly gendered experience, which is primarily related to women. The aim of this work was to find out what the experience of single parent looks like in the case of single fathers. This premise of this thesis is to explore what reasons have the fathers to choose to be single parents, what this type of commitment means for men, how they sign on their everyday life and especially how this type of primary care relates to the concept of hegemonic masculinity. Gender perspective thus provides a comprehensive insight into single-parent family and presents the perspective of the fathers themselves. For this purpose...

S’efforcer d’être simple, telle est l’ambition constante qui anime Jules Renard. Contraint à la simplicité par la pauvreté de son imagination, qui le conduit à privilégier la « chose vue » et à puiser à la source étroite du quotidien vécu, il ne la subit pas pour autant, mais fait de l’effacement et de la réduction le cœur de son art littéraire. La première partie de la thèse envisage le questionnement théorique et esthétique de l’écrivain dans le champ littéraire de la fin de siècle. Si Renard hérite en partie des modèles classique et réaliste, sa simplicité est surtout construite en réaction à l’ambition totalisante du réalisme et de naturalisme, qui, recouvrant le réel de langage, l’étouffe. Pour résoudre la crise générale de la mimèsis, l’auteur entend rétablir un lien de motivation entre le langage et le réel. La deuxième partie s’attache à déterminer les aspects rhétoriques de l’écriture du simple, montrant que la simplicité s’inscrit également au cœur de la poétique de Jules Renard, déterminant des choix génériques et narratifs, et nécessitant un double mouvement de réduction et de concentration, qui n’est pas sans écueils. La simplicité n’est pas pour autant un thème de prédilection qui se développerait de manière linéaire chez l’auteur, elle oriente une dynamique, ouvrant un cheminement dialectique, difficile et peuplé d’obstacles. La dernière partie en montre la dimension morale, pratique et philosophique. La simplicité n’est pas pour Renard une donnée immédiate de la conscience, mais une valeur à construire et à défendre sur le terrain politique, qui s’enracine dans un terreau philosophique fondé sur la notion d’immédiateté. / Jules Renard’s ceaseless ambition is to try and be simple. Although his lack of imagination, which leads him to favour things that he saw and to draw on the sometimes narrow everyday life, reduces him to simplicity, he does not passively receive it but on the contrary ensures that blurring and reduction are key principles of his literary art. The first part of this thesis tackles with the writer’s theoretical and aesthetic questioning, understood in the literary landscape of the late fin de siècle. Even if Renard partly inherits the classic and realistic models, his simplicity is mostly built against realism’s and naturalism’s totalizing ambition, which suffocates the reality by covering it up with words. So as to solve the general crisis of the mimesis, the writer intends to build a bridge between language and reality. The second part of this work tries to single out the theoretical characteristics of the simple style. It shows that simplicity stands at the very center of Renard’s poetics, underlies choices related to the genre or the narration and implies both reduction and concentration, which is not easy to fulfill. Simplicity is not, on the other hand, a favourite topic with a linear development, but it triggers off a dynamic, dialectical and difficult process. The last part reveals its moral, practical and philosophical aspect. For simplicity is not for Renard an immediate matter of consciousness but a value which is to build and to defend politically. It is philosophically rooted in immediacy.

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<p>The last two decades witnessed an increasing emphasis on reverse logistics (RL). Our thesis attempts to investigate two research problems in RL and explore game theoretic applications in this field.</p> <p>In Chapter 1, we introduce SCM, RL, relevant game theoretic applications, and the organizational structure of this thesis.</p> <p>In Chapter 2, we address a newsvendor problem with resalable returns. We develop a basic model with order quantity as the single decision variable and conduct concavity analysis. We also develop a general model in which the retailer determines both order quantity and two inter-period inventory thresholds. We use simulation to investigate the timing effect of both customer demands and returns on the retailer's decision making.</p> <p>In Chapter 3, we explore the application of game theoretic models with incomplete information in inventory management. Games with incomplete information may provide a more realistic modeling framework. We hope this exposition be helpful to researchers interested in applying game theoretic models and computing equilibriums in their specific problems in SCM and RL.</p> <p>In Chapter 4 we consider a remanufacturing competition problem between an original equipment manufacturer (OEM) and a pure remanufacturer (REM) with the OEM's incomplete information on the REM's unit cost. We apply the type-III model in Chapter 3 for formulation and derive the closed-form Bayesian Nash equilibrium. We use sensitivity analysis to investigate the effect of such incomplete information on both competitors' decision making.</p> <p>We summarize in Chapter 5 and provide a general direction for future research on game theoretic applications in RL.</p> / Doctor of Philosophy (PhD)