Tesis por compendio / [EN] Nowadays, manufacturing systems meet different new global challenges and the existence of a collaborative manufacturing environment is essential to face with. Distributed manufacturing and assembly systems are two manufacturing systems which allow industries to deal with some of these challenges. This thesis studies a production problem in which both distributed manufacturing and assembly systems are considered. Although distributed manufacturing systems and assembly systems are well-known problems and have been extensively studied in the literature, to the best of our knowledge, considering these two systems together as in this thesis is the first effort in the literature. Due to the importance of scheduling optimization on production performance, some different ways to optimize the scheduling of the considered problem are discussed in this thesis. The studied scheduling setting consists of two stages: A production and an assembly stage. Various production centers make the first stage. Each of these centers consists of several machines which are dedicated to manufacture jobs. A single assembly machine is considered for the second stage. The produced jobs are assembled on the assembly machine to form final products through a defined assembly program. In this thesis, two different problems regarding two different production configurations for the production centers of the first stage are considered. The first configuration is a flowshop that results in what we refer to as the Distributed Assembly Permutation Flowshop Scheduling Problem (DAPFSP). The second problem is referred to as the Distributed Parallel Machine and Assembly Scheduling Problem (DPMASP), where unrelated parallel machines configure the production centers. Makespan minimization of the product on the assembly machine located in the assembly stage is considered as the objective function for all considered problems. In this thesis some extensions are considered for the studied problems so as to bring them as close as possible to the reality of production shops. In the DAPFSP, sequence dependent setup times are added for machines in both production and assembly stages. Similarly, in the DPMASP, due to technological constraints, some defined jobs can be processed only in certain factories. Mathematical models are presented as an exact solution for some of the presented problems and two state-of-art solvers, CPLEX and GUROBI are used to solve them. Since these solvers are not able to solve large sized problems, we design and develop heuristic methods to solve the problems. In addition to heuristics, some metaheuristics are also designed and proposed to improve the solutions obtained by heuristics. Finally, for each proposed problem, the performance of the proposed solution methods is compared through extensive computational and comprehensive ANOVA statistical analysis. / [ES] Los sistemas de producción se enfrentan a retos globales en los que el concepto de fabricación colaborativa es crucial para poder tener éxito en el entorno cambiante y complejo en el que nos encontramos. Una característica de los sistemas productivos que puede ayudar a lograr este objetivo consiste en disponer de una red de fabricación distribuida en la que los productos se fabriquen en localizaciones diferentes y se vayan ensamblando para obtener el producto final. En estos casos, disponer de modelos y herramientas para mejorar el rendimiento de sistemas de producción distribuidos con ensamblajes es una manera de asegurar la eficiencia de los mismos. En esta tesis doctoral se estudian los sistemas de fabricación distribuidos con operaciones de ensamblaje. Los sistemas distribuidos y los sistemas con operaciones de ensamblaje han sido estudiados por separado en la literatura. De hecho, no se han encontrado estudios de sistemas con ambas características consideradas de forma conjunta. Dada la complejidad de considerar conjuntamente ambos tipos de sistemas a la hora de realizar la programación de la producción en los mismos, se ha abordado su estudio considerando un modelo bietápico en la que en la primera etapa se consideran las operaciones de producción y en la segunda se plantean las operaciones de ensamblaje. Dependiendo de la configuración de la primera etapa se han estudiado dos variantes. En la primera variante se asume que la etapa de producción está compuesta por sendos sistemas tipo flowshop en los que se fabrican los componentes que se ensamblan en la segunda etapa (Distributed Assembly Permutation Flowshop Scheduling Problem o DAPFSP). En la segunda variante se considera un sistema de máquinas en paralelo no relacionadas (Distributed Parallel Machine and Assembly Scheduling Problem o DPMASP). En ambas variantes se optimiza la fecha de finalización del último trabajo secuenciado (Cmax) y se contempla la posibilidad que existan tiempos de cambio (setup) dependientes de la secuencia de trabajos fabricada. También, en el caso DPMASP se estudia la posibilidad de prohibir o no el uso de determinadas máquinas de la etapa de producción. Se han desarrollado modelos matemáticos para resolver algunas de las variantes anteriores. Estos modelos se han resuelto mediante los programas CPLEX y GUROBI en aquellos casos que ha sido posible. Para las instancias en los que el modelo matemático no ofrecía una solución al problema se han desarrollado heurísticas y metaheurísticas para ello. Todos los procedimientos anteriores han sido estudiados para determinar el rendimiento de los diferentes algoritmos planteados. Para ello se ha realizado un exhaustivo estudio computacional en el que se han aplicado técnicas ANOVA. Los resultados obtenidos en la tesis permiten avanzar en la comprensión del comportamiento de los sistemas productivos distribuidos con ensamblajes, definiendo algoritmos que permiten obtener buenas soluciones a este tipo de problemas tan complejos que aparecen tantas veces en la realidad industrial. / [CA] Els sistemes de producció s'enfronten a reptes globals en què el concepte de fabricació col.laborativa és crucial per a poder tindre èxit en l'entorn canviant i complex en què ens trobem. Una característica dels sistemes productius que pot ajudar a aconseguir este objectiu consistix a disposar d'una xarxa de fabricació distribuïda en la que els productes es fabriquen en localitzacions diferents i es vagen acoblant per a obtindre el producte final. En estos casos, disposar de models i ferramentes per a millorar el rendiment de sistemes de producció distribuïts amb acoblaments és una manera d'assegurar l'eficiència dels mateixos. En esta tesi doctoral s'estudien els sistemes de fabricació distribuïts amb operacions d'acoblament. Els sistemes distribuïts i els sistemes amb operacions d'acoblament han sigut estudiats per separat en la literatura però, en allò que es coneix, no s'han trobat estudis de sistemes amb ambdós característiques conjuntament. Donada la complexitat de considerar conjuntament ambdós tipus de sistemes a l'hora de realitzar la programació de la producció en els mateixos, s'ha abordat el seu estudi considerant un model bietàpic en la que en la primera etapa es consideren les operacions de producció i en la segona es plantegen les operacions d'acoblament. Depenent de la configuració de la primera etapa s'han estudiat dos variants. En la primera variant s'assumix que l'etapa de producció està composta per sengles sistemes tipus flowshop en els que es fabriquen els components que s'acoblen en la segona etapa (Distributed Assembly Permutation Flowshop Scheduling Problem o DAPFSP). En la segona variant es considera un sistema de màquines en paral.lel no relacionades (Distributed Parallel Machine and Assembly Scheduling Problem o DPMASP). En ambdós variants s'optimitza la data de finalització de l'últim treball seqüenciat (Cmax) i es contempla la possibilitat que existisquen temps de canvi (setup) dependents de la seqüència de treballs fabricada. També, en el cas DPMASP s'estudia la possibilitat de prohibir o no l'ús de determinades màquines de l'etapa de producció. S'han desenvolupat models matemàtics per a resoldre algunes de les variants anteriors. Estos models s'han resolt per mitjà dels programes CPLEX i GUROBI en aquells casos que ha sigut possible. Per a les instàncies en què el model matemàtic no oferia una solució al problema s'han desenrotllat heurístiques i metaheurísticas per a això. Tots els procediments anteriors han sigut estudiats per a determinar el rendiment dels diferents algoritmes plantejats. Per a això s'ha realitzat un exhaustiu estudi computacional en què s'han aplicat tècniques ANOVA. Els resultats obtinguts en la tesi permeten avançar en la comprensió del comportament dels sistemes productius distribuïts amb acoblaments, definint algoritmes que permeten obtindre bones solucions a este tipus de problemes tan complexos que apareixen tantes vegades en la realitat industrial. / Hatami, S. (2016). The Distributed and Assembly Scheduling Problem [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/64072 / Compendio

Visual place recognition is the task of finding same places in a set of database images for a given set of query images. This becomes particularly challenging for long-term applications when the environmental condition changes between or within the database and query set, e.g., from day to night. Visual place recognition in changing environments can be used if global position data like GPS is not available or very inaccurate, or for redundancy. It is required for tasks like loop closure detection in SLAM, candidate selection for global localization, or multi-robot/multi-session mapping and map merging. In contrast to pure image retrieval, visual place recognition can often build upon additional information and data for improvements in performance, runtime, or memory usage. This includes additional data-inherent knowledge about information that is contained in the image sets themselves because of the way they were recorded. Using data-inherent knowledge avoids the dependency on other sensors, which increases the generality of methods for an integration into many existing place recognition pipelines. This thesis focuses on the usage of additional data-inherent knowledge. After the discussion of basics about visual place recognition, the thesis gives a systematic overview of existing data-inherent knowledge and corresponding methods. Subsequently, the thesis concentrates on a deeper consideration and exploitation of four different types of additional data-inherent knowledge. This includes 1) sequences, i.e., the database and query set are recorded as spatio-temporal sequences so that consecutive images are also adjacent in the world, 2) knowledge of whether the environmental conditions within the database and query set are constant or continuously changing, 3) intra-database similarities between the database images, and 4) intra-query similarities between the query images. Except for sequences, all types have received only little attention in the literature so far. For the exploitation of knowledge about constant conditions within the database and query set (e.g., database: summer, query: winter), the thesis evaluates different descriptor standardization techniques. For the alternative scenario of continuous condition changes (e.g., database: sunny to rainy, query: sunny to cloudy), the thesis first investigates the qualitative and quantitative impact on the performance of image descriptors. It then proposes and evaluates four unsupervised learning methods, including our novel clustering-based descriptor standardization method K-STD and three PCA-based methods from the literature. To address the high computational effort of descriptor comparisons during place recognition, our novel method EPR for efficient place recognition is proposed. Given a query descriptor, EPR uses sequence information and intra-database similarities to identify nearly all matching descriptors in the database. For a structured combination of several sources of additional knowledge in a single graph, the thesis presents our novel graphical framework for place recognition. After the minimization of the graph's error with our proposed ICM-based optimization, the place recognition performance can be significantly improved. For an extensive experimental evaluation of all methods in this thesis and beyond, a benchmark for visual place recognition in changing environments is presented, which is composed of six datasets with thirty sequence combinations.

In this thesis, a particular class of agent is singled out for examination. In order to provide a guiding metaphor, we speak of control room agents. Our focus is on rational decision- making by such agents, where the circumstances obtaining are such that rationality is bounded. Control room agents, whether human or non-human, need to reason and act in a changing environment with only limited information available to them. Determining the current state of the environment is a central concern for control room agents if they are to reason and act sensibly. A control room agent cannot plan its actions without having an internal representation (epistemic state) of its environment, and cannot make rational decisions unless this representation, to some level of accuracy, reflects the state of its environment. The focus of this thesis is on three aspects regarding the epistemic functioning of a control room agent: 1. How should the epistemic state of a control room agent be represented in order to facilitate logical analysis? 2. How should a control room agent change its epistemic state upon receiving new information? 3. How should a control room agent combine available information from different sources? In describing the class of control room agents as first-order intentional systems hav- ing both informational and motivational attitudes, an agent-oriented view is adopted. The central construct used in the information-theoretic approach, which is qualitative in nature, is the concept of a templated ordering. Representing the epistemic state of a control room agent by a (special form of) tem- plated ordering signals a departure from the many approaches in which only the beliefs of an agent are represented. Templated orderings allow for the representation of both knowledge and belief. A control room agent changes its epistemic state according to a proposed epistemic change algorithm, which allows the agent to select between two well-established forms of belief change operations, namely, belief revision and belief update. The combination of (possibly conflicting) information from different sources has re- ceived a lot of attention in recent years. Using templated orderings for the semantic representation of information, a new family of purely qualitative merging operations is developed. / School of Computing / Ph. D. (Computer Science)

The impact of political and economic events on the asset pricing model described by the arbitrage pricing theory (APTM) was examined in order to establish if they had caused any changes in its specification. It was concluded that the APTM is not stationary and that it must be continuously tested before it can be used as political and economic events can change its specification. It was also found that political events had a more direct effect on the specification of the APTM, in that their effect is more immediate, than did economic events, which influenced the APTM by first influencing the economic environment in which it operated. The conventional approach that would have evaluated important political and economic events, case by case, to determine whether they affected the linear factor model (LFM), and subsequently the APTM, could not be used since no correlation was found between the pricing of a risk factor in the LFM and its subsequent pricing in the APTM. A new approach was then followed in which a correlation with a political or economic event was sought whenever a change was detected in the specification of the APTM. This was achieved by first finding the best subset LFM, chosen for producing the highest adjusted R2 , month by month, over 87 periods from 20 October1991 to 21 June 1998, using a combination of nine prespecified risk factors (five of which were proxies for economic events and one for political events). Multivariate analysis techniques were then used to establish which risk factors were priced most often during the three equal subperiods into which the 87 periods were broken up. Using the above methodology, the researcher was able to conclude that political events changed the specification of the APTM in late 1991. After the national elections in April 1994 it was found that the acceptance of South Africa into the world economic community had again changed the specification of the APTM and the two most important factors were proxies for economic events. / Business Leadership / DBL

L'objet d'étude de ce mémoire est la géométrie des courbes holomorphes entières à valeurs dans le complémentaire d'hypersurfaces génériques de l'espace projectif complexe. Les conjectures célèbres de Kobayashi et de Green-Griffiths énoncent que pour de telles hypersurfaces, de grand degré, les images de ces courbes entières doivent satisfaire certaines contraintes algébriques. En adaptant les techniques de jets développées notamment par Bloch, Green-Griffiths, Demailly, Siu, Diverio-Merker-Rousseau, pour les courbes à valeurs dans une hypersurface projective (cas dit compact), nous obtenons la dégénérescence algébrique des courbes entières f : ℂ→Pⁿ∖Xd (cas dit logarithmique), pour les hypersurfaces génériques Xd de Pⁿ de degré d ≥ (5n)² nⁿ. Comme dans le cas compact, notre preuve repose essentiellement sur l'élimination algébrique de toutes les dérivées dans des équations différentielles qui sont vérifiées par toute courbe entière non constante. L'existence de telles équations différentielles est obtenue grâce aux inégalités de Morse holomorphes et à une variante simplifiée d'une formule de résidus originalement élaborée par Bérczi à partir de la formule de localisation équivariante d'Atiyah-Bott. La borne effective d ≥ (5n)² nⁿ est obtenue par réduction radicale d'un calcul de résidus itérés de très grande ampleur. Ensuite, la déformation de ces équations différentielles par dérivation le long de champs de vecteurs obliques, dont l'existence est ici généralisée et clarifiée, nous permet d'engendrer suffisamment de nouvelles équations pour réaliser l'élimination algébrique finale évoquée ci-dessus. / The topic of this memoir is the geometry of holomorphic entire curves with values in the complement of generic hypersurfaces of the complex projective space. The well-known conjectures of Kobayashi and of Green-Griffiths assert that for such hypersurfaces, having large degree, the images of these curves shall fulfill algebraic constraints. By adapting the jet techniques developed notably by Bloch, Green-Griffiths, Demailly, Siu, Diverio-Merker-Rousseau, in the case of curves with values in projective hypersurfaces (so-called compact case), we obtain the algebraic degeneracy of entire curves f : ℂ→Pⁿ∖Xd (so called logarithmic case), for generic hypersurfaces Xd in Pⁿ of degree d ≥ (5n)² nⁿ. As in the compact case, our proof essentially relies on the algebraic elimination of all derivatives in differential equations that are satisfied by every nonconstant entire curve. The existence of such differential equations is obtained thanks to the holomorphic Morse inequalities and a simplified variant of a residue formula firstly developed by Bérczi from the Atiyah-Bott equivariant localization formula. The effective lower bound d ≥ (5n)² nⁿ is obtained by radically simplifying a huge iterated residue computation. Next, the deformation of these differential equations by derivation along slanted vector fields, the existence of which is here generalized and clarified, allows us to generate sufficiently many new differential equations in order to realize the final algebraic elimination mentioned above.

O Dilema do Prisioneiro (DP) é o jogo mais proeminente da Teoria dos Jogos devido à emergência da cooperação entre jogadores egoístas. O comportamento de cada jogador depende da estratégia que ele adotada e do seu ganho, que é determinado em função dos parâmetros do DP (T, R, P e S) e do número z de vizinhos com que ele joga. Portanto, a estrutura espacial dos jogadores não é relevante. Em nosso trabalho, utilizamos um autômato celular unidimensional onde cada jogador pode cooperar ou desertar ao interagir, simetricamente, com seus z vizinhos mais próximos. O sistema proposto nos permitiu realizar um estudo exaustivo do espaço de parâmetros para as estratégias evolucionárias Darwiniana (EED) e a Pavloviana (EEP) e compara-las. A geometria unidimensional nos possibilita obter os mesmos resultados dos sistemas em dimensionalidade arbitrária d, além de apresentar várias vantagens em relação a elas. No sistema que propomos os efeitos de borda são menores, exige menos tempo para a execução das simulações numéricas, permite variar o valor de z e é fácil obter uma representação visual da evolução temporal do sistema. Tal visualização simplifica a compreensão das interações entre os jogadores, pois surgem padrões nos agrupamentos de cooperadores/desertores, semelhantes aos pertencentes às classes dos autômatos celulares elementares. O estudo destes padrões nos permite compreender simplesmente a emergência da cooperação ou deserção nos sistemas. A evolução temporal do sistema que adota a EED gera um diagrama de fases muito rico com a presença das fases cooperadora, desertora e caótica. Já para a EEP, obtivemos um novo resultado analítico para as transições de fase, que neste caso são: cooperadora e quasi-regular. O estudo numérico exaustivo determinou as regiões do espaço de parâmetros onde acontecem cada uma das fases, e os efeitos da auto-interação podendo assim validar os resultados teóricos. O estudo do caso particular T = 1, tradicionalmente considerado como trivial, mostrou que ele apresenta comportamentos inusitados. Nossa principal contribuição para o estudo do DP é a obtenção de um novo paradigma. A geometria unidimensional com interação de vizinhos simétricos permitiu a visualização da evolução de padrões de cooperadores e desertores, o cálculo analítico de Tc para a EEP e o estudo de T = 1 para tais sistemas. / The Prisoner Dilemma (PD) is the most prominent game of the Game Theory due to emergency of the cooperation between selfish players. The behavior of each player depends on his/her strategy and the payoff, which is determined in function of the PD parameters (T, R, P and S) and by the number z of neighbors with whom he/she plays. Therefore, the spatial structure of the players does not matter. In our work, we have used a one-dimensional cellular automaton where each player can cooperate or defect when interacting, symmetrically, with his/her z nearest neighbors. The considered system allowed us to carry out an exhaustive exploration of the parameters space for the Darwinian Evolutionary Strategy (EED) and Pavlovian (EEP) and compares them. One-dimensional geometry makes possible to us get the same results of the systems in arbitrary d dimensional networks, besides, it presents some advantages. For the system that we proposed compared to the others dimensional networks, the boundary effects are less present, it needs less time for run the numerical simulations, it allows to vary the z value and is easier to get the visual representation of the system temporal evolution. Such visualization simplifies the understanding of the interactions between the players, therefore patterns appear in the clusters of cooperator/defectors, and these patterns belong to the elementary cellular automata classes. The study of these patterns allows them to understand in an easy way the emergence of the cooperation or defection in the systems. The temporal evolution of the system that adopts the EED yields a very rich phases diagram with the presence of cooperative, defective and chaotic phases. By the other hand, for the EEP, we have got a new analytical result for the phase transitions that in this case are: quasi-regular and cooperative. The exhaustive exploration study determines the regions on the parameters space where happen each phases occurs, and the effect of the self-interaction and thus validate the theoretical results. The study of the particular case T = 1, traditionally considered as trivial one, showed that it presents unusual behaviors, that we will present. Our main contribution for the study of the DP is the attainment of a new paradigm. One-dimensional geometry with interaction of symmetrical neighbors allowed to visualizes the evolution of cooperators and defectors patterns, the analytical result for Tc for the EEP and the study of T = 1 for such systems.

O dilema do prisioneiro é geralmente visto como o ponto de partida para entender o problema da cooperação. Em comparação com o dilema do prisioneiro discreto e iterado, poucos estudos existem sobre o dilema do prisioneiro contínuo e iterado. A maioria dos trabalhos que investigaram o dilema do prisioneiro contínuo e iterado concentrou-se no período de 1990 a 2000, não obtendo resultados conclusivos sobre a melhor estratégia a ser adotada neste tipo de jogo. Duas estratégias diferentes se destacam neste tipo de dilema. A primeira é a estratégia RTS (Raise-the-Stakes) de Roberts e Sherrat (1998) que testa o terreno antes de aumentar os investimentos na relação. A segunda deriva do modelo LRS (Linear Reactive Strategies) de Wahl e Nowak (1999a). Esta última estratégia estando em equilíbrio de Nash cooperativo apresenta três características: (i) generosidade, i.e., investir o máximo possível no início da relação de cooperação; (ii) otimismo, i.e., contar com o melhor cenário para as próximas rodadas, e (iii) intransigência. Esta pesquisa tem como objetivo principal contrapor as estratégias RTS e LRS num dilema do prisioneiro contínuo e iterado, na presença e ausência de ruído, com jogadas simultâneas e alternadas e para diferentes valores do parâmetro w (probabilidade de interagir novamente). Restringimos a nossa análise a um conjunto de seis estratégias: ALLC, ALLD, TFT, RTS, LRS e RTSM. O método utilizado foi o da simulação baseada em agente (ABM) no formato de torneios, semelhante ao de Axelrod (2006), Roberts & Sherratt (1998), Nowak & Sigmund (1992) e Nowak & Sigmund (1993). Utilizamos o software Netlogo e documentamos todo o processo da concepção e construção do modelo por meio da ferramenta TRACE (TRAnsparent and Comprehensive model Evaludation). Os resultados mostram que as estratégias mais cooperativas são mais favorecidas quando o jogo consiste em jogadas alternadas ao invés de simultâneas. A estratégia RTS teve melhor desempenho em jogos simultâneos para valores intermediários de w, na presença ou ausência de ruído. Por sua vez, a estratégia LRS teve melhor desempenho nos jogos simultâneos, na presença ou ausência de ruído, ou alternados e na presença de ruído, em ambos os casos para valores grandes de w / The prisoner\'s dilemma is generally seen as the starting point for understanding the problem of cooperation. In comparison with the discreet and iterated prisoner\'s dilemma, few studies exist on the continuous iterated prisoner\'s dilemma. Most of the works that have investigated the continuous iterated prisoner\'s dilemma has concentrated in the period from 1990 to 2000, not getting conclusive results on the best strategy to be adopted in this type of game. Two different strategies stand out in this kind of dilemma. The first is the RTS strategy (Raise-the-Stakes) of Roberts and Sherrat (1998) that tests the ground before increasing investment in the relationship. The second is the model deriva LRS (Linear Reactive Strategies) de Wahl and Nowak (1999a). This last strategy being in Nash equilibrium cooperative presents three characteristics: (i) generosity, i.e., investing as much as possible at the beginning of the cooperation relationship; (ii) optimism, i.e., rely on the best scenario for the next rounds, and (iii) intransigence. This research has as main goal to reconcile opposing RTS strategies and LRS in a continuous iterated prisoner\'s dilemma, in the presence and absence of noise, with simultaneous moves and alternate and for different values of the parameter w (probability of interacting again). We restrict our analysis to a set of six strategies: ALLC, ALLD, TFT, RTS, LRS and RTSM (halfway between RTS and LRS). The method used was the agent-based simulation (ABM) in tournament format, similar to that of Axelrod (2006), Roberts (1998), Sherratt & Nowak & Sigmund (1992) and Nowak & Sigmund (1993). We use the NetLogo software and document the whole process of design and construction of the tool model TRACE (TRAnsparent and Comprehensive model Evaludation). The results show that most strategies are more favoured unions when the game consists of alternating plays rather than simultaneous. The RTS strategy had better performance in simultaneous games for intermediate values of w, in the presence or absence of noise. In turn, the IRS strategy had better performance when simultaneous games, in the presence or absence of noise, or switched, and in the presence of noise, in both cases, for large values of w

O dilema do prisioneiro é geralmente visto como o ponto de partida para entender o problema da cooperação. Em comparação com o dilema do prisioneiro discreto e iterado, poucos estudos existem sobre o dilema do prisioneiro contínuo e iterado. A maioria dos trabalhos que investigaram o dilema do prisioneiro contínuo e iterado concentrou-se no período de 1990 a 2000, não obtendo resultados conclusivos sobre a melhor estratégia a ser adotada neste tipo de jogo. Duas estratégias diferentes se destacam neste tipo de dilema. A primeira é a estratégia RTS (Raise-the-Stakes) de Roberts e Sherrat (1998) que testa o terreno antes de aumentar os investimentos na relação. A segunda deriva do modelo LRS (Linear Reactive Strategies) de Wahl e Nowak (1999a). Esta última estratégia estando em equilíbrio de Nash cooperativo apresenta três características: (i) generosidade, i.e., investir o máximo possível no início da relação de cooperação; (ii) otimismo, i.e., contar com o melhor cenário para as próximas rodadas, e (iii) intransigência. Esta pesquisa tem como objetivo principal contrapor as estratégias RTS e LRS num dilema do prisioneiro contínuo e iterado, na presença e ausência de ruído, com jogadas simultâneas e alternadas e para diferentes valores do parâmetro w (probabilidade de interagir novamente). Restringimos a nossa análise a um conjunto de seis estratégias: ALLC, ALLD, TFT, RTS, LRS e RTSM. O método utilizado foi o da simulação baseada em agente (ABM) no formato de torneios, semelhante ao de Axelrod (2006), Roberts & Sherratt (1998), Nowak & Sigmund (1992) e Nowak & Sigmund (1993). Utilizamos o software Netlogo e documentamos todo o processo da concepção e construção do modelo por meio da ferramenta TRACE (TRAnsparent and Comprehensive model Evaludation). Os resultados mostram que as estratégias mais cooperativas são mais favorecidas quando o jogo consiste em jogadas alternadas ao invés de simultâneas. A estratégia RTS teve melhor desempenho em jogos simultâneos para valores intermediários de w, na presença ou ausência de ruído. Por sua vez, a estratégia LRS teve melhor desempenho nos jogos simultâneos, na presença ou ausência de ruído, ou alternados e na presença de ruído, em ambos os casos para valores grandes de w / The prisoner\'s dilemma is generally seen as the starting point for understanding the problem of cooperation. In comparison with the discreet and iterated prisoner\'s dilemma, few studies exist on the continuous iterated prisoner\'s dilemma. Most of the works that have investigated the continuous iterated prisoner\'s dilemma has concentrated in the period from 1990 to 2000, not getting conclusive results on the best strategy to be adopted in this type of game. Two different strategies stand out in this kind of dilemma. The first is the RTS strategy (Raise-the-Stakes) of Roberts and Sherrat (1998) that tests the ground before increasing investment in the relationship. The second is the model deriva LRS (Linear Reactive Strategies) de Wahl and Nowak (1999a). This last strategy being in Nash equilibrium cooperative presents three characteristics: (i) generosity, i.e., investing as much as possible at the beginning of the cooperation relationship; (ii) optimism, i.e., rely on the best scenario for the next rounds, and (iii) intransigence. This research has as main goal to reconcile opposing RTS strategies and LRS in a continuous iterated prisoner\'s dilemma, in the presence and absence of noise, with simultaneous moves and alternate and for different values of the parameter w (probability of interacting again). We restrict our analysis to a set of six strategies: ALLC, ALLD, TFT, RTS, LRS and RTSM (halfway between RTS and LRS). The method used was the agent-based simulation (ABM) in tournament format, similar to that of Axelrod (2006), Roberts (1998), Sherratt & Nowak & Sigmund (1992) and Nowak & Sigmund (1993). We use the NetLogo software and document the whole process of design and construction of the tool model TRACE (TRAnsparent and Comprehensive model Evaludation). The results show that most strategies are more favoured unions when the game consists of alternating plays rather than simultaneous. The RTS strategy had better performance in simultaneous games for intermediate values of w, in the presence or absence of noise. In turn, the IRS strategy had better performance when simultaneous games, in the presence or absence of noise, or switched, and in the presence of noise, in both cases, for large values of w

In this thesis, a particular class of agent is singled out for examination. In order to provide a guiding metaphor, we speak of control room agents. Our focus is on rational decision- making by such agents, where the circumstances obtaining are such that rationality is bounded. Control room agents, whether human or non-human, need to reason and act in a changing environment with only limited information available to them. Determining the current state of the environment is a central concern for control room agents if they are to reason and act sensibly. A control room agent cannot plan its actions without having an internal representation (epistemic state) of its environment, and cannot make rational decisions unless this representation, to some level of accuracy, reflects the state of its environment. The focus of this thesis is on three aspects regarding the epistemic functioning of a control room agent: 1. How should the epistemic state of a control room agent be represented in order to facilitate logical analysis? 2. How should a control room agent change its epistemic state upon receiving new information? 3. How should a control room agent combine available information from different sources? In describing the class of control room agents as first-order intentional systems hav- ing both informational and motivational attitudes, an agent-oriented view is adopted. The central construct used in the information-theoretic approach, which is qualitative in nature, is the concept of a templated ordering. Representing the epistemic state of a control room agent by a (special form of) tem- plated ordering signals a departure from the many approaches in which only the beliefs of an agent are represented. Templated orderings allow for the representation of both knowledge and belief. A control room agent changes its epistemic state according to a proposed epistemic change algorithm, which allows the agent to select between two well-established forms of belief change operations, namely, belief revision and belief update. The combination of (possibly conflicting) information from different sources has re- ceived a lot of attention in recent years. Using templated orderings for the semantic representation of information, a new family of purely qualitative merging operations is developed. / School of Computing / Ph. D. (Computer Science)

The impact of political and economic events on the asset pricing model described by the arbitrage pricing theory (APTM) was examined in order to establish if they had caused any changes in its specification. It was concluded that the APTM is not stationary and that it must be continuously tested before it can be used as political and economic events can change its specification. It was also found that political events had a more direct effect on the specification of the APTM, in that their effect is more immediate, than did economic events, which influenced the APTM by first influencing the economic environment in which it operated. The conventional approach that would have evaluated important political and economic events, case by case, to determine whether they affected the linear factor model (LFM), and subsequently the APTM, could not be used since no correlation was found between the pricing of a risk factor in the LFM and its subsequent pricing in the APTM. A new approach was then followed in which a correlation with a political or economic event was sought whenever a change was detected in the specification of the APTM. This was achieved by first finding the best subset LFM, chosen for producing the highest adjusted R2 , month by month, over 87 periods from 20 October1991 to 21 June 1998, using a combination of nine prespecified risk factors (five of which were proxies for economic events and one for political events). Multivariate analysis techniques were then used to establish which risk factors were priced most often during the three equal subperiods into which the 87 periods were broken up. Using the above methodology, the researcher was able to conclude that political events changed the specification of the APTM in late 1991. After the national elections in April 1994 it was found that the acceptance of South Africa into the world economic community had again changed the specification of the APTM and the two most important factors were proxies for economic events. / Business Leadership / DBL