Monitoring population trend and estimating vital demographic parameters are essential for effective management of a mule deer (Odocoileus hemionus) population. Because of financial constraints, many wildlife agencies use computer models to obtain indirect indices of population size and trend as an alternative to annual field-based estimates of population size. These models are based primarily on herd composition counts and harvest rates from hunter-harvest surveys, and are rarely field validated. I developed an alternative method for monitoring population dynamics of wintering populations of mule deer. I designed a hybrid monitoring program that combined annual vital rate monitoring to track changes in population growth rate with a field-based approach for estimating population abundance. The program allocated resources optimally towards the most critical components of mule deer population dynamics, and consisted of 4 field surveys: annual monitoring of age ratios, overwinter fawn survival, and annual doe survival, with field-based estimates of population size only once every 4 years. Surveys were conducted from 2006 to 2008 in Wildlife Management Unit (WMU) 2, Utah, and cost $29,298 per year, prorated over 4 years. Unfortunately, financial constraints prohibit the implementation of this monitoring program in every WMU in Utah. Instead, the program can be implemented in select WMUs throughout the state, with survival data collected in these core units, providing estimates for nearby satellite units. To establish core-satellite unit pairs, I developed a proxy method for determining correlation in survival rates between core and satellite units using model-simulated estimates. I demonstrated this core-satellite method using WMU 2 as a core and WMU 3, an adjacent unit, as a satellite. Finally, I compared a multiple data sources (MDS) model with a herd composition-based population model, POP-II. The MDS model better approximated observed data, and provided statistical rigor. Overall, the hybrid program was less costly and provided more precise estimates of population trend than could be achieved with a monitoring program focused on abundance alone, and was more defensible than herd composition monitoring. After establishing correlations in doe and fawn survival between core and satellite units, data collected in core units via the hybrid program could then be used to model the mule deer population dynamics of other units using MDS modeling procedures. This combined approach could be an effective statewide program for monitoring mule deer populations.

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The facts that relative consumption concerns may give rise both to positional and environmental externalities, and that these two externalities are increasingly transboundary require us to derive an optimal commodity tax in an international framework. The corrective tax policy decided at a national level is found to fail to internalize all positional and environmental externalities. The optimal tax policy under an international cooperative framework reflects correction for both global positional and environmental externalities. In this broader framework, we also characterize the provision of pollution abatement as an additional policy instrument. The results show that relative concerns for one of the private goods do not lead to any modification of the policy rule for public abatement.

No description available.

本文延續Huang(2004, 2008)的研究，將單期與多期挹注資金的資產負債管理議題專化於DC確定提撥退休金制度上，其研究將問題化成二次函數，以一般化最小平方法(Generalized least square, GLS)求出具有唯一解特性的決策變數，利用的軟體求解速度相當快，能有效率地一次找出多項資產配置比例。 本研究引入三種投資模型及其薪資模型，分別是Wilkie(1995)模型、MacDonald and Cairns(2007)模型、Huang and Cairns(2006)及Li(2009)，以蒙地卡羅模型模擬出各投資標的年報酬率與薪資水準，並利用這些預期的模擬值在負債目標控制為隨機成長或固定比例成長下，找出最適投資比例、每期挹注的額度與提撥比例。 最適配置為了解決下方風險(downside risk)問題，在允許限定風險容忍度下去最大化投資績效，本研究將目標函數加入衡量報酬項，依據員工希望的報酬，討論此項權重如何最適。亦加入交易成本項以反映實務情況，此投資總交易成本為權重的函數，於足夠支付交易成本的前提下找出權重最小值。 / In this study, the simulation of the return for each investment and wage pattern is via introduction of three investment model and their wage model, namely, Wilkie (1995) model, MacDonald and Cairns (2007) model, Huang and Cairns (2006) model and Li (2009), by using Monte Carlo simulation. The optimal contribution rate of investments, the amount of injection of each period, and income replacement ratio are determined when simulation is targeted in the balance control for the random growth or growth under a fixed rate of liabilities. The asset-liability management of single-period and multi-period injection of funds is specialized in the Defined contribution plan (DC), which is the extension of Huang’s (2004, 2008) study. Huang’s research transforming his argument into a quadratic function to generalized least squares method (GLS) having a unique solution to derive the decision-making variables. This method can efficiently find a set of allocation by software at a fairly rapid speed. The optimal allocation is to maximize investment performance subject to a limited risk had to tolerance for deal with downside risk. This study ameliorates the objective function by adding a constant term, which does not affect the investment decision-making variable. This new generalized least squares method use a constant represented as a weight, which is based on the desire asset of the employee. This study also takes transaction costs into consideration to reflect the practical situation. The total transaction costs are the function of the weight introduced into the new objective function. The minimum of weight can be reached when the goal is set to be sufficient to cover the transaction costs

Este trabalho apresenta uma metodologia para a alocação de fontes de reativos em sistemas de energia elétrica. A metodologia é baseada no multiplicador de Lagrange, o qual indica a sensibilidade entre a função objetivo perdas de potência ativa na transmissão, e as restrições injeções de potência reativa. Os multiplicadores de Lagrange são obtidos impondo-se as condições de estacionaridade à função Lagrangeana Aumentada, a qual é associada ao problema de Fluxo de Carga Ótimo. A metodologia é comparada com o método Simplex e com o sistema original. Testes foram realizados com os sistemas AEP14 e AEP30 que mostraram a eficiência da metodologia. / This work presents a methodology for the allocation of reactive sources in electrical power systems. The methodology is based on Lagrange\'s multiplier that points out the sensibility between the objective function - transmission active power loss and the constraints reactive power injections. The Lagrange\'s multipliers are obtained by imposing the conditions of stationarity at Augmented Lagrangeana function, that is connected to the Optimal Load Flow problem. The methodology is compared with the Simplex method and the original system. Tests were canied out with AEP14 and AEP30 systems, that showed the efficiency of the methodology.

Cette thèse présente de nouveaux modèles et de nouveaux résultats en théorie de la ruine, lorsque les distributions des montants de sinistres sont à queue épaisse. Les hypothèses classiques d’indépendance et de stationnarité, ainsi que l’analyse univariée sont parfois jugées trop restrictives pour décrire l’évolution complexe des réserves d’une compagnie d’assurance. Dans un contexte de dépendance entre les montants de sinistres, des équivalents de la probabilité deruine univariée en temps fini sont obtenus. Cette dépendance, ainsi que les autres paramètres du modèle sont modulés par un processus Markovien d’environnement pour prendre en compte des possibles crises de corrélation. Nous introduisons ensuite des modèles de dépendance entre les montants de sinistres et les temps inter-sinistres pour des risques de type tremblements de terre et inondations. Dans un cadre multivarié, nous présentons divers critères de risques tels que la probabilité de ruine multivariée ou l’espérance de l’intégrale temporelle de la partie négative du processus de risque. Nous résolvons des problèmes d’allocation optimale pour ces différentes mesures de risque. Nous étudions alors l’impact de la dangerosité des risques et de la dépendance entre les branches sur cette allocation optimale / This PhD thesis presents new models and new results in ruin theory, in the case where claim amounts are heavy-tailed distributed. Classical assumptions like independence and stationarity and univariate analysis are sometimes too restrictive to describe the complex evolution of the reserves of an insurance company. In a dependence context, asymptotics of univariate finite-time ruin probability are computed. This dependence, and the other model parameters are modulated by a Markovian environment process to take into account possible correlation crisis. Then, we introduce some models which describe dependence between claim amounts and claim interarrival times we can find in earthquake or flooding risks. In multivariate framework, we present some risk criteria like multivariate ruin probability or the expectation of the timeintegrated negative part of the risk process. We solve some problems of optimal allocation for these risk measures. Then, we study the impact of the risk dangerousness and of the dependence between lines on this optimal allocation.

Orientador: José Roberto Sanches Mantovani / Resumo: O problema de alocação ótima de banco de capacitores em sistema de distribuição radiais consiste em definir as barras onde devem ser alocados os bancos de capacitores, além de determinar os tipos, potência nominal e em quais fases eles devem ser alocados, atendendo a restrições físicas e operacionais das redes elétricas, juntamente com os padrões da qualidade de fornecimento normatizados pelas agências reguladoras do setor. Também deve-se definir o esquema de controle, ou seja, quando os bancos capacitivos variáveis devem operar em diferentes níveis de carregamentos. A alocação de bancos de capacitores em sistemas de distribuição é um problema de programação não-linear inteiro misto, não convexo, de difícil solução através de técnicas clássicas de otimização, pela sua natureza combinatória, devido o aumento no número de variáveis inteiras envolvidas na solução de problemas de médio e grande porte. Neste trabalho, propõe-se para a sua solução a meta-heurística de Evolução Diferencial (ED), que deve fornecer a localização e dimensionamento dos bancos de capacitores fixos e chaveados ao longo dos alimentadores primários, em sistemas de distribuição radiais trifásicos e desbalanceados. A alocação deve atender aos critérios de mínimo custo de investimento e operação do sistema, dados pela soma do custo de aquisição, instalação e manutenção dos bancos de capacitores, mais o custo de perdas ativas no sistema além de melhorar o fator de potência. São apresentados neste trabalho, resu... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The optimal allocation problem of capacitor bank in radial distribution systems is to define the bus where the capacitor banks must be allocated, furthermore determine the types, nominal power and which phase they must be allocated as they attended the physical and the operational constraints of power systems in conjunction with the supplier quality standards normalized by the sector regulatory agencies. Moreover, you must define the check schema, in the words, when the variable capacitor banks must operate at different load levels. The allocation of capacitor banks in distribution systems it's a not convex mixed integer nonlinear programming problem with a difficult solution through classical optimization techniques due to the increase of integer variables involved in the solution of large and medium-size problems. This works proposes for the solution, a metaheuristic based on Differential Evolution (DE) which provide the location and the sizing of fixed capacitor banks, switched over the primary feeders in unbalanced three-phase radial distribution systems, with the aim of minimizing the total investment and the system operation cost, given by sum of acquisition cost, installation and maintenance of capacitor banks, plus the cost of active losses in the system and to im-prove the power factor. Results for a 135-bus unbalanced three-phase system are presented. / Mestre

Made available in DSpace on 2014-12-17T13:53:39Z (GMT). No. of bitstreams: 1 LanaVLCS_DISSERT.pdf: 716391 bytes, checksum: b33e1111ab67ab2b0d5834afe0fe5855 (MD5) Previous issue date: 2014-06-27 / Universidade Federal do Rio Grande do Norte / The consumption of energy on the planet is currently based on fossil fuels. They are responsible for adverse effects on the environment. Renewables propose solutions for this scenario, but must face issues related to the capacity of the power supply. Wind energy offshore emerging as a promising alternative. The speed and stability are greater winds over oceans, but the variability of these may cause inconvenience to the generation of electric power fluctuations. To reduce this, a combination of wind farms geographically distributed was proposed. The greater the distance between them, the lower the correlation between the wind velocity, increasing the likelihood that together achieve more stable power system with less fluctuations in power generation. The efficient use of production capacity of the wind park however, depends on their distribution in marine environments. The objective of this research was to analyze the optimal allocation of wind farms offshore on the east coast of the U.S. by Modern Portfolio Theory. The Modern Portfolio Theory was used so that the process of building portfolios of wind energy offshore contemplate the particularity of intermittency of wind, through calculations of return and risk of the production of wind farms. The research was conducted with 25.934 observations of energy produced by wind farms 11 hypothetical offshore, from the installation of 01 simulated ocean turbine with a capacity of 5 MW. The data show hourly time resolution and covers the period between January 1, 1998 until December 31, 2002. Through the Matlab R software, six were calculated minimum variance portfolios, each for a period of time distinct. Given the inequality of the variability of wind over time, set up four strategies rebalancing to evaluate the performance of the related portfolios, which enabled us to identify the most beneficial to the stability of the wind energy production offshore. The results showed that the production of wind energy for 1998, 1999, 2000 and 2001 should be considered by the portfolio weights calculated for the same periods, respectively. Energy data for 2002 should use the weights derived from the portfolio calculated in the previous time period. Finally, the production of wind energy in the period 1998-2002 should also be weighted by 1/11. It follows therefore that the portfolios found failed to show reduced levels of variability when compared to the individual production of wind farms hypothetical offshore / O consumo de energia no planeta ? atualmente baseado no uso de combust?veis f?sseis. Eles s?o respons?veis por efeitos negativos sobre o meio-ambiente. As energias renov?veis prop?em solu??es para esse cen?rio, mas devem encarar quest?es relacionadas ? capacidade de fornecimento de energia. A energia e?lica offshore desponta como uma alternativa promissora. A velocidade e estabilidade dos ventos s?o maiores sobre oceanos, mas a variabilidade dos mesmos pode provocar flutua??es inconvenientes ? gera??o de energia el?trica. Para diminuir isso, uma combina??o de parques e?licos distribu?dos geograficamente foi proposta. Quanto maior a dist?ncia entre eles, menor a correla??o entre a velocidade dos ventos, aumentando a probabilidade de que produzam conjuntamente um sistema de energia mais est?vel, com menos flutua??es da produ??o de energia. O uso eficiente da capacidade de produ??o dos parques e?licos, entretanto, depende da distribui??o deles em ambientes mar?timos. O objetivo desta pesquisa foi analisar a aloca??o ?tima de parques e?licos offshore na costa leste dos EUA, atrav?s da Moderna Teoria de Carteiras. A Moderna Teoria de Carteiras foi empregada de modo que o processo de constru??o das carteiras de energia e?lica offshore contemplasse a particularidade da intermit?ncia dos ventos, atrav?s dos c?lculos de retorno e risco da produ??o dos parques e?licos. A pesquisa foi desenvolvida com 25.934 observa??es de energia, produzidas por 11 parques e?licos offshore hipot?ticos, a partir da instala??o simulada de 01 turbina oce?nica com capacidade m?xima de 5 MW. Os dados apresentam resolu??o de tempo hor?ria e cobrem o per?odo entre 01 de janeiro de 1998 at? 31 de dezembro de 2002. Por meio do software Matlab R , foram calculadas seis carteiras de m?nima vari?ncia, cada qual para um per?odo de tempo distinto. Diante da desigualdade da variabilidade dos ventos no tempo, estabeleceu-se quatro estrat?gias de rebalanceamento para avaliar o desempenho das carteiras calculadas, o que possibilitou identificar a mais ben?fica ? estabilidade da produ??o de energia e?lica offshore. Os resultados apontaram que a produ??o de energia e?lica dos anos de 1998, 1999, 2000 e 2001 deve ser ponderada pelos pesos das carteiras calculadas nos mesmos per?odos, respectivamente. Os dados de energia de 2002 devem utilizar os pesos oriundos da carteira calculada no per?odo de tempo anterior. Por fim, a produ??o de energia e?lica do per?odo entre 1998-2002 deve ser igualmente ponderada por 1/11. Conclui-se assim que as carteiras encontradas conseguiram demonstrar n?veis de variabilidade reduzidos quando comparados aos da produ??o individual dos parques e?licos offshore hipot?ticos

Este trabalho apresenta uma metodologia para a alocação de fontes de reativos em sistemas de energia elétrica. A metodologia é baseada no multiplicador de Lagrange, o qual indica a sensibilidade entre a função objetivo perdas de potência ativa na transmissão, e as restrições injeções de potência reativa. Os multiplicadores de Lagrange são obtidos impondo-se as condições de estacionaridade à função Lagrangeana Aumentada, a qual é associada ao problema de Fluxo de Carga Ótimo. A metodologia é comparada com o método Simplex e com o sistema original. Testes foram realizados com os sistemas AEP14 e AEP30 que mostraram a eficiência da metodologia. / This work presents a methodology for the allocation of reactive sources in electrical power systems. The methodology is based on Lagrange\'s multiplier that points out the sensibility between the objective function - transmission active power loss and the constraints reactive power injections. The Lagrange\'s multipliers are obtained by imposing the conditions of stationarity at Augmented Lagrangeana function, that is connected to the Optimal Load Flow problem. The methodology is compared with the Simplex method and the original system. Tests were canied out with AEP14 and AEP30 systems, that showed the efficiency of the methodology.