Decentralized supply chain formation using max-sum loopy belief propagation

Supply chain formation is the process by which a set of producers within a network determine the subset of these producers able to form a chain to supply goods to one or more consumers at the lowest cost. This problem has been tackled in a number of ways, including auctions, negotiations, and argumentation-based approaches. In this paper we show how this problem can be cast as an optimization of a pairwise cost function. Optimizing this class of energy functions is NP-hard but efficient approximations to the global minimum can be obtained using loopy belief propagation (LBP). Here we detail a max-sum LBP-based approach to the supply chain formation problem, involving decentralized message-passing between supply chain participants. Our approach is evaluated against a well-known decentralized double-auction method and an optimal centralized technique, showing several improvements on the auction method: it obtains better solutions for most network instances which allow for competitive equilibrium (Competitive equilibrium in Walsh and Wellman is a set of producer costs which permits a Pareto optimal state in which agents in the allocation receive non-negative surplus and agents not in the allocation would acquire non-positive surplus by participating in the supply chain) while also optimally solving problems where no competitive equilibrium exists, for which the double-auction method frequently produces inefficient solutions. © 2012 Wiley Periodicals, Inc.

Spectrum redistribution for cognitive radios using discriminatory spectrum double auction

With the reformation of spectrum policy and the development of cognitive radio, secondary users will be allowed to access spectrums licensed to primary users. Spectrum auctions can facilitate this secondary spectrum access in a market-driven way. To design an efficient auction framework, we first study the supply and demand pressures and the competitive equilibrium of the secondary spectrum market, considering the spectrum reusability. In well-designed auctions, competition among participants should lead to the competitive equilibrium according to the traditional economic point of view. Then, a discriminatory price spectrum double auction framework is proposed for this market. In this framework, rational participants compete with each other by using bidding prices, and their profits are guaranteed to be non-negative. A near-optimal heuristic algorithm is also proposed to solve the auction clearing problem of the proposed framework efficiently. Experimental results verify the efficiency of the proposed auction clearing algorithm and demonstrate that competition among secondary users and primary users can lead to the competitive equilibrium during auction iterations using the proposed auction framework. Copyright © 2011 John Wiley & Sons, Ltd.

How many contracts in an auction sale

Making sense of auction sales, in terms of English contract law, is no easy task. Despite the common perception of hammers hitting blocks, signifying the creation of the basic sale contract,1 a typical auction sale necessarily involves the making of several forms of contract other than the obvious primary sale agreement. The purpose of this article, therefore, is threefold, namely, to (1) examine these various forms of contractual relationship2 which may come into existence as a result of a traditional (face to face) auction sale; (2) consider specifically the selling of land at public auction with a view to advocating a change in the law requiring the formality of writing for sales contracts of land for both private and public auctions, and (3) compare briefly the contractual elements of an online ascending model of auction sale typified by the eBay phenomenon.

Improved adaptivity and robustness in decentralised multi-camera networks

In this paper we present increased adaptivity and robustness in distributed object tracking by multi-camera networks using a socio-economic mechanism for learning the vision graph. To build-up the vision graph autonomously within a distributed smart-camera network, we use an ant-colony inspired mechanism, which exchanges responsibility for tracking objects using Vickrey auctions. Employing the learnt vision graph allows the system to optimise its communication continuously. Since distributed smart camera networks are prone to uncertainties in individual cameras, such as failures or changes in extrinsic parameters, the vision graph should be sufficiently robust and adaptable during runtime to enable seamless tracking and optimised communication. To better reflect real smart-camera platforms and networks, we consider that communication and handover are not instantaneous, and that cameras may be added, removed or their properties changed during runtime. Using our dynamic socio-economic approach, the network is able to continue tracking objects well, despite all these uncertainties, and in some cases even with improved performance. This demonstrates the adaptivity and robustness of our approach.

Identificação das políticas de incentivo ao desenvolvimento da energia eólica no Rio Grande do Norte (RN)

Energy is a vital resource for social and economic development. In the present scenario, the search for alternative energy sources has become fundamental, especially after the oil crises between 1973 and 1979, the Chernobyl nuclear accident in 1986 and the Kyoto Protocol in 1997. The demand for the development of new alternative energy sources aims to complement existing forms allows to meet the demand for energy consumption with greater security. Brazil, with the guideline of not dirtying the energy matrix by the fossil fuels exploitation and the recent energy crisis caused by the lack of rains, directs energy policies for the development of other renewable energy sources, complementing the hydric. This country is one of the countries that stand out for power generation capacity from the winds in several areas, especially Rio Grande do Norte (RN), which is one of the states with highest installed power and great potential to be explored. In this context arises the purpose of this work to identify the incentive to develop policies of wind energy in Rio Grande do Norte. The study was conducted by a qualitative methodology of data analysis called content analysis, oriented for towards message characteristics, its informational value, the words, arguments and ideas expressed in it, constituting a thematic analysis. To collect the data interviews were conducted with managers of major organizations related to wind energy in Brazil and in the state of Rio Grande do Norte. The identification of incentive policies was achieved in three stages: the first seeking incentives policies in national terms, which are applied to all states, the second with the questionnaire application and the third to research and data collection for the development of the installed power of the RN as compared to other states. At the end, the results demonstrated hat in Rio Grande do Norte state there is no incentive policy for the development of wind power set and consolidated, specific actions in order to optimize the bureaucratic issues related to wind farms, especially on environmental issues. The absence of this policy hinders the development of wind energy RN, considering result in reduced competitiveness and performance in recent energy auctions. Among the perceived obstacles include the lack of hand labor sufficient to achieve the reporting and analysis of environmental licenses, the lack of updating the wind Atlas of the state, a shortfall of tax incentives. Added to these difficulties excel barriers in infrastructure and logistics, with the lack of a suitable port for large loads and the need for reform, maintenance and duplication of roads and highways that are still loss-making. It is suggested as future work the relationship of the technology park of energy and the development of wind power in the state, the influence of the technology park to attract businesses and industries in the wind sector to settle in RN and a comparison of incentive policies to development of wind energy in the Brazilian states observing wind development in the same states under study.

A dinâmica da taxa de câmbio no Brasil face às operações swap (2002-2015)

This dissertation investigates, based on the Post-Keynesian theory and on its concept of monetary economy of production, the exchange rate behavior of the Brazilian Real in the presence of Brazilian Central Bank's interventions by means of the so-called swap transactions over 2002-2015. Initially, the work analyzes the essential properties of an open monetary economy of production and, thereafter, it presents the basic propositions of the Post-Keynesian view on the exchange rate determination, highlighting the properties of foreign exchange markets and the peculiarities of the Brazilian position into the international monetary and financial system. The research, thereby, accounts for the various segments of the Brazilian foreign exchange market. To accomplish its purpose, we first do a literature review of the Post-Keynesian literature about the topic. Then, we undertake empirical exams of the exchange rate determination using two statistical methods. On the one hand, to measure the volatility of exchange rate, we estimate Auto-regressive Conditional Heteroscedastic (ARCH) and Generalized Auto-regressive Conditional Heteroscedastic (GARCH) models. On the other hand, to measure the variance of the exchange rate in relation to real, financial variables, and the swaps, we estimate a Vector Auto-regression (VAR) model. Both experiments are performed for the nominal and real effective exchange rates. The results show that the swaps respond to exchange rate movements, trying to offset its volatility. This reveals that the exchange rate is, at least in a certain magnitude, sensitive to swaps transactions conducted by the Central Bank. In addition, another empirical result is that the real effective exchange rate responds more to the swaps auctions than the nominal rate.

Uncertainty and Speculators in an Auction for Emissions Permits

Auctions have become popular as means of allocating emissions permits in the emissions trading schemes developed around the world. Mostly, only a subset of the regulated polluters participate in these auctions along with speculators, creating a market with relatively few participants and, thus, incentive for strategic bidding. I characterize the bidding behavior of the polluters and the speculators, examining the effect of the latter on the profits of the former and on the auction outcome. It turns out that in addition to bidding for compliance, polluters also bid for speculation in the aftermarket. While the presence of the speculators forces the polluters to bid closer to their true valuations, it also creates a trade-off between increasing the revenue accrued to the regulator and reducing the profits of the auction-participating polluters. Nevertheless, the profits of the latter increase in the speculators' risk aversion.

Thalamic modulation of the cortisal slow oscillation

Il est bien établi que le thalamus joue un rôle crucial dans la génération de l’oscillation lente synchrone dans le cortex pendant le sommeil lent. La puissance des ondes lente / delta (0.2-4 Hz) est un indicateur quantifiable de la qualité du sommeil. La contribution des différents noyaux thalamiques dans la génération de l’activité à ondes lentes et dans sa synchronisation n’est pas connue. Nous émettons l’hypothèse que les noyaux thalamiques de premier ordre (spécifiques) influencent localement l’activité à ondes lentes dans les zones corticales primaires, tandis que les noyaux thalamiques d’ordre supérieur (non spécifiques) synchronisent globalement les activités à ondes lentes à travers de larges régions corticales. Nous avons analysé les potentiels de champ locaux et les activités de décharges de différentes régions corticales et thalamiques de souris anesthésiées alors qu’un noyau thalamique était inactivé par du muscimol, un agoniste des récepteurs GABA. Les enregistrements extracellulaires multi-unitaires dans les noyaux thalamiques de premier ordre (VPM) et d’ordre supérieur (CL) montrent des activités de décharges considérablement diminuées et les décharges par bouffées de potentiels d’action sont fortement réduites après inactivation. Nous concluons que l’injection de muscimol réduit fortement les activités de décharges et ne potentialise pas la génération de bouffées de potentiel d’action à seuil bas. L’inactivation des noyaux thalamiques spécifiques avec du muscimol a diminué la puissance lente / delta dans la zone corticale primaire correspondante. L’inactivation d’un noyau non spécifique avec le muscimol a significativement réduit la puissance delta dans l’ensemble du cortex étudié. Nos expériences démontrent que le thalamus a un rôle crucial dans la génération de l’oscillation lente corticale.

Avaliação diagnóstica e seu impacto na aprendizagem

Cada vez mais as escolas de governo assumem uma posição estratégica apoiando o Estado no aperfeiçoamento dos servidores públicos e dos serviços prestados por eles. A questão qualitativa que perpassa a atuação dessas escolas deve ser atentamente discutida por conta dessas implicações. Por isso, nesse cenário, buscou-se realizar um estudo de caso na Escola Nacional de Administração Pública - ENAP, escola de governo localizada em Brasília - Brasil. O objetivo geral da investigação foi verificar se a utilização da avaliação diagnóstica nos processos de avaliação dos cursos de formação e aperfeiçoamento da área de administração pública oferecidos pela Escola potencializa o grau de aprendizagem discente. Para levantar essa resposta e sua relação com o processo de ensino-aprendizagem, o público alvo escolhido foi a turma de dezembro/2015 do curso Fundamentos do Pregão Eletrônico. A partir da aplicação de uma avaliação diagnóstica junto aos alunos do curso, foi possível levantar dados importantes sobre as práticas pedagógicas e a estrutura do curso. Dos aspectos positivos, é possível ressaltar que a ênfase prática do curso confirmou-se de forma eficaz nas avaliações, até mesmo pelo perfil levantado dos alunos, contudo, um dos pontos frágeis que mais chamou a atenção durante a pesquisa foi o aspecto do cumprimento dos objetivos de aprendizagem. A avaliação diagnóstica revelou que metade da turma não se sentia apta as competências propostas pela ENAP. Ao final, foi possível confirmar a importância da avaliação diagnóstica como instrumento de avaliação e construção do conhecimento, propondo-se a sua implantação no curso Fundamentos do Pregão Eletrônico e, além de outras recomendações, a formação de uma cultura avaliativa na escola baseada na reflexão e na ação estratégica, que da mesma forma que um escultor, vai lapidando o processo educacional. O tema não finda com a obtenção e análise dos dados apresentados na pesquisa mas traz contribuições relevantes para a comunidade científica e poderá ainda, ser material importante para estudos futuros na área da excelência da Gestão Pública relacionada às escolas de governo.

Language-based Techniques for Practical and Trustworthy Secure Multi-party Computations

Secure Multi-party Computation (MPC) enables a set of parties to collaboratively compute, using cryptographic protocols, a function over their private data in a way that the participants do not see each other's data, they only see the final output. Typical MPC examples include statistical computations over joint private data, private set intersection, and auctions. While these applications are examples of monolithic MPC, richer MPC applications move between "normal" (i.e., per-party local) and "secure" (i.e., joint, multi-party secure) modes repeatedly, resulting overall in mixed-mode computations. For example, we might use MPC to implement the role of the dealer in a game of mental poker -- the game will be divided into rounds of local decision-making (e.g. bidding) and joint interaction (e.g. dealing). Mixed-mode computations are also used to improve performance over monolithic secure computations. Starting with the Fairplay project, several MPC frameworks have been proposed in the last decade to help programmers write MPC applications in a high-level language, while the toolchain manages the low-level details. However, these frameworks are either not expressive enough to allow writing mixed-mode applications or lack formal specification, and reasoning capabilities, thereby diminishing the parties' trust in such tools, and the programs written using them. Furthermore, none of the frameworks provides a verified toolchain to run the MPC programs, leaving the potential of security holes that can compromise the privacy of parties' data. This dissertation presents language-based techniques to make MPC more practical and trustworthy. First, it presents the design and implementation of a new MPC Domain Specific Language, called Wysteria, for writing rich mixed-mode MPC applications. Wysteria provides several benefits over previous languages, including a conceptual single thread of control, generic support for more than two parties, high-level abstractions for secret shares, and a fully formalized type system and operational semantics. Using Wysteria, we have implemented several MPC applications, including, for the first time, a card dealing application. The dissertation next presents Wys*, an embedding of Wysteria in F*, a full-featured verification oriented programming language. Wys* improves on Wysteria along three lines: (a) It enables programmers to formally verify the correctness and security properties of their programs. As far as we know, Wys* is the first language to provide verification capabilities for MPC programs. (b) It provides a partially verified toolchain to run MPC programs, and finally (c) It enables the MPC programs to use, with no extra effort, standard language constructs from the host language F*, thereby making it more usable and scalable. Finally, the dissertation develops static analyses that help optimize monolithic MPC programs into mixed-mode MPC programs, while providing similar privacy guarantees as the monolithic versions.

RAIMOUEST : la pêcherie française de raies dans le golfe normand-breton

The landing ban of Raja undulata has raised misunderstanding for French fishermen, particularly for those fishing in the Norman‐Breton gulf (Southeast of ICES Division VIIe) where this species is very abundant. In this context, the RAIMOUEST project was launched as a professional and scientist partnership in order to enhance fisheries data on the main ray species caught in the Norman-Breton Gulf (Raja undulata, Raja brachyura, Raja clavata, Raja montagui and Raja microocellata). The French ray fisheries fleet was identified and a sample of fishermen involved in rays fishing was interviewed. Landings and effort data (logbooks), auctions sales and sampling at sea aboard professional fishing vessels were analysed. This working document presents the current results of this study. The French fleet concerned by ray fishing in the Normand-Breton Gulf in 2012 was composed of 289 vessels, mainly coastal trawlers/dredgers and small length size netters and longliners. R. undulata is the main ray species in this area. This species seems to form a local stock in the Normand-Breton Gulf with some continuity in the Eastern English Channel and the Western part of the Western English Channel. Three ways of analysis were used to provide an indicative level of R. undulata stock: French landings before 2009 were estimated at least at 300 tons in the Western English Channel (VIIe) and 160 tons in the Normand-Breton Gulf; sales at auctions of the Basse-Normandie fleet before 2009 were estimated at 235 tons in the western English Channel and 35 tons in the eastern English Channel (VIId); discards by the French bottom trawl fleet in ICES Division VIIe in 2012 and 2013 were estimated at 750 tons. Information on the spatial distribution of the other ray species in the English Channel was also provided. The coastal localisation of nursery for R. undulata and R. clavata was highlighted.

Provable Security for Cryptocurrencies

The past several years have seen the surprising and rapid rise of Bitcoin and other “cryptocurrencies.” These are decentralized peer-to-peer networks that allow users to transmit money, tocompose financial instruments, and to enforce contracts between mutually distrusting peers, andthat show great promise as a foundation for financial infrastructure that is more robust, efficientand equitable than ours today. However, it is difficult to reason about the security of cryptocurrencies. Bitcoin is a complex system, comprising many intricate and subtly-interacting protocol layers. At each layer it features design innovations that (prior to our work) have not undergone any rigorous analysis. Compounding the challenge, Bitcoin is but one of hundreds of competing cryptocurrencies in an ecosystem that is constantly evolving. The goal of this thesis is to formally reason about the security of cryptocurrencies, reining in their complexity, and providing well-defined and justified statements of their guarantees. We provide a formal specification and construction for each layer of an abstract cryptocurrency protocol, and prove that our constructions satisfy their specifications. The contributions of this thesis are centered around two new abstractions: “scratch-off puzzles,” and the “blockchain functionality” model. Scratch-off puzzles are a generalization of the Bitcoin “mining” algorithm, its most iconic and novel design feature. We show how to provide secure upgrades to a cryptocurrency by instantiating the protocol with alternative puzzle schemes. We construct secure puzzles that address important and well-known challenges facing Bitcoin today, including wasted energy and dangerous coalitions. The blockchain functionality is a general-purpose model of a cryptocurrency rooted in the “Universal Composability” cryptography theory. We use this model to express a wide range of applications, including transparent “smart contracts” (like those featured in Bitcoin and Ethereum), and also privacy-preserving applications like sealed-bid auctions. We also construct a new protocol compiler, called Hawk, which translates user-provided specifications into privacy-preserving protocols based on zero-knowledge proofs.

Essays on Matching Markets and Their Equilibria

Matching theory and matching markets are a core component of modern economic theory and market design. This dissertation presents three original contributions to this area. The first essay constructs a matching mechanism in an incomplete information matching market in which the positive assortative match is the unique efficient and unique stable match. The mechanism asks each agent in the matching market to reveal her privately known type. Through its novel payment rule, truthful revelation forms an ex post Nash equilibrium in this setting. This mechanism works in one-, two- and many-sided matching markets, thus offering the first mechanism to unify these matching markets under a single mechanism design framework. The second essay confronts a problem of matching in an environment in which no efficient and incentive compatible matching mechanism exists due to matching externalities. I develop a two-stage matching game in which a contracting stage facilitates subsequent conditionally efficient and incentive compatible Vickrey auction stage. Infinite repetition of this two-stage matching game enforces the contract in every period. This mechanism produces inequitably distributed social improvement: parties to the contract receive all of the gains and then some. The final essay demonstrates the existence of prices which stably and efficiently partition a single set of agents into firms and workers, and match those two sets to each other. This pricing system extends Kelso and Crawford's general equilibrium results in a labor market matching model and links one- and two-sided matching markets as well.

Robot coordination for energy-balanced matching and sequence dispatch of robots to events

Given a set of events and a set of robots, the dispatch problem is to allocate one robot for each event to visit it. In a single round, each robot may be allowed to visit only one event (matching dispatch), or several events in a sequence (sequence dispatch). In a distributed setting, each event is discovered by a sensor and reported to a robot. Here, we present novel algorithms aimed at overcoming the shortcomings of several existing solutions. We propose pairwise distance based matching algorithm (PDM) to eliminate long edges by pairwise exchanges between matching pairs. Our sequence dispatch algorithm (SQD) iteratively finds the closest event-robot pair, includes the event in dispatch schedule of the selected robot and updates its position accordingly. When event-robot distances are multiplied by robot resistance (inverse of the remaining energy), the corresponding energy-balanced variants are obtained. We also present generalizations which handle multiple visits and timing constraints. Our localized algorithm MAD is based on information mesh infrastructure and local auctions within the robot network for obtaining the optimal dispatch schedule for each robot. The simulations conducted confirm the advantages of our algorithms over other existing solutions in terms of average robot-event distance and lifetime.