A notion of subgame perfect nash equilibrium under knightian uncertainty

We define a subgame perfect Nash equilibrium under Knightian uncertainty for two players, by means of a recursive backward induction procedure. We prove an extension of the Zermelo-von Neumann-Kuhn Theorem for games of perfect information, i. e., that the recursive procedure generates a Nash equilibrium under uncertainty (Dow and Werlang(1994)) of the whole game. We apply the notion for two well known games: the chain store and the centipede. On the one hand, we show that subgame perfection under Knightian uncertainty explains the chain store paradox in a one shot version. On the other hand, we show that subgame perfection under uncertainty does not account for the leaving behavior observed in the centipede game. This is in contrast to Dow, Orioli and Werlang(1996) where we explain by means of Nash equilibria under uncertainty (but not subgame perfect) the experiments of McKelvey and Palfrey(1992). Finally, we show that there may be nontrivial subgame perfect equilibria under uncertainty in more complex extensive form games, as in the case of the finitely repeated prisoner's dilemma, which accounts for cooperation in early stages of the game .

Análise da sobre-reação e sub-reação nos ativos de primeira e segunda lina do mercado acionário brasileiro

The Behavioral Finance develop as it is perceived anomalies in these markets efficient. This fields of study can be grouped into three major groups: heuristic bias, tying the shape and inefficient markets. The present study focuses on issues concerning the heuristics of representativeness and anchoring. This study aimed to identify the then under-reaction and over-reaction, as well as the existence of symmetry in the active first and second line of the Brazilian stock market. For this, it will be use the Fuzzy Logic and the indicators that classify groups studied from the Discriminant Analysis. The highest present, indicator in the period studied, was the Liabilities / Equity, demonstrating the importance of the moment to discriminate the assets to be considered "winners" and "losers." Note that in the MLCX biases over-reaction is concentrated in the period of financial crisis, and in the remaining periods of statistically significant biases, are obtained by sub-reactions. The latter would be in times of moderate levels of uncertainty. In the Small Caps the behavioral responses in 2005 and 2007 occur in reverse to those observed in the Mid-Large Cap. Now in times of crisis would have a marked conservatism while near the end of trading on the Bovespa speaker, accompanied by an increase of negotiations, there is an overreaction by investors. The other heuristics in SMLL occurred at the end of the period studied, this being a under-reaction and the other a over-reaction and the second occurring in a period of financial-economic more positive than the first. As regards the under / over-reactivity in both types, there is detected a predominance of either, which probably be different in the context in MLCX without crisis. For the period in which such phenomena occur in a statistically significant to note that, in most cases, such phenomena occur during the periods for MLCX while in SMLL not only biases are less present as there is no concentration of these at any time . Given the above, it is believed that while detecting the presence of bias behavior at certain times, these do not tend to appear to a specific type or heuristics and while there were some indications of a seasonal pattern in Mid- Large Caps, the same behavior does not seem to be repeated in Small Caps. The tests would then suggest that momentary failures in the Efficient Market Hypothesis when tested in semistrong form as stated by Behavioral Finance. This result confirms the theory by stating that not only rationality, but also human irrationality, is limited because it would act rationally in many circumstances

À beira do leito : sentimentos de pacientes durante a passagem de plantão em Unidade de Terapia Intensiva

This study aims to understand the feelings of patients admitted to the Intensive Care Unit (ICU) that experienced a change of shift at the bedside. The change of shift is one of the routines used by nursing in their work process and of great significance for the patient; therefore, deserves careful analysis in seeking to perfect themselves for the improvement of nursing care. It is a descriptive research, with a qualitative approach. The collection of information was performed using semi-structured interview, in August and September of 2011, after authorization from the Ethics Committee of the Federal University of Rio Grande do Norte, as opinion 290/2011. The analysis, based on interviews of patients, took the humanization as the thread of investigation backed by authors who deal on the subject and the theory of the gift of Marcel Mauss that sits on drug give-receive-return. The results indicate that the change of shift at the bedside but has not configured, the content of the speech of patients interviewed, as a moment that has generated fear and anxiety, could be deduced by the expression of silence, tears and other signs during interviews, how hard it is to live this experience. Nevertheless, despite this apparent tranquility, revealed uncertainty and apprehension face the speech of professional, during the visit at the bedside, particularly when referring to their health and their neighbors. On the other hand, the indifference to the participation of the patient at the time of the visit, expressing an attitude of merely technical nature, dehumanizes the act of taking care, the essence of nursing. And, for all the patients that we understand, about the visit to the bedside, as well as the ICU, we can infer that there is suffering for them. However, we understand your feelings and revelations seeking support in the theory of Mauss's gift: the patient receives the gift (care), and imbued with a feeling of gratitude, the rewards in the form of compliments and courtesies. Precisely for this reason, we need to sharpen our sensitivity to deal about the human condition in all its vulnerability.

Evaluation of an average numerator relationship matrix model and a Bayesian hierarchical model for growth traits in Nellore cattle with uncertain paternity

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Uma Fundamentação Intervalar Aplicada à Morfologia Matemática

This work present a interval approach to deal with images with that contain uncertainties, as well, as treating these uncertainties through morphologic operations. Had been presented two intervals models. For the first, is introduced an algebraic space with three values, that was constructed based in the tri-valorada logic of Lukasiewiecz. With this algebraic structure, the theory of the interval binary images, that extends the classic binary model with the inclusion of the uncertainty information, was introduced. The same one can be applied to represent certain binary images with uncertainty in pixels, that it was originated, for example, during the process of the acquisition of the image. The lattice structure of these images, allow the definition of the morphologic operators, where the uncertainties are treated locally. The second model, extend the classic model to the images in gray levels, where the functions that represent these images are mapping in a finite set of interval values. The algebraic structure belong the complete lattices class, what also it allow the definition of the elementary operators of the mathematical morphology, dilation and erosion for this images. Thus, it is established a interval theory applied to the mathematical morphology to deal with problems of uncertainties in images

Cauchy-Stieltjes Integral on Time Scales in Banach Spaces and Hysteresis Operators

The play operator has a fundamental importance in the theory of hysteresis. It was studied in various settings as shown by P. Krejci and Ph. Laurencot in 2002. In that work it was considered the Young integral in the frame of Hilbert spaces. Here we study the play in the frame of the regulated functions (that is: the ones having only discontinuities of the first kind) on a general time scale T (that is: with T being a nonempty closed set of real numbers) with values in a Banach space. We will be showing that the dual space in this case will be defined as the space of operators of bounded semivariation if we consider as the bilinearity pairing the Cauchy-Stieltjes integral on time scales.

Teleparallel equivalent of non-Abelian Kaluza-Klein theory

Based on the equivalence between a gauge theory for the translation group and general relativity, a teleparallel version of the non-Abelian Kaluza-Klein theory is constructed. In this theory, only the fiber-space turns out to be higher dimensional, spacetime being kept always four dimensional. The resulting model is a gauge theory that unifies, in the Kaluza-Klein sense, gravitational and gauge fields. In contrast with the ordinary Kaluza-Klein models, this theory defines a natural length scale for the compact submanifold of the fiber space, which is shown to be of the order of the Planck length.

Pion interactions in the X(3872)

We consider pion interactions in an effective field theory of the narrow resonance X(3872), assuming it is a weakly bound molecule of the charm mesons D-0(D) over bar (*0) and D-*0(D) over bar (0). Since the hyperfine splitting of the D-0 and D-*0 is only 7 MeV greater than the neutral pion mass, pions can be produced near threshold and are nonrelativistic. We show that pion exchange can be treated in perturbation theory and calculate the next-to-leading-order correction to the partial decay width Gamma[X -> D-0(D) over bar (0)pi(0)].

One loop conformal invariance of the superstring in an AdS(5) x S-5 background

It is proven that the pure spinor superstring in an AdS(5) x S-5 background remains conformally invariant at one loop level in the sigma model perturbation theory.

Can dissipation prevent explosive decomposition in high-energy heavy ion collisions?

We discuss the role of dissipation in the explosive spinodal decomposition scenario of hadron production during the chiral transition after a high-energy heavy ion collision. We use a Langevin description inspired by microscopic nonequilibrium field theory results to perform real-time lattice simulations of the behavior of the chiral fields. We show that the effect of dissipation can be dramatic. Analytic results for the short-time dynamics are also presented. (c) 2005 Elsevier B.V. All rights reserved.

Conformal field theory of AdS background with Ramond-Ramond flux

We review a formalism of superstring quantization with manifest six-dimensional spacetime supersymmetry, and apply it to AdS(3) x S-3 backgrounds with Ramond-Ramond flux. The resulting description is a conformal field theory based on a sigma model whose target space is a certain supergroup SU' (2\2).

Natural Peccei-Quinn symmetry in the 3-3-1 model with a minimal scalar sector

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On semiclassical analysis of pure spinor superstring in an AdS(5) x S-5 background

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Multivariate analysis of stable isotope data in the traceability process for birds

A análise isotópica tem se mostrado uma ferramenta de suma importância ao processo de rastreabilidade, no entanto, existem divergências nas análises estatísticas dos resultados, uma vez que os dados são dependentes e advindos de vários elementos químicos tais como Carbono, Hidrogênio, Oxigênio, Nitrogênio e Enxofre (CHON'S). Com o intuito de estabelecer a análise propícia para os dados de rastreabilidade em aves pela técnica de isótopos estáveis e avaliar a necessidade da análise conjunta das variáveis, foram usados dados de carbono-13 e de nitrogênio-15 de ovos (albúmen + gema) de poedeiras e músculo peitoral de frangos de corte, os quais foram submetidos à análise estatística univariada (Anova e complementada pelo teste de Tukey) e multivariada (Manova e Discriminante). Os dados foram analisados no software Minitab 16, e os resultados, consolidados na teoria, confirmam a necessidade de análise multivariada, mostrando também que a análise discriminante esclarece as dúvidas apresentadas nos resultados de outros métodos de análise comparados nesta pesquisa.

Uncertainties in the prediction of spatial variability of soil CO2 emissions and related properties

A emissão de CO2 do solo apresenta alta variabilidade espacial, devido à grande dependência espacial observada nas propriedades do solo que a influenciam. Neste estudo, objetivou-se: caracterizar e relacionar a variabilidade espacial da respiração do solo e propriedades relacionadas; avaliar a acurácia dos resultados fornecidos pelo método da krigagem ordinária e simulação sequencial gaussiana; e avaliar a incerteza na predição da variabilidade espacial da emissão de CO2 do solo e demais propriedades utilizando a simulação sequencial gaussiana. O estudo foi conduzido em uma malha amostral irregular com 141 pontos, instalada sobre a cultura de cana-de-açúcar. Nesses pontos foram avaliados a emissão de CO2 do solo, a temperatura do solo, a porosidade livre de água, o teor de matéria orgânica e a densidade do solo. Todas as variáveis apresentaram estrutura de dependência espacial. A emissão de CO2 do solo mostrou correlações positivas com a matéria orgânica (r = 0,25, p < 0,05) e a porosidade livre de água (r = 0,27, p <0,01) e negativa com a densidade do solo (r = -0,41, p < 0,01). No entanto, quando os valores estimados espacialmente (N=8833) são considerados, a porosidade livre de água passa a ser a principal variável responsável pelas características espaciais da respiração do solo, apresentando correlação de 0,26 (p < 0,01). As simulações individuais propiciaram, para todas as variáveis analisadas, melhor reprodução das funções de distribuição acumuladas e dos variogramas, em comparação à krigagem e estimativa E-type. As maiores incertezas na predição da emissão de CO2 estiveram associadas às regiões da área estudada com maiores valores observados e estimados, produzindo estimativas, ao longo do período estudado, de 0,18 a 1,85 t CO2 ha-1, dependendo dos diferentes cenários simulados. O conhecimento das incertezas gerado por meio dos diferentes cenários de estimativa pode ser incluído em inventários de gases do efeito estufa, resultando em estimativas mais conservadoras do potencial de emissão desses gases.