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Vilnius University

1. Dumskis, Valerijonas. Analysis and application of methods for search of stochastic equilibrium.

Degree: PhD, Informatics Engineering, 2014, Vilnius University

The research subject of the dissertation is the analysis of the model of heterogenous agents and its application for modelling stochastic Nash and Stackelberg equilibriums, applying the Monte Carlo method. The aim of the dissertation is to identify the impact of heterogeneous agents on the formation of the economic bubble, to create and examine algorithms for special bilevel stochastic programming problems and for search of the stochastic Nash equilibrium, applying the Monte Carlo method. The thesis offers a mathematical model for identification of the beginning of the bubble. This model has been applied for the analysis of the real estate bubble in Lithuania. In cases of uncertainty, decisions are often made by several individuals whose interests do not coincide. In such situations one of the concepts of the equilibrium is the stochastic Nash equilibrium. The dissertation examines the stochastic Nash equilibrium and offers the algorithm for gradient search of this equilibrium. The algorithm for gradient search of the stochastic Nash equilibrium was examined by solving the problem of electricity market with precedent agreements. The dissertation offers the algorithm for solving the optimization problem where the objective function and constraints contain conditional value at risk and by solving the test problem the behaviour of the algorithm is investigated. The dissertation proposes the algorithm for solving the two stage stochastic linear problem, employing the method of... [to full text]

Disertacijos objektas – heterogeninių agentų modelio tyrimas ir taikymas stochastinėms Nešo ir Stakelbergo pusiausvyroms modeliuoti Monte Karlo metodu. Darbo tikslas – nustatyti heterogeninių agentų įtaką ekonominio burbulo susidarymui, sukurti ir ištirti dviejų lygių stochastinio programavimo specialių uždavinių bei stochastinės Nešo pusiausvyros paieškos Monte Karlo algoritmus. Netvarių būsenų (burbulų ir jų griūčių) identifikavimas labai svarbus ekonomikai bei finansams. Disertacijoje pateiktas burbulo pradžios identifikavimo matematinis modelis, kurį taikant buvo ištirtas Lietuvos nekilnojamojo turto burbulas. Esant neapibrėžtumui, sprendimus dažnai priima keli individai, kurių interesai nesutampa. Tokiose situacijose taikoma viena iš pusiausvyros koncepcijų, būtent, stochastinė Nešo pusiausvyra. Darbe ištirta stochastinė Nešo pusiausvyra ir pasiūlytas jos gradientinės paieškos algoritmas. Stochastinės Nešo pusiausvyros gradientinės paieškos algoritmas ištirtas sprendžiant elektros rinkos su išankstiniais sandoriais uždavinį. Optimizavimo uždavinys, kurio tikslo funkcijoje ir ribojimuose yra sąlyginės rizikos reikšmė yra dviejų lygių stochastinio programavimo uždavinys. Disertacijoje pasiūlytas tokio uždavinio sprendimo algoritmas ir testiniu uždaviniu ištirta jo elgsena. Jei stochastinis dviejų etapų tiesinis uždavinys sprendžiamas reikšmingų imčių metodu, tai gaunamas dviejų lygių stochastinio programavimo uždavinys. Disertacijoje pasiūlytas stochastinio dviejų etapų... [toliau žr. visą tekstą]

Advisors/Committee Members: ŽILINSKAS, ANTANAS (Doctoral dissertation committee chair), AUGUTIS, JUOZAS (Doctoral dissertation committee member), DUČINSKAS, KĘSTUTIS (Doctoral dissertation committee member), MARCINKEVIČIUS, VIRGINIJUS (Doctoral dissertation committee member), ZAVADSKAS, EDMUNDAS KAZIMIERAS (Doctoral dissertation committee member), BAREIŠA, EDUARDAS (Doctoral dissertation opponent), JAKAITIENĖ, AUDRONĖ (Doctoral dissertation opponent), SAKALAUSKAS, LEONIDAS (Doctoral dissertation supervisor), BELOVAS, IGORIS (Doctoral dissertation opponent), JAKAITIENĖ, AUDRONĖ (Doctoral dissertation opponent).

Subjects/Keywords: Stochastic equilibrium; Stackelberg; Nash equilibriums; Bilevel stochastic programming problem; Stochastinė pusiausvyra; Stakelbergo; Nešo pusiausvyros; Dviejų lygių stochastinis uždavinys

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Dumskis, Valerijonas. (2014). Analysis and application of methods for search of stochastic equilibrium. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;

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Author name may be incomplete

Chicago Manual of Style (16th Edition):

Dumskis, Valerijonas. “Analysis and application of methods for search of stochastic equilibrium.” 2014. Doctoral Dissertation, Vilnius University. Accessed January 17, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Dumskis, Valerijonas. “Analysis and application of methods for search of stochastic equilibrium.” 2014. Web. 17 Jan 2021.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Dumskis, Valerijonas. Analysis and application of methods for search of stochastic equilibrium. [Internet] [Doctoral dissertation]. Vilnius University; 2014. [cited 2021 Jan 17]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Dumskis, Valerijonas. Analysis and application of methods for search of stochastic equilibrium. [Doctoral Dissertation]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

2. Adouane, Amine Mohamed. Dynamic management of spectral resources in LTE networks : Gestion dynamique des ressources spectrales dans les réseaux LTE.

Degree: Docteur es, Informatique, 2015, Versailles-St Quentin en Yvelines

La croissance exponentielle du nombre de dispositifs communicants et des services sans fils émergents fixe des objectifs toujours plus haut pour répondre à la demande de capacité sans cesse croissante des utilisateurs. Cela pose des défis constants pour atteindre les objectifs envisagés. La réutilisation spectrale élevée (High efficiency spectral reuse) a été adopté, cependant, elle conduit à des interférences accrues sur le réseau, ce qui dégrade les performances. L'OFDM (Orthogonal Frequency Division Multiplexing) est utilisé comme solution dans les réseaux de 4 G. Grâce à son orthogonalité, l'OFDM élimine l'interférence intra-cellulaire, mais l'interférence inter-cellule reste importante. Plusieurs méthodes connues sous le nom d'Inter-Cell interférences coordination (ICIC) ont été proposées pour les diminuer. L'ICIC permet la gestion des ressources radio coordonnée entre plusieurs cellules appelées ENodeB. Ces eNodeB peuvent partager les informations nécessaires grâce à l'interface X2 qui les relient, ces informations sont transmises par des messages LTE normalisés. Lorsque les ENodeBs sélectionnent égoïstement les ressources, la théorie de jeux non-coopératifs est largement appliquée pour trouver un juste équilibre. Dans cette thèse, nous mettons l'accent sur l'ICIC pour la liaison descendante d'un système OFDMA cellulaire dans le contexte du projet SOAPS (Spectrum opportuniste accès à la Sécurité publique). Ce projet a pour but l'amélioration de la planification des ressources de fréquences pour fournir des services à large bande dans les systèmes PMR (radiocommunications mobiles privées) en utilisant les technologies LTE. Nous adressons le problème d'ICIC en proposant quatre solutions différentes sous forme d'algorithmes entièrement décentralisés, ces algorithmes se basent sur la théorie des jeux non-coopératifs avec des équilibres de Nash purs des jeux considérés

The exponential growth in the number of communications devices has set out new ambitious targets to meet the ever-increasing demand for user capacity in emerging wireless systems. However, the inherent impairments of communication channels in cellular systems pose constant challenges to meet the envisioned targets. High spectral reuse efficiency was adopted as a solution to higher data rates. Despite its benefits, high spectral reuse leads to increased interference over the network, which degrades performances of mobile users with bad channel quality. To face this added interfence, OFDM (Orthogonal Frequency Division Multiplexing) is used for the new 4th generation network. Thanks to its orthogonality OFDM eliminates the intra-cellular interference, but when the same resources are used in two adjacents cells, the inter-cell interference becomes severe. To get rid of the latter, several methods for Inter-Cell Interference Coordination (ICIC) have been proposed. ICIC allows coordinated radio resources management between multiple cells. The eNodeBs can share resource usage information and interference levels over the X2 interface through…

Advisors/Committee Members: Tohmé, Samir (thesis director), Khawam, Kinda (thesis director).

Subjects/Keywords: LTE 4G; Théorie des jeux; OFDM; Inter-cell interférences coordination (ICIC); Radiocommunications mobiles privées; LTE 4G; Game theory; OFDM; ICIC; Private mobile radio (PMR); Resource blocks (RBs); Power control; Nash equilibriums; Dynamic scheduling; Resource management

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Adouane, A. M. (2015). Dynamic management of spectral resources in LTE networks : Gestion dynamique des ressources spectrales dans les réseaux LTE. (Doctoral Dissertation). Versailles-St Quentin en Yvelines. Retrieved from http://www.theses.fr/2015VERS007V

Chicago Manual of Style (16th Edition):

Adouane, Amine Mohamed. “Dynamic management of spectral resources in LTE networks : Gestion dynamique des ressources spectrales dans les réseaux LTE.” 2015. Doctoral Dissertation, Versailles-St Quentin en Yvelines. Accessed January 17, 2021. http://www.theses.fr/2015VERS007V.

MLA Handbook (7th Edition):

Adouane, Amine Mohamed. “Dynamic management of spectral resources in LTE networks : Gestion dynamique des ressources spectrales dans les réseaux LTE.” 2015. Web. 17 Jan 2021.

Vancouver:

Adouane AM. Dynamic management of spectral resources in LTE networks : Gestion dynamique des ressources spectrales dans les réseaux LTE. [Internet] [Doctoral dissertation]. Versailles-St Quentin en Yvelines; 2015. [cited 2021 Jan 17]. Available from: http://www.theses.fr/2015VERS007V.

Council of Science Editors:

Adouane AM. Dynamic management of spectral resources in LTE networks : Gestion dynamique des ressources spectrales dans les réseaux LTE. [Doctoral Dissertation]. Versailles-St Quentin en Yvelines; 2015. Available from: http://www.theses.fr/2015VERS007V

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