## Ciclo de Palestras – Segundo Semestre de 2017

As palestras ocorrerem no Auditório do Laboratório de Sistemas Estocásticos (LSE), sala I-044b, as 15:30 h, a menos de algumas exceções devidamente indicadas.

**Lista completa (palestras previstas para datas futuras podem sofrer alterações)**

Probabilistic constraints arise in many real-life problems, for example electricity network expansion, mineral blending, chemical engineering. Typically, these constraints are used when an inequality system involves random parameters considered as critical for the decision making process.

A key concept to numerically dealing with probabilistic constraints is that of p-efficient points. By adopting a dual point of view, we develop a solution framework that includes and extends various existing formulations. The unifying approach is built on the basis of a recent generation of bundle methods called with on-demand accuracy, characterized by its versatility and flexibility.

The methodology is illustrated on the optimal management of a chain of cascaded reservoirs coupled with turbines producing electrical energy.

Joint work with W. van Ackooij, V. Berge and W. de Oliveira

Max Oliveira de Souza (UFF)

*Fixation in finite populations: discrete and continuous views*Max Oliveira de Souza (UFF)

We will present two different viewpoints on fixation: In the first part of the talk, we identify a general class of evolutive processes which share many features with the classical Moran and Wright-Fisher (WF) processes—and include both of them. We also identify when a process in this class will have a strictly increasing fixation, and show that (WF) processes may have a decreasing fixation, contrary to the Moran processes. We also show that WF is universal from the point of view of fixation: given almost any fixation vector, there is at least one WF process that realises it. In the second part, we show how to construct continuous approximations of the fixation probability for birth-death processes that are valid beyond the weak-selection limit. Using this approximation we give continuous restatements of two classical concepts in the discrete setting: (i) the ESS$_N$ and (ii) risk dominant strategies. In particular, we obtain an asymptotic definition in the quasi-neutral regime of the celebrated 1/3 law. This is joint work with FACC Chalub.

Para alguns autores o século XX foi o fim das grandes certezas na História das Ciências, o fim da era da inocência. Na Economia, infelizmente, chegamos ao século XXI sem que as grandes certezas fossem minimamente abaladas, ainda que empiricamente não tenham qualquer sustentação. A Crise de 2008/2009 levou a um intenso debate e economistas renomados foram chamados ao Congresso Americano para explicar por que não foram capazes de prever a Grande Crise. As ciências sociais, em geral, carecem de um método comum e aceito por todos de refutação de teorias o que permite a coexistência de teorias antagônicas para explicar os fenômenos. No entanto, da mesma forma que os argumentos teóricos, as implicações derivadas para política econômica são igualmente antagônicas. Na palestra, será apresentado um referencial teórico e metodológico distinto do mainstream econômico e serão discutidas as diferentes implicações para política econômica, procurando trazer a análise para a atual situação da economia brasileiras e as propostas alternativa existentes.