OPTIMAL HARVESTING OF A RANDOMLY FLUCTUATING RESOURCE .2. NUMERICAL-METHODS AND RESULTS

被引：31

作者：

LUDWIG, D ^{[1
]}

VARAH, JM ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,DEPT COMP SCI,VANCOUVER V6T 1W5,BC,CANADA

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1979年 / 37卷 / 01期

关键词：

D O I：

10.1137/0137012

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Numerical solutions are obtained for some diffusion equations which arise in optimal harvesting problems. In general, the optimal strategy depends strongly upon the amount of fluctuation in the system. However, in most cases, the discounted present value of a ″deterministic″ strategy is only slightly less than for the optimal strategy. The ″deterministic″ strategy may be substantially suboptimal if the discount rate is small, the potential harvesting effort is unlimited, and fluctuations are large. Stochastic effects are also important if the choice of strategy has a substantial effect upon the probability that the resource population may reach the point of collapse.

引用

页码：185 / 205

页数：21