A stochastic (adaptive) problem of optimal harvesting (Q2739952)

The author studies the parametric model of optimal gather in harvest NEWLINE\[NEWLINE\int_{0}^{T}y(t,\theta)dt+x(T,\theta)\to \max\limits_{y(t,\theta)\geq 0},NEWLINE\]NEWLINE where the population concentration \(x(t,\theta)\) is a solution of the Cauchy problem NEWLINE\[NEWLINEdx/dt=\phi(x,t,\theta)-y,\quad x(0)=x_0,NEWLINE\]NEWLINE \(\theta\) is a stochastic parameter, and \(y(t,\theta)\) is an adaptive control strategy. In the case when the stochastic parameter is piecewise constant and changes in fixed moments, a synthesis of an adaptive trajectory and strategy of optimal control is constructed. Five simple models of population growth are presented.