Optimal Harvesting of a Randomly Fluctuating Resource. II: Numerical Methods and Results
Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Ordinary differential equations and systems with randomness (34F05) Control problems involving ordinary differential equations (34H05) Existence of optimal solutions to problems involving randomness (49J55) Hamilton-Jacobi theories (49L99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Mathematical programming (90C99)
- Optimal management of replenishable resources in a predator-prey system with randomly fluctuating population
- Optimal harvesting of a logistic population in an environment with stochastic jumps
- An optimal harvesting policy for a logistic model in a randomly varying environment
- Optimal harvesting with both population and price dynamics
- Redefining the maximum sustainable yield for the Schaefer population model including multiplicative environmental noise
- Optimal harvesting policy of logistic population model in a randomly fluctuating environment
- Optimal harvesting strategy for a stochastic mutualism system in a polluted environment with regime switching
- Optimal harvesting of a stochastic logistic model with time delay
- Optimal harvesting policy for a stochastic predator-prey model
- Shot noise perturbations and mean first passage times between stable states
- A simplified feedback approach to optimal resource management.
- Optimal harvesting policy of a stochastic food chain population model
- Analysis of a stochastic tri-trophic food-chain model with harvesting
- Optimal control of harvesting in a stochastic metapopulation model
- Optimal harvesting policy of a stochastic predator-prey model with time delay
- Optimal harvesting of a stochastic delay competitive model
- Uncertainty and Information in Fishery Management Models: A Bayesian Updating Algorithm
- Optimal harvesting of a stochastic mutualism model with Lévy jumps
- Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints
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