On optimal mean-variance harvesting rules
DOI10.1016/0025-5564(79)90059-2zbMATH Open0412.92016OpenAlexW2001125819MaRDI QIDQ1259989FDOQ1259989
Authors: Alan Gleit
Publication date: 1979
Published in: Mathematical Biosciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0025-5564(79)90059-2
stochastic optimizationIto equationlinear harvesting policylinear populationmanaging renewable resourcesoptimal mean-variance harvesting rulesstochastic population
Population dynamics (general) (92D25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic games; gambling (91A60)
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