Analysis of dynamical model for resource-based industry sustainable development

This paper aims at the sustainable development of resource-based industry. First, one-dimensional discrete dynamic model is formulated by considering exploitation and protection of renewable resource simultaneously, and then it is extended to two-dimensional dynamic model by assuming that government carries on the dynamic management to the exploitation speed of resource. The conditions of the existence and local stability of positive equilibrium are derived. The threshold of output is given which ensures the resource is stabilized at a fixed value. The global analysis of both models is represented by determining the feasible domain of attractor. The stability of positive fixed point at flip bifurcation and Neimark-Sacker bifurcation is respectively investigated with center manifold theorem and normal form. We also verify the given conclusions by the method of numerical analysis. In the end, we argued that if the government implements the dynamic quota management for resource exploitation, not only can we maintain a certain stock of resources so that people can get more resources permanently but also we can ensure a higher and wider output to meet the development of the industry.     

Harvesting of a phytoplankton–zooplankton model

Considering that some phytoplankton and zooplankton are harvested for food, a phytoplankton–zooplankton model with harvesting is proposed and investigated. First, stability conditions of equilibria and existence conditions of a Hopf-bifurcation are established. Our results indicate that over exploitation would result in the extinction of the population and an appropriate harvesting strategy should ensure the sustainability of the population which is in line with reality. Furthermore, the existence of bionomic equilibria and the optimal harvesting policy are discussed. The present value of revenues is maximized by using Pontryagin’s maximum principle subject to the state equations and the control constraints. We discussed the case of optimal equilibrium solution. It is found that the shadow prices remain constant over time in optimal equilibrium when they satisfy the transversality condition. It is established that the zero discounting leads to the maximization of economic revenue and that an infinite discount rate leads to complete dissipation of economic rent. Finally, some numerical simulations are given to illustrate our results.     

Evolutionary game model for a marketing cooperative with penalty for unfaithfulness

A game-theoretical model for the behaviour in a marketing cooperative is proposed. For the strategy choice an evolutionary dynamics is introduced. Considering a model with penalty for unfaithfulness and Cournot type market situation, it is shown that, if the penalty is effective then this strategy dynamics drives the players towards an attractive solution, a particular type of Nash equilibrium. A model with redistribution of penalty is also studied. For the symmetric case, on the basis of stability analysis of the strategy dynamics, in terms of the model parameters, sufficient conditions are provided for the strategy choice to converge to a strict Nash equilibrium.     

Multiple stability and uniqueness of the limit cycle in a Gause-type predator–prey model considering the Allee effect on prey

In this work, a bidimensional differential equation system obtained by modifying the well-known predator–prey Rosenzweig–MacArthur model is analyzed by considering prey growth influenced by the Allee effect.One of the main consequences of this modification is a separatrix curve that appears in the phase plane, dividing the behavior of the trajectories. The results show that the equilibrium in the origin is an attractor for any set of parameters. The unique positive equilibrium, when it exists, can be either an attractor or a repeller surrounded by a limit cycle, whose uniqueness is established by calculating the Lyapunov quantities. Therefore, both populations could either reach deterministic extinction or long-term deterministic coexistence.The existence of a heteroclinic curve is also proved. When this curve is broken by changing parameter values, then the origin turns out to be an attractor for all orbits in the phase plane. This implies that there are plausible conditions where both populations can go to extinction. We conclude that strong and weak Allee effects on prey population exert similar influences on the predator–prey model, thereby increasing the risk of ecological extinction.     

The dynamic behavior of deterministic and stochastic delayed SIQS model

In this paper, we present the deterministic and stochastic delayed SIQS epidemic models. For the deterministic model, the basic reproductive number $R_{0}$ is given. Moreover, when $R_{0}<1$, the disease-free equilibrium is globally asymptotical stable. When $R_{0}>1$ and additional conditions hold, the endemic equilibrium is globally asymptotical stable. For the stochastic model, a sharp threshold $\overset{\wedge }{R}_{0}$ which determines the extinction or persistence in the mean of the disease is presented. Sufficient conditions for extinction and persistence in the mean of the epidemic are established. Numerical simulations are also conducted in the analytic results.     

Resource leasing and optimal periodic capital investments

In this paper we analyse a fishery resource exploitation model in which a single firm or a cartel has leased the rights to manage the resources independently. Two variables, resource level and the capital level, determine the dynamics of the resource system. The leasing contract includes an incentive for the agent to maintain the resource level high. The main result is that sole-agent resource management and efficiency of the resource use do not necessarily imply that the fishery is stabilized at a unique steady state level. Instead, the optimal resource exploitation may lead to periodic capital investments in fishing vessels and gear which in turn causes cycles in the resource economy. We show analytically that nonzero discount rate and low capital depreciation rate both favor the conditions under which periodic optimal solutions may occur. Simulation results related to a Baltic herring fishery are used to illustrate the results.This research was partly supported by the Austrian Science Foundation under contract number P7783. The support of the Academy of Finland and Yrjö Jahnsson Foundation to V. K. is greatly appreciated. We thank Carl Folke, Mikael Hildén and Steffen Jørgensen and three anonymous referees for helpful comments. V. K. thanks the Beijer Institute of the Royal Swedish Academy of Science for its hospitality.     

Expectation-Stock Dynamics in Multi-Agent Fisheries

In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizing players harvest fish and sell their catch on m markets. We assume that the players do not know the law governing the reproduction of the resource. Instead they use an adaptive updating scheme to forecast the future fish stock. We analyze the resulting dynamical system which describes how the fish population and the forecasts (expectations) of the players evolve over time. We provide results on the existence and local stability of steady states. We consider the set of initial conditions which give non-negative trajectories converging to an equilibrium and illustrate how this set can be characterized. We show how such sets may change as some structural parameters of our model are varied and how these changes can be explained. This paper extends existing results in the literature by showing that they also hold in our two-dimensional framework. Moreover, by using analytical and numerical methods, we provide some new results on global dynamics which show that such sets of initial conditions can have complicated topological structures, a situation which may be particularly troublesome for policymakers.     

Dynamics of an intraguild predation food web model with strong Allee effect in the basal prey

Since intraguild predation (IGP) is a ubiquitous and important community module in nature and Allee effect has strong impact on population dynamics, in this paper we propose a three-species IGP food web model consisted of the IG predator, IG prey and basal prey, in which the basal prey follows a logistic growth with strong Allee effect. We investigate the local and global dynamics of the model with emphasis on the impact of strong Allee effect. First, positivity and boundedness of solutions are studied. Then existence and stability of the boundary and interior equilibria are presented and the Hopf bifurcation curve at an interior equilibrium is given. The existence of a Hopf bifurcation curve indicates that if competition between the IG prey and IG predator for the basal resource lies below the curve then the interior equilibrium remains stable, while if it lies above the curve then the interior equilibrium loses its stability. In order to explore the impact of Allee effect, the parameter space is classified into sixteen different regions and, in each region, the number of interior equilibria is determined and the corresponding bifurcation diagrams on the Allee threshold are given. The extinction parameter regions of at least one species and the necessary coexistence parameter regions of all three species are provided. In addition, we explore possible dynamical patterns, i.e., the existence of multiple attractors. By theoretical analysis and numerical simulations, we show that the model can have one (i.e. extinction of all species), two (i.e. bi-stability) or three (i.e. tri-stability) attractors. It is also found by simulations that when there exists a unique stable interior equilibrium, the model may generate multiple attracting periodic orbits and the coexistence of all three species is enhanced as the competition between the IG prey and IG predator for the basal resource is close to the Hopf bifurcation curve from below. Our results indicate that the intraguild predation food web model exhibits rich and complex dynamic behaviors and strong Allee effect in the basal prey increases the extinction risk of not only the basal prey but also the IG prey or/and IG predator.     

Heterogeneous virus propagation in networks: a theoretical study

The node‐based epidemic modeling is an effective approach to the understanding of the impact of the structure of the propagation network on the epidemics of electronic virus. In view of the heterogeneity of the propagation network, a heterogeneous node‐based SIRS model is proposed. Theoretical analysis shows that the maximum eigenvalue of a matrix related to the model determines whether viruses tend to extinction or persist. When viruses persist, the connectedness of the propagation network implies the existence and uniqueness of a viral equilibrium, and a set of sufficient conditions for the global stability of the viral equilibrium are given. Numerical examples verify the correctness of our results. Copyright © 2016 John Wiley & Sons, Ltd.     

A robust optimization model for multi-site production planning problem in an uncertain environment

This paper addresses the multi-site production planning problem for a multinational lingerie company in Hong Kong subject to production import/export quotas imposed by regulatory requirements of different nations, the use of manufacturing factories/locations with regard to customers’ preferences, as well as production capacity, workforce level, storage space and resource conditions at the factories. In this paper, a robust optimization model is developed to solve multi-site production planning problem with uncertainty data, in which the total costs consisting of production cost, labor cost, inventory cost, and workforce changing cost are minimized. By adjusting penalty parameters, production management can determine an optimal medium-term production strategy including the production loading plan and workforce level while considering different economic growth scenarios. The robustness and effectiveness of the developed model are demonstrated by numerical results. The trade-off between solution robustness and model robustness is also analyzed.     

A prey-predator model with harvesting for fishery resource with reserve area

Considering that over exploitation would result in the extinction of the population, we propose and investigate a Holling II functional response prey-predator model with harvesting for fishery resource in a two-patch environment: a free fishing zone (patch 1) and a reserve zone (patch 2) where fishing is strictly prohibited. First, the presence of harvesting can impact the existence of equilibria. Further, stability criteria of the model is analyzed both from local and global point of view. Our results indicate that so long as the prey population in the reserved zone does not extinct, the both prey always exist, that is marine reserves should ensure the sustainability of system. Thus, marine reserves not only protect species inside the reserve area but they can also increase fish abundance in adjacent areas. Next, the existence of bionomic equilibrium and the optimal harvesting policy are discussed. The present value of revenues is maximized by using Pontryagin’s maximum principle. It is established that an infinite discount rate leads to complete dissipation of economic rent. Finally, some numerical simulations are given to illustrate our results.     

Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty

We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic maximum principles for such games, both in the zero-sum case (finding conditions for saddle points) and for the nonzero sum games (finding conditions for Nash equilibria). We then apply these results to study robust optimal portfolio-consumption problems with penalty. We establish a connection between market viability under model uncertainty and equivalent martingale measures. In the case with entropic penalty, we prove a general reduction theorem, stating that a optimal portfolio-consumption problem under model uncertainty can be reduced to a classical portfolio-consumption problem under model certainty, with a change in the utility function, and we relate this to risk sensitive control. In particular, this result shows that model uncertainty increases the Arrow–Pratt risk aversion index.     

随机需求下考虑风险行为的闭环供应链网络均衡模型

以变分不等式和均衡理论为基本研究工具,研究了随机需求与再制造率不确定条件下多个竞争型的供应商、制造商、零售商及消费市场的行为及均衡条件。对所建立的多级闭环供应链网络均衡模型,通过拟牛顿算法求解变分不等式,并仿真分析了再制造率、回收率以及风险因素对闭环供应链网络均衡结果的影响。结果表明:制造商提高再制造率能实现供应链成员利润的增加、产品价格的降低以及回收量的增加;制造商基于风险最小化和利润最大化相结合的原则进行决策能增加产品的交易量及企业的利润。     

Restricted generalized Nash equilibria and controlled penalty algorithm

The generalized Nash equilibrium problem (GNEP) is a generalization of the standard Nash equilibrium problem, in which each player’s strategy set may depend on the rival players’ strategies. The GNEP has recently drawn much attention because of its capability of modeling a number of interesting conflict situations in, for example, an electricity market and an international pollution control. However, a GNEP usually has multiple or even infinitely many solutions, and it is not a trivial matter to choose a meaningful solution from those equilibria. The purpose of this paper is two-fold. First we present an incremental penalty method for the broad class of GNEPs and show that it can find a GNE under suitable conditions. Next, we formally define the restricted GNE for the GNEPs with shared constraints and propose a controlled penalty method, which includes the incremental penalty method as a subprocedure, to compute a restricted GNE. Numerical examples are provided to illustrate the proposed approach.     

POPULATION AND HARVESTING THEORY FOR NONLINEAR SEX AND AGE-STRUCTURED RESOURCES

A sex-age-structured population model with density dependence in the conversion of reproductive potentials into zygotes and in first year survivorship is described. The model has two equilibria; the smallest is mathematically unstable, and the origin and the larger equilibrium are locally stable. The population can thus go extinct for certain initial states, or if the two equilibria coincide. The ratio between the two equilibria can be regarded as a measure of the risk of extinction, since it is related to the chance that detrimental environmental conditions will cause the population to enter the region of attraction of the origin. In simple monoecious models, recovery to former levels is only possible provided that the population is not driven to extinction before harvesting effort is reduced. Ratios between the two unexploited equilibria, and between the stable unexploited equilibrium and the recruitment level at which the two equilibria coincide are given solely in terms of the degree of density dependence in the model. I show that the harvesting strategy which maximizes the equilibrium yield has a four age form, involving harvesting of at most two male and two female age classes. Out of ten commercial Pacific groundfish species, knife-edge selectivity sustainable yields of eight are at least 90% of ultimate sustainable yield (USY). With no effort restrictions, the range of lengths at first capture which achieve more than 60% of USY is narrow. When one of the sexes is not harvested, sustainable yield is between 20% and 80% of USY, but lowest when females are not harvested.     

THE EFFECT OF A PREDATOR RESOURCE ON A DIFFUSIVE PREDATOR PREY SYSTEM

A model of a predator-prey system with diffusion and predator resource is studied. Both constant and variable resources are considered. In the absence of diffusion, criteria for local stability, instability, and global stability of equilibria, as well as persistence and extinction, are obtained. It is shown that an otherwise unstable uniform equilibrium state may be stabilized by diffusion.     

COMPETITION AND COOPERATION IN A DYNAMICAL MODEL OF NATURAL RESOURCES

Abstract In this paper, we propose a model describing the commercial exploitation of a common renewable resource by a population of strategically interacting agents. Players can cooperate or compete; cooperators maximize the payoff of their group while defectors maximize their own profit. The partition of the players into two groups, defectors and cooperators, results from the players' choices, so it is not predetermined. This partition is decided as a Nash equilibrium of a static game. It is shown that different types of players can exist in an equilibrium; more precisely, depending on the parameter values such as resource stock, cost, and so on, there might be equilibria only with defectors, cooperators, or with a combination of cooperators and defectors. In any case the total harvest depends on the renewable resource stock, so it influences agents' positions. It is assumed that at each time period the agents harvest according to Nash equilibrium, which can be combined with a dynamic model describing the evolution of fish population. A complete analysis of the equilibria is presented and their stability is analysed. The effect of the different Nash equilibria on the stability of the fish stock, showing that full cooperation is the most stable case, is examined.     

贴现率不确定条件下矿产资源最优开采及资源税研究

贴现率在研究矿产资源代际优化配置时起着非常重要的作用。首先,在贴现率具有不确定性的条件下,讨论了矿产资源的最优开采问题,给出了矿产资源价格期望变化率;其次研究了贴现率具有不确定性、市场存在垄断时最优资源税设定问题。结果显示,贴现率的不确定性降低了资源价格期望变化率,但从价资源税不受其影响,从量资源税与不确定性程度之间存在反向变动关系。     

Groundwater management: Waiting for a drought*

In this article we present a stylized model for optimal management of an unconfined groundwater resource when the threat of drought exists. The drought is modeled as a stochastic event that hits at an uncertain date and two benchmark management policies are investigated: (a) A policy of optimal dynamic management ignoring the threat of drought; and (b) an economically optimal policy that accounts for the threat of a drought. We show that the optimal predrought steady‐state equilibrium stock size of groundwater under policy b is larger than that under policy (a) Furthermore, we show that an increase in the probability of a drought gives rise to two counteracting effects: One in the direction of a larger predrought steady‐state equilibrium stock size (a recovery effect) and one in the direction of a lower predrought steady‐state equilibrium stock (an extinction effect). We find that the recovery effect dominates the extinction effect. Recommendations for Resource Managers: We analyze two groundwater extraction policies that can be used when a threat of drought exists: (a) Dynamic optimal management ignoring the threat of drought; and (b) dynamic optimal management taking the threat of drought into account. We show that the predrought steady‐state equilibrium stock size of water should be larger under the policy (b) than under policy (a). This conclusion has three implications for resource managers:

• Current groundwater management should take future extraction possibilities into account.

• A resource manager ought to take the threat of drought into account in groundwater management.

• A buffer stock of water should be built‐up before the drought to be drawn upon during the event.

     

惩罚函数法在三维等参杂交元的应用

提出在等参杂交元中用惩罚函数法引入平衡约束条件,具体讨论了惩罚函数法在三维等参杂交元中的运用,并提出采用分项罚数的方法,建立最佳的罚平衡杂交元模型．罚平衡法可以在不增加自由度的前提下,有效地扼制寄生应力．数值实验表明,新建立的单元,可以有效地抑制单元畸变对计算精度的影响,从而大幅度提高畸变网格下的计算精度,方法带有普遍性．