MULTISPECIES EXPLOITATION WITH EVOLUTIONARY SWITCHING OF HARVESTING STRATEGIES

In this paper, we propose a bioeconomic model which describes a fishery in which each of two noninteracting species is harvested by a given group of fishers during a defined time period. Then the Fishing Regulatory Authority allows each fisher to reconsider the harvesting decision at fixed (discrete) periods of time. The model derives from an Italian fisheries management experience in the Northern Adriatic Sea, where this kind of “self‐adjusting” fishing policy has been proposed to regulate harvesting of two shellfish species. The proposed dynamic model assumes the form of a hybrid system, as the natural growth functions of the two species (in continuous time) are coupled with a discrete time adaptive system that regulates how agents switch from one harvesting strategy to the other period by period according to an evolutionary mechanism based on profit comparison. In order to obtain some insights into the basic mechanisms of the system, some relevant benchmark cases are analyzed before tackling (mainly numerically) the complete hybrid model. Our results suggest that, for proper sets of parameters, this kind of myopic and adaptive self‐regulation may ensure a virtuous trade‐off between profit maximization and resource conservation, driven by cost externalities and market pressure.     

存款保险的博弈分析及其激励模型

在存款保险市场中,道德风险的产生增加了存款保险机构运行成本.本文运用相关知识建立了双方的博弈模型,讨论了均衡状态下双方的最优博弈策略,并在此基础上建立促使银行选择风险小的投资的激励模型.     

OPTIMAL HARVESTING OF FISH POPULATIONS WITH NON-STATIONARY STOCK-RECRUITMENT RELATIONSHIPS

Optimal harvesting policies are commonly derived by assuming a time-invariant relationship between some productivity measure and the resource variable under control. Yet, long-term trends in the environment appear to induce persistent changes in spawning success in several fish stocks. I show that when predictable trends in environmental effects are incorporated into stock-recruitment models, optimal policies respond to changing environmental conditions in a way that depends very much on the management objective. When the goal is to maximize expected discounted yield, resulting risk-neutral policies computed for a model of a cyclic iteroparous population respond by continuously adjusting optimal spawning targets in phase with the environmental cycle: escapements are raised when favorable conditions are anticipated and they are lowered when poor environments are expected. These feedback responses reinforce recruitment fluctuations and lead to a sequence of boom and bust periods in the fishery. Policies shift diametrically when a risk-averse objective is pursued such as maximization of the expected sum of discounted logarithms of catches. Optimal escapements closely parallel fluctuations in population abundance, with harvest rates and catches much less variable than in the risk-neutral policy. Harvest rates respond in a compensatory way to changes in population abundance, anticipated environmental conditions, and expected strength of incoming year-classes. Depending on the specific model used, a constant harvest rate strategy may perform nearly as well as the optimal. Analytical results are provided that characterize risk-neutral optimal policies for stochastic delay-difference population models. Results show that knowledge of current environmental conditions can be used to construct harvest policies which are nearly as good as those “optimal” ones based on long-term environmental forecasts.     

CONTROL OF A METAPOPULATION HARVESTING MODEL FOR BLACK BEARS

ABSTRACT. We develop a metapopulation harvesting model that includes density‐dependent immigration and emigration and apply Pontryagin's maximum principle to derive an optimal harvesting and reserve design strategy. The model is designed to mimic the black bear population of eastern Tennessee and western North Carolina. Model results suggest that a forest region's population can be maintained despite high harvest levels due to emigration from a connected, un‐harvested park region. The amount of shared border between the park and forest region is important in determining the optimal harvesting strategy. This technique offers new insight on the spatial control of protected populations.     

基于GARCH股票市场模型技术指标的理论分析

本文根据股标市场的动量指标RSI和ROC构造了相应的统计量,并研究了GARCH模型作为真实股票市场上述统计量的概率性质,证明了在给定条件下这些统计量的平稳性和大数定律成立.这为股价的技术分析提供了理论依据.     

非对称不确定投资组合问题的鲁棒优化模型(英文)

本文研究了一类回报率不确定的投资组合问题.利用鲁棒优化方法,提出了一种鲁棒平均绝对偏差模型.现有的研究通常假设回报率是呈对称分布的不确定数据,本文提出的模型可处理非对称分布的不确定数据,适用范围更广.     

基于一种新模型对软件可靠度的估计

本文通过修改JM模型给出了一种新的软件可靠性模型,并对软件可靠度给出了点估计和置信限.对实际数据的分析表明这种新模型的预测能力比JM模型要好.     

基于模糊收益率的组合投资模型

本文考虑了收益率为模糊数的投资组合选择问题,利用模型约束简化方差约束,建立了投资组合选择的模糊线性规划模型,然后引进模糊期望把模糊线性规划问题化为普通参数线性规划问题,最后给出了一个数值算例.     

证券价格长期波动控制系统的最优控制策略

探讨证券价格长期波动控制系统的最优控制问题.建立了在有效市场条件下证券价格长期波动的控制系统模型.为了使证券价格和内在价值按照人们预期的目标变化,探讨了对它们服从的系统采用经典信息结构下的随机最优控制策略问题.设计了使系统的输出跟踪证券内在价值的估计值,同时使调节控制的幅度尽可能小的性能指标,给出了最优控制策略的求解公式和计算过程,并给出了考虑系统性能的计算过程,对相应结果进行了分析.主要结论是:当价值对价格的均衡回归调整不足,或投资者对前期价值的增值预期乐观时,最优控制策略所起的作用在加强;而当价值对价格的均衡回归调整过度,或投资者对前期价值的增值预期悲观时,最优控制策略所起的作用在减弱.这些结果可以为完善证券市场和上市公司的监管提供理论依据     

OPTIMAL FISH HARVESTING FOR A POPULATION MODELED BY A NONLINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATION

As the human population continues to grow, there is a need for better management of our natural resources in order for our planet to be able to produce enough to sustain us. One important resource we must consider is marine fish populations. We use the tool of optimal control to investigate harvesting strategies for maximizing yield of a fish population in a heterogeneous, finite domain. We determine whether these solutions include no‐take marine reserves as part of the optimal solution. The fishery stock is modeled using a nonlinear, parabolic partial differential equation with logistic growth, movement by diffusion and advection, and with Robin boundary conditions. The objective for the problem is to find the harvest rate that maximizes the discounted yield. Optimal harvesting strategies are found numerically.     

A PREDATOR-PREY SYSTEM WITH STAGE STRUCTURE AND HARVESTING FOR PREDATOR

In this paper, we consider a predator-prey system with stage structure and harvesting (where the predator population has two stages, an immature stage and a mature stage with harvesting, and the growth of the prey population is of Lotka-Volterra nature). We obtain the conditions of the globally asymptotic stability for three nonne-gative equilibria of this system.     

A STOCHASTIC GALERKIN METHOD FOR MAXWELL EQUATIONS WITH UNCERTAINTY

In this article, we investigate a stochastic Galerkin method for the Maxwell equations with random inputs. The generalized Polynomial Chaos(gPC) expansion technique is used to obtain a deterministic system of the gPC expansion coefficients. The regularity of the solution with respect to the random is analyzed. On the basis of the regularity results,the optimal convergence rate of the stochastic Galerkin approach for Maxwell equations with random inputs is proved. Numerical examples are presented to support the theoretical analysis.     

交通流模型基于特征投影分解技术的外推降维有限差分格式

利用特征正交分解(proper orthogonal decomposition,简记为POD)技术研究交通流的Aw-Rascle-Zhang(ARZ)模型. 建立一种基于 POD方法维数较低的外推降维有限差分格式, 并用数值例子检验数值计算结果与理论结果相吻合, 进一步表明基于POD方法的外推降维有限差分格式对于求解交通流方程数值解是可行和有效的.     

MANAGING HARVESTING TO MINIMIZE THE IMPACT OF EPIDEMICS ON WILD FISH STOCKS

ABSTRACT. Epidemic diseases inflict substantial damage to stocks of harvested species. Epidemic waves can be predictable away from their origin. I use a classical epidemiology model to investigate the interaction of harvesting strategy with an epidemic. The effect of reducing populations by harvesting before the epidemic depends upon the nature of the epidemic's survivors. If these have recovered following infection, then pre‐epidemic fishing optimizes the harvest, but reduces long‐term survival. However, if these survivors avoided infection, then increased pre‐epidemic fishing effort can increase post‐epidemic populations; survival is maximized by reducing the pre‐epidemic population to the threshold required to propagate infection. Post‐epidemic harvesting provides poor returns and damages stocks. Optimal stock management strategy in the face of a predicted epidemic depends upon balancing harvesting and conservation of stocks complimentary or antagonistic goals, depending on the nature of the epidemic.     

一种基于自适应杂波密度模型的OTHR Viterbi数据关联跟踪算法

针对天波超视距雷达杂波呈现非均匀非平稳分布的特性以及由虚假杂波多而带来的虚假航迹多等问题,在Viterbi算法中引入了自适应杂波密度模型,在此基础上提出了一种基于自适应杂波密度模型的Viterbi数据关联算法(ACM-VDA).仿真结果表明,与VDA算法及 VDA-AI算法相比,ACM-VDA算法大大降低了虚假航迹的条数.     

等距丢失模型下的框架张量积重构方法

框架理论常应用于信号重构.当编码系数在传输过程中发生等距丢失时,基于框架张量积的一些性质,我们可以利用框架张量积对信号进行编码从而降低数据丢失对重构信号的影响.本文由此提出了一种等距丢失模型,并在此模型下,研究了数据等距丢失下的最优对偶框架张量积,得出了对偶框架和正则对偶框架的张量积是最优对偶框架张量积的两个充分必要条件.最后数值实验也说明了：在等距丢失模型下,最优对偶框架张量积比一般对偶框架张量积的信号重构结果更优.     

无套利期权定价模型在一般均衡框架下的一致性研究

期权定价有无套利方法和一般均衡方法两种.本文在一般均衡框架下构造了一个允许连续消费的简单经济模型,并将基于无套利方法的期权定价模型中所假定的标的证券的价格变化动态过程内生化于理性预期均衡中.在常数相对风险厌恶(CRRA)的效用函数的条件下,我们推导出Merton(1973)期权定价公式,从而证明无套利方法与均衡方法的内在一致性,而CRRA这种类型的效用函数是无套利定价模型在一般均衡框架中成立的充分条件.本文进一步将此模型在一个简单经济中扩展到m种证券的情况,也得到相似的结论.     

A COMMENSAL SYMBIOSIS MODEL WITH HOLLING TYPE FUNCTIONAL RESPONSE AND NON-SELECTIVE HARVESTING IN A PARTIAL CLOSURE

A two species commensal symbiosis model with Holling type functional response and non-selective harvesting in a partial closure is considered. Local and global stability property of the equilibria are investigated. Depending on the the area available for capture, we show that the system maybe extinct or one of the species will be driven to extinction, while the rest one is permanent,or both of the species coexist in a stable state. The dynamic behaviors of the system is complicated and sensitive to the fraction of the harvesting area.     

OPTIMAL HARVESTING OF A SPATIALLY EXPLICIT FISHERY MODEL

Abstract We consider an optimal fishery harvesting problem using a spatially explicit model with a semilinear elliptic PDE, Dirichlet boundary conditions, and logistic population growth. We consider two objective functionals: maximizing the yield and minimizing the cost or the variation in the fishing effort (control). Existence, necessary conditions, and uniqueness for the optimal harvesting control for both cases are established. Results for maximizing the yield with Neumann (no‐flux) boundary conditions are also given. The optimal control when minimizing the variation is characterized by a variational inequality instead of the usual algebraic characterization, which involves the solutions of an optimality system of nonlinear elliptic partial differential equations. Numerical examples are given to illustrate the results.     

A PARTIAL DIFFERENTIAL EQUATION MODEL OF OPTIMAL FOREST HARVESTING

A control theoretic model of Davidson and Hellsten is described, in which the state is the continuous age density function of a forest. Optimal harvesting strategies are determined and extensions given to allow for amenity values and the dependence of price on harvesting rate.