DYNAMIC SUPPLY FROM COMMON PROPERTY RESOURCE: WATER DIVERSIONS FROM THE GREAT LAKES

For many purposes, the five Great Lakes can be classified as an open access resource since there is no well-defined system of property rights governing these water uses in the lakes. Yet the Great Lakes Charter and the Water Resources Act of 1966 establish regulations concerning the diversion of water out of the basin. Thus, for interbasin water diversions the Great Lakes is more like a common property resource with rules governing such transfers. Moreover, water diversion decisions are interconnected since withdrawing water from one point may affect water levels in the entire lake system. This, in turn, can adversely affect hydropower production and commercial navigation. Contributing to the complexity of the problem are the eight U.S. states, two Canadian provinces and two federal governments which are involved in Great Lakes management. Game theory is used to describe this situation. Several games are constructed to describe different market structures. Of particular interest is the number of players who participate in the game, as well as the expectations they hold. Open-loop (where players commit themselves to future actions) and closed-loop (where players do not commit themselves to future actions) are compared for the ten players game (eight states and two provinces), two players game (U.S. and Canada) and one player game (a social planner's solution). The open-loop game is shown to ignore part of the externalities involved, and thus can underestimate the social loss caused by diversions from the lakes.     

CONFLICT AND COOPERATION IN UTILIZING A COMMON PROPERTY RESOURCE

Noncooperative games are used to demonstrate that, while free riding is always an option, the “tragedy of the commons” is not inevitable. When the decision to cooperate or free ride is considered in a dynamic setting, there is no intermediate case where some cooperate and others free ride. The game is only stabilized in either full cooperation or full defection. The important factor in obtaining a cooperative outcome is the critical number of players that decide to cooperate. The concept of commitment is used to demonstrate the necessary and sufficient conditions for full cooperation. Although the analysis is based on a shared water resource, it can be extended to other natural resources with common costs and private benefits, especially in the cases where there are no international authorities or treaties that internalize the externalities involved in privatizing the resource.     

HUMAN FERTILITY DECISIONS AND COMMON PROPERTY RESOURCES: A DYNAMIC ANALYSIS

ABSTRACT. In rural areas of developing countries, parental decisions on number of offspring may be made on the basis of the role of children in harvesting local common property renewable resources. It has been argued that this may lead to a cycle of human over‐population and resource over‐exploitation. To investigate the plausibility of this argument, we present a discrete dynamic model with two state variables representing human population level N and resource stock level S. The model is similar to one given by Nerlove and Meyer but differs in several important respects. It is assumed that, in each over‐lapping generation of parents and children, parents decide how many children to have based on their resulting share of the local resource harvest and the costs associated with child‐rearing. Using simulation and analytical methods, the long term steady state population and resource stock levels for this dynamic noncooperative game are contrasted with the steady state when parental fertility decisions are made in a cooperative manner.     

“STRAGEDY” OF THE COMMONS

This paper computes open loop and subgame perfect Nash equilibria for an infinite horizon, common property resource model with congestion and stock externalities. The model permits the comparison of the game-theoretic approach and the traditional commons literature, which preceded the widespread recognition of the games, because the underlying assumptions are equivalent. With access to the commons restricted, the subgame perfect equilibrium captures the inefficiency associated with the strategic scramble to capture the resource reserves the open loop does not. Under sole ownership, the two equilibrium concepts coincide with the surplus maximizing extraction policy. In free access, the extraction strategies under both equilibrium concepts coincide with complete rent dissipation.     

A game-theoretic taxonomy of social dilemmas

Both social psychology and experimental economics empirically investigate social dilemmas. However, these two disciplines sometimes use different notions for very similar scenarios. While it is irrelevant for economists whether an experimental public-good game is conceptualised as a take-some or give-some game – i.e., whether something is conceptualised as produced or extracted – it is not irrelevant for some psychologists: they grasp public-goods games as “give-some” games. And whereas most economists define social dilemmas in reference to a taxonomy of goods, some psychologists think that dominant strategies are a necessary attribute. This paper presents a taxonomy that relies on a formal game-theoretic analysis of social dilemmas, which integrates and clarifies both approaches. Because this taxonomy focuses on the underlying incentive structure, it facilitates the evaluation of experimental results from both social psychology and experimental economics.     

Pollution control: A differential game approach

Transnational pollution is formulated as a differential game between two sovereign governments. The symmetric open loop Nash equilibrium is shown to yield more pollution than in a cooperative solution. A model of Stackelberg leadership in pollution control is also investigated. The possibility of limit cycles is illustrated, using bifurcation theory.     

两类二元函数芽的一个共同性质及其应用

本文主要研究二元C~∞函数芽环中函数芽的性质问题.利用Mather有限决定性定理和C~∞函数的右等价关系,获得了带有任意4次至k次齐次多项式p_i(x,y),q_i(x,y)(i=4,5,···,k)k k的两类函数芽f_1=x~2y+sum from i=4 to k(p_i(x,y)),f_2=xy~2+sum from i=4 to k(q_i(x,y))(k≥5)的一个共同性质:若M_2~k?M_2J(f_j)(j=1,2)且f_1,f_2的轨道切空间的余维分布均为c_i=1(i=4,5,···,k-1),则对这里的i,p_i(x,y)中xy~(i-1),yi的系数和q_i(x,y)中x~(i-1)y,x~i的系数均为零.最后,利用该性质,给出了f_1,f_2和一类余维数为7的二元函数芽的标准形式.     

Sufficiency theorems for target capture

A dynamical system is assumed to be governed by a set of ordinary differential equations subject to control. The set of points in state space from which there exist permissible controls that can transfer these points to a prescribed target set in a finite time interval is called a capture set. The task of determining the capture set is studied in two contexts. first, in the case of the system subject to a single control vector; and second, in the case of the system subject to two control vectors each operated independently. In the latter case, it is assumed that one controller's aim is to cause the system to attain the target, and the other's is to prevent that from occurring.Sufficient conditions are developed that, when satisfied everywhere on the interior of some subset of the state space, ensure that this subset is truly a capture set. A candidate capture set is assumed to have already been predetermined by independent methods. The sufficient conditions developed herein require the use of an auxiliary scalar function of the state, similar to a Lyapunov function.To ensure capture, five conditions must be satisfied. Four of these constrain the auxiliary state function. Basically, these four conditions require that the boundary of the controllable set be an envelope of the auxiliary state function and that that function be positive inside the capture set, approaching zero value as the target set is approached. The final condition tests the inner product of the gradient of the auxiliary state function with the system state velocity vector. If the sign of that inner product can be made negative everywhere within the test subset, then that subset is a capture set.Dedicated to Professor A. BusemannThe authors are indebted to Professors G. Leitmann and J. M. Skowronskii for their useful comments and discussion.     

A new approach toN-person,nonzero-sum,linear differential games

It is shown that there exist equilibrium strategies forn-person, nonero-sum, linear differential games if the cost to each player is convex. The approach used is believed to be novel, and is based on a theorem of Fan.This research was supported by the National Research Council of Canada under Grant No. A-7790.     

A reference case for mean field games models

In this article, we present a reference case of mean field games. This case can be seen as a reference for two main reasons. First, the case is simple enough to allow for explicit resolution: Bellman functions are quadratic, stationary measures are normal and stability can be dealt with explicitly using Hermite polynomials. Second, in spite of its simplicity, the case is rich enough in terms of mathematics to be generalized and to inspire the study of more complex models that may not be as tractable as this one.     

ON THE PERSISTENT PROPERTY OF A DELAYED NON-AUTONOMOUS SCHOENER MODEL WITH FEEDBACK CONTROL

We study a delayed non-autonomous Schoener model with feedback control, which was proposed by Qiming Liu, Rui Xu and Pinghua Yang [8]. By applying a differential inequality and some analysis technique, we show that under some suitable assumptions, the feedback control variable has no influence on the persistent property of the system. Our result improves the existing ones.     

一种新的带参数双三次有理插值样条的有界性与点控制

文[19]中,作者构造了一种基于函数值的带参数的分子为双三次、分母为双二次的二元有理插值样条.本文进一步研究该种二元有理插值样条的有界性,给出插值的逼近表达式,讨论插值曲面形状的点控制问题.在插值条件不变的情况下,插值区域内任一点插值函数的值可以根据设计的需要通过对参数的选取修改,从而达到插值曲面局部修改的目的.     

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 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.     

A numerical algorithm for singular optimal LQ control systems

A numerical algorithm to obtain the consistent conditions satisfied by singular arcs for singular linear–quadratic optimal control problems is presented. The algorithm is based on the Presymplectic Constraint Algorithm (PCA) by Gotay-Nester (Gotay et al., J Math Phys 19:2388–2399, 1978; Volckaert and Aeyels 1999) that allows to solve presymplectic Hamiltonian systems and that provides a geometrical framework to the Dirac-Bergmann theory of constraints for singular Lagrangian systems (Dirac, Can J Math 2:129–148, 1950). The numerical implementation of the algorithm is based on the singular value decomposition that, on each step, allows to construct a semi-explicit system. Several examples and experiments are discussed, among them a family of arbitrary large singular LQ systems with index 2 and a family of examples of arbitrary large index, all of them exhibiting stable behaviour. Research partially supported by MEC grant MTM2004-07090-C03-03. SIMUMAT-CM, UC3M-MTM-05-028 and CCG06-UC3M/ESP-0850.     

Nonlinear Impulse Target Problems under State Constraint: A Numerical Analysis Based on Viability Theory

We study the problem of reaching a target without leaving a prescribed set for controlled impulse dynamics. First, we provide a numerical procedure for the approximation of the set of initial conditions from which the objective can be met. Then we show that the minimum time function associated with this target problem can be approached by a sequence of value functions for suitable discrete-time systems. This can be deduced from the fact that the epigraph of the minimum time function is the set of initial conditions from which a target can be reached without leaving a constraint set for an auxiliary impulse system. In this case, the numerical procedure for the qualitative target problem can be simplified. We provide results for estimating the convergence rate of the simplified scheme.     

A new computational approach for solving optimal control of linear PDEs problem

In this paper, we present a new computational approach for solving an internal optimal control problem, which is governed by a linear parabolic partial differential equation. Our approach is to approximate the PDE problem by a nonhomogeneous ordinary differential equation system in higher dimension. Then, the homogeneous part of ODES is solved using semigroup theory. In the next step, the convergence of this approach is verified by means of Toeplitz matrix. In the rest of the paper, the optimal control problem is solved by utilizing the solution of homogeneous part. Finally, a numerical example is given.     

A dual dynamic programming for minimax optimal control problems governed by parabolic equation

In the article, minimax optimal control problems governed by parabolic equations are considered. We apply a new dual dynamic programming approach to derive sufficient optimality conditions for such problems. The idea is to move all the notions from a state space to a dual space and to obtain a new verification theorem providing the conditions, which should be satisfied by a solution of the dual partial differential equation of dynamic programming. We also give sufficient optimality conditions for the existence of an optimal dual feedback control and some approximation of the problem considered, which seems to be very useful from a practical point of view.     

The transition from ergodic to explosive behavior in a family of stochastic differential equations

We study a family of quadratic, possibly degenerate, stochastic differential equations in the plane, motivated by applications to turbulent transport of heavy particles. Using Lyapunov functions, Hörmander’s hypoellipticity theorem, and geometric control theory, we find a critical parameter value _α1=_α2${\alpha }_1={\alpha }_2$ such that when _α2>_α1${\alpha }_2>{\alpha }_1$ the system is ergodic and when _α2<_α1${\alpha }_2<{\alpha }_1$ solutions are not defined for all times.     

A Geometric Characterization of Viable Sets for Controlled Degenerate Diffusions

For a general controlled diffusion process and an arbitrary closed set K we study the viability, or weak invariance, or controlled invariance, of K, that is, the existence of a control for each initial point in K keeping the trajectory forever in K. By viscosity solutions methods we prove a simple necessary and sufficient condition involving only a deterministic second-order normal cone to K and the data of the diffusion process. We also give an extension to stochastic differential games.