| 一类随机因素影响下的最优收获问题 |
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| 引用本文： | 陈军刚.一类随机因素影响下的最优收获问题[J].宁波大学学报(理工版),2004,17(4):424-428. |
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| 作者姓名： | 陈军刚 |
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| 作者单位： | 宁波大学,理学院,浙江,宁波,315211 |
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| 摘 要： | 研究了随机因素下的种群生长、收获模型(伊藤随机微分方程)：dx(t)=rx(t)In(K／x(t))dt-E(t)x(t)dt σx(t)dw(t)，并得到了转移概率密度函数、方程的解及最优收获策略．
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| 关 键 词： | 随机因素 最优收获 随机微分方程 函数 |
Optimal Harvesting for a Density-dependent Model in Randomly Varying Environment |
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| Abstract.Optimal Harvesting for a Density-dependent Model in Randomly Varying Environment[J].Journal of Ningbo University(Natural Science and Engineering Edition),2004,17(4):424-428. |
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| Authors: | Abstract |
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| Abstract: | The (Ito) stochastic differential equation: dx (t)= rx (t) In ( K/x (t) ) dt - E (t) x (t) dt + ox (t) dw (t) is studied, which is a model for population growth under harvesting in the stochastic environment. An unique transition probability density function and a global solution (for all x ＞ 0) of this stochastic differential equation are both obtained. At last, the optimal harvesting policy is derived. |
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| Keywords: | stochastic differential equation stationary distribution Fokker Plank equation maximum sustainable yield optimal equilibrium stock level |
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