一类具有 Lévy 噪音的随机竞争系统的最优收获策略

Optimal Harvesting Strategies for a Stochastic Competitive System with Lévy Noises

  • 摘要: 研究了一类具有Lévy噪音随机竞争系统的最优收获问题.通过随机分析方法证明了相应解的随机一致有界性,进而针对给定的优化目标泛函,利用变分方法和对偶原理得到了收获策略的一个必要条件.

     

    Abstract: Optimal harvesting problems of a stochastic competitive system with Lévy noises were investigated. Stochastic uniform boundedness of the solution of corresponding system was proved. For the given cost functional, a necessary condition of the optimal harvesting strategies was established by employing variational methods and dual principle.

     

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