方壮, 李祖雄. 一类具有 Lévy 噪音的随机竞争系统的最优收获策略[J]. 信阳师范学院学报(自然科学版), 2016, 29(3): 332-335. DOI: 10.3969/j.issn.1003-0972.2016.03.006
引用本文: 方壮, 李祖雄. 一类具有 Lévy 噪音的随机竞争系统的最优收获策略[J]. 信阳师范学院学报(自然科学版), 2016, 29(3): 332-335. DOI: 10.3969/j.issn.1003-0972.2016.03.006
FANG Zhuang , LI Zuxiong . Optimal Harvesting Strategies for a Stochastic Competitive System with Lévy Noises[J]. Journal of Xinyang Normal University (Natural Science Edition), 2016, 29(3): 332-335. DOI: 10.3969/j.issn.1003-0972.2016.03.006
Citation: FANG Zhuang , LI Zuxiong . Optimal Harvesting Strategies for a Stochastic Competitive System with Lévy Noises[J]. Journal of Xinyang Normal University (Natural Science Edition), 2016, 29(3): 332-335. DOI: 10.3969/j.issn.1003-0972.2016.03.006

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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