Decision and Control in Uncertain Resource Systems

Name: Decision and Control in Uncertain Resource Systems
Brand: Academic Press
Price: 66.95 EUR
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Academic Press

Erschienen am 14. Mai 2014

270 Seiten

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978-0-08-095677-0 (ISBN)

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Front Cover
Decision and Control in Uncertain Resource Systems
Copyright Page
Contents
Preface
Acknowledgments
Introduction
Chapter 1. Discrete and Continuous Stochastic Processes
1.1 Probability
1.2 The Brownian Motion Process W(t)
1.3 The Jump Process p(t)
1.4 Mean and Variance Propagation in Stochastic Differential Equations
1.5 Kalman Filtering and its Extensions
Chapter 2. Stochastic Control and Dynamic Programming
2.1 The Principle of Optimality
2.2 The Dynamic Programming Equation for A W(t)-Drive Process
2.3 Dynamic Programming Equation for a p (t)-Driven Process
2.4 The Dynamic Programming Equation with Parameter Uncertainty
2.5 Finding Optimal Stochastic Controls Directly
2.6 Control with Probability Criteria
2.7 Myopic Bayes Stochastic Problems and Nonlinear Programming
2.8 Values, Strategies, and Policy Iteration
Chapter 3. Key Results in the Deterministic Theory of Resource Exploitation
3.1 Classification of Resource Problems and the Concept of Utility
3.2 Exploitation of and Exhaustible Resource: Optimal Extraction Policy and Price Dynamics
3.3 Exploitation of a Renewable Resource
Optimal Harvest Rates and Price Dynamics
Appendix A: A Review of The Calculus of Variations and Optimal Control Theory
Chapter 4. Exploration for and Optimal Utilization of Exhaustible Resources
4.1 Exploration for Exhaustible Resources
4.2 Utilization of an Uncertain Resource without Learning
4.3 Utilization of an Uncertain Resource with Learning
4.4 Optimal Exploration for and Exploitation of an Exhaustible Resource
4.5 Price Dynamics and Markets for Exhaustible Resources
Chapter 5. Exploration, Observation, and Assessment of Renewable Resource Stocks
5.1 Introduction to the Theory of Line Transects
5.2 Surveys of Fish Stocks
5.3 Model Identification for Aggregating Fisheries
5.4 Search Effort and Estimates of Stock Size
Chapter 6. Management of Fluctuating Renewable Resource Stocks
6.1 The Allocation of Fishing Rtghts
6.2 Harvesting a Randomly Fluctuating Population
6.3 Dealing with Parameter Uncertainty in Managed Populations
6.4 Price Dynamics in Renewable Resource Markets
6.5 Optimal Trade-off Between Economic Return and the Risk of Undesirable Events
Chapter 7. Management of Mixed Renewable and Exhaustible Resource Systems: Agricultural Pest Control
7.1 The Operational Formulation Cotton in California
7.2 Models for Pest Population Dynamics
7.3 Models with Population Genetics
7.4 The Single-Season Economic Optimization Problem
7.5 The Multiseason Economic Optimization Problem
Chapter 8. Introduction to Numerial Techniques
8.1 Newton's Method
8.2 Sequence and Series Acceleration Techniques
8.3 Solving Stochastic Differential Equations Numerically
8.4 Some Numerical Considerations for DPEs
References
Index

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