Decision and Control in Uncertain Resource Systems
Published on 14. May 2014
270 pages
978-0-08-095677-0 (ISBN)
Description
Decision and Control in Uncertain Resource Systems
More details
Series
Language
English
Place of publication
San Diego
United States
ISBN-13
978-0-08-095677-0 (9780080956770)
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01/1985
Academic Press
€71.80
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Content
- 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
