| 一类具有Lévy噪音的随机竞争系统的最优收获策略 |
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| 作者单位： | ;1.湖北民族学院理学院 |
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| 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.
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| 关 键 词： | Lévy噪音 随机竞争系统 最优控制 |
Optimal Harvesting Strategies for a Stochastic Competitive System with Lévy Noises |
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| Institution: | ,School of Science,Hubei University for Nationalities |
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| Abstract: | Optimal harvesting problems of a stochastic competitive system with Lévy noises were investigated. Sto-chastic uniform boundedness of the solution of corresponding system was proved. For the given cost functional, a neces-sary condition of the optimal harvesting strategies was established by employing variational methods and dual principle. |
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| Keywords: | Lévy noises stochastic competitive system optimal harvesting strategies |
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