论文标题
在模型不确定性下，自然资源管理的强大政策选择和收获风险量化
Robust Policy Selection and Harvest Risk Quantification for Natural Resources Management under Model Uncertainty
论文作者
论文摘要
在这项工作中，研究了模型不确定性下自然资源管理的最佳收获政策选择问题。在新古典生长模型动力学的框架下，通过在操作过程的初始条件上引入模型不确定性的概念来研究相关的最佳控制问题。在此阶段，采用了凸风险措施的概念，尤其是Fréchet风险措施的概念，以量化总操作和边际风险，同时获得强大的不确定性收获策略。
In this work the problem of optimal harvesting policy selection for natural resources management under model uncertainty is investigated. Under the framework of the neoclassical growth model dynamics, the associated optimal control problem is investigated by introducing the concept of model uncertainty on the initial conditions of the operational procedure. At this stage, the notion of convex risk measures, and in particular the class of Fréchet risk measures, is employed in order to quantify the total operational and marginal risk, whereas simultaneously obtaining robust to model uncertainty harvesting strategies.
