Optimal Harvesting Problems with Mean Field Interactions

活動時間:2024-08-09 16:00

活動地點:2号學院454會議室

主講人:朱超

主講人中文簡介:

朱超 教授, 2007年獲韋恩州立大學獲博士學位,  現為 University of Wisconsin-Milwaukee教授。 

活動内容摘要:

Abstract: This work deals with optimal harvesting problems in natural resource management with mean field interactions,  where the underlying process is a general one-dimensional diffusion. The goal of an individual agent is to maximize the long-term average rewards from harvesting and carbon credits, with the unit price of harvesting depending on the market through a mean field structure. In a competitive market, we establish the existence of an equilibrium strategy under mild conditions. We also formulate and solve the mean field control problem, in which the agents cooperate with each other. 

This is a joint work with Kurt L. Helmes (Humboldt University of Berlin, Germany) and Richard H. Stockbridge (University of Wisconsin-Milwaukee).

主持人:張振中


Baidu
sogou