Fishing quotas are unpleasant but efficient to control the productivity of a fishing site.A popular model has a stochastic differential equation for the biomass on which a stochastic dynamic programming or a Hamilton-...Fishing quotas are unpleasant but efficient to control the productivity of a fishing site.A popular model has a stochastic differential equation for the biomass on which a stochastic dynamic programming or a Hamilton-Jacobi-Bellman algorithm can be used to find the stochastic control–the fishing quota.We compare the solutions obtained by dynamic programming against those obtained with a neural network which preserves the Markov property of the solution.The method is extended to a multi species model and shows that the Neural Network is usable in high dimensions.展开更多
文摘Fishing quotas are unpleasant but efficient to control the productivity of a fishing site.A popular model has a stochastic differential equation for the biomass on which a stochastic dynamic programming or a Hamilton-Jacobi-Bellman algorithm can be used to find the stochastic control–the fishing quota.We compare the solutions obtained by dynamic programming against those obtained with a neural network which preserves the Markov property of the solution.The method is extended to a multi species model and shows that the Neural Network is usable in high dimensions.
