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Accounting for habitat loss rates in sequential reserve selection: Simple methods for large problems

BIOLOGICAL CONSERVATION 2007年第3期136卷 470-482页

作者： Moilanen, Atte Cabeza, Mar Univ Helsinki Dept Biol & Environm Sci Metapopulat Res Grp FIN-00014 Helsinki Finland

We develop reserve selection methods for maximizing either species retention in the landscape or species representation in reserve areas. These methods are developed in the context of sequential reserve selection, where site acquisition is done over a number of years, yearly budgets are limited and habitat loss may cause some sites to become unavailable during the planning period. The main methodological development of this study is what we call a site-ordering algorithm, which maximizes representation within selected sites at the end of the planning period, while accounting for habitat loss rates in optimization. Like stochastic dynamic programming, which is an approach that guarantees a globally optimal solution, the ordering algorithm generates a sequence in which sites are ideally acquired. As a distinction from stochastic dynamic programming, the ordering is generated via a relatively fast approximate process, which involves hierarchic application of the principle of maximization of marginal gain. In our comparisons, the ordering algorithm emerges a clear winner, it does well in terms of retention and is superior to simple heuristics in terms of representation within reserves. Unlike stochastic dynamic programming, the ordering algorithm is applicable to relatively large problem sizes, with reasonable computation times expected for problems involving thousands of sites. (C) 2007 Elsevier Ltd. All rights reserved.

关键词： site selection representation retention site ordering algorithm optimization stochastic dynamic programming

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The optimal dynamic allocation of conservation funds under financial uncertainty

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ECOLOGICAL ECONOMICS 2007年第2-3期61卷 255-266页

作者： Drechsler, Martin Waetzold, Frank UFZ Helmholtz Ctr Environm Res Dept Ecol Modelling D-04318 Leipzig Germany UFZ Helmholtz Ctr Environm Res Dept Econ D-04318 Leipzig Germany

This paper analyses a situation where the survival of an endangered species depends on certain types of conservation measures being carried out regularly, yet there is financial uncertainty in the future periodical availability of a budget to finance the conservation measures. One option to insure against future budget uncertainty is to save money. To maximise the long-term survival of the endangered species, it has to be decided in each period whether to spend the available money now or to allocate it to future use. The paper provides an ecological-economic model for this stochastic dynamic optimisation problem. The findings include that the available money should be allocated as evenly as possible among periods, which may require some precautionary saving in early periods to take uncertainty into account. Under certain conditions, however, increasing uncertainty may at least temporarily increase the optimal payment. Among other parameters, the amount of precautionary actions depends on the magnitude of natural variation in the species population. (c) 2006 Elsevier B.V. All rights reserved.

关键词： biodiversity conservation ecological-economic modelling stochastic dynamic programming uncertainty precautionary saving

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Energetic state and the performance of dawn chorus in silvereyes (Zosterops lateralis)

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BEHAVIORAL ECOLOGY AND SOCIOBIOLOGY 2007年第4期61卷 579-587页

作者： Barnett, Craig A. Briskie, James V. Univ Canterbury Sch Biol Sci Christchurch New Zealand

stochastic dynamic programming (SDP) models predict that males singing to attract a mate should concentrate singing in what has been termed the dawn chorus. This is because male birds should have a variable surplus of fat in the morning that can be used to fuel singing, with the amount of fat available dependent upon such factors as his quality, foraging success and risk of predation. In this manner, the dawn chorus can act as an indicator of male quality in the context of female mate choice. We test a key prediction of SDP models of singing behaviour that males with greater fat levels should sing more. We conducted an experiment where we recorded the dawn chorus of male silvereyes (Zosterops lateralis) on three consecutive days. Each male received supplementary food on the second day, which enabled us to sample his dawn chorus before, during and after food supplementation. We also collected data on the effect of supplementary food on the body mass of silvereyes. As predicted by SDP models, we found that silvereyes sang for a greater proportion of the time after receiving supplementary food. Supplementary food also had a significant effect on the complexity of a male song, indicating that males not only increased the quantity of their song but also the quality of their song when they received extra food. As the provision of supplementary food significantly increased the mass of fed birds, our results support a causal link between male energy reserves and his ability to perform the dawn chorus.

关键词： dawn chorus mate quality stochastic dynamic programming songbirds

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stochastic rangeland use under capital constraints

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AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS 2007年第3期89卷 805-817页

作者： Kobayashi, Mimako Howitt, Richard E. Jarvis, Lovell S. Laca, Emilio A. Univ Calif Davis CADMS Sch Vet Med Davis CA 95616 USA Univ Calif Davis Dept Agr & Resource Econ Davis CA 95616 USA Univ Calif Davis Dept Plant Sci Davis CA 95616 USA

The stocking density on Kazakhstan's extensive rangelands is well below traditional levels. To analyze dynamic flock performance, we develop a stochastic dynamic programming model for livestock systems with stochastic forage production. The model contains continuous five state and 12 control variables, allowing improved characterization of the biophysical relationships and economic tradeoffs inherent in such systems. Most Kazakhstan herders have restricted access to capital. The model indicates that the cost of capital strongly affects flock size and productivity. We conclude that capital constraints are important to explaining the current low stocking density. Improving capital markets in rural areas warrants policy attention.

关键词： extensive livestock production Kazakhstan stochastic dynamic programming transition economies

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Bayes' learning of unknown parameters

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JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS 2007年第2-3期13卷 121-133页

作者： Dechert, W. D. O'Donnell, S. I. Brock, W. A. Univ Wisconsin Dept Econ Madison WI 53706 USA Baylor Coll Med Childrens Nutr Res Ctr Houston TX 77030 USA

We present both analytical and numerical results for a model where the stochastic dynamical system is not fully known. We implement an optimal control solution for the problem that incorporates Bayes' learning of an unknown parameter in the model. The computational solution is for a model of phosphorus in a lake and we show that in that context full learning takes place. The model includes a Skiba-like point, and although the long run level of phosphorus in the lake is sensitive to initial conditions, learning is not.

关键词： Bayesian learning Skiba pollution stochastic dynamic programming

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Optimal Capacity Planning in stochastic Loss Networks with Time-Varying Workloads

Optimal Capacity Planning in Stochastic Loss Networks with T...

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International Conference on Measurement and Modeling of Computer Systems

作者： Bhadra, Sandeep Lu, Yingdong Squillante, Mark S. Univ Texas Austin Dept Elect & Comp Engn Austin TX 78712 USA

ISBN: (纸本)1595936394

We consider a capacity planning optimization problem in a general theoretical framework that extends the classical Erlang loss model and related stochastic loss networks to support tune-varying workloads. The time horizon consists of a sequence of coarse time intervals, each of which involves a stochastic loss network under a fixed multi-class workload that can change in a general manner from one interval to the next. The optimization problem consists of determining the capacities for each time interval that maximize a utility function over the entire time horizon, finite or infinite, where rewards gained from servicing customers are offset by penalties associated with deploying capacities in an interval and with changing capacities among intervals. We derive a state-dependent optimal policy within the context of a particular limiting regime of the optimization problem, and we prove this solution to be asymptotically optimal. Then, under fairly mild conditions, we prove that a similar structural property holds for the optimal solution of the original stochastic optimization problem, and we show how the optimal capacities comprising this solution can be efficiently computed.

关键词： stochastic loss networks stochastic dynamic programming Asymptotic optimality Erlang loss formula Erlang fixed-point approximation Capacity planning Time-varying workloads

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Design of optimal, robust energy management strategy for a parallel HEV

Design of optimal, robust energy management strategy for a p...

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IEEE International Conference on Robotics and Biomimetics (ROBIO 2007)

作者： Li, Weimin Xu, Guoqing Tong, Hang Xu, Yangsheng Shanghai Jiao Tong Univ Dept Automat Shanghai 200240 Peoples R China Chinese Univ Hong Kong Dept MAE Sha Tin Peoples R China Tongji Univ Dept Elect Engn Shanghai 200331 Peoples R China CUHK CAS Shenzen Inst Adv Integrat Technol Shenzhen 518067 Peoples R China

ISBN: (纸本)9781424417612

A novel approach based on stochastic dynamic programming(SDP) is proposed to develop optimal, robust energy control strategies for a parallel hybrid electric vehicle (HEV). Unlike other approaches that take a specific drive cycle as prior deterministic information, we model the transport mission as a stochastic process based on collected data. The problem of dynamic energy management in HEV system is formulated as an infinite-horizon SDP optimization problem and solved using an efficient "policy iteration" algorithm. Our approach guarantees an optimization of vehicle performance and is robust to the accuracy of available information. In addition, the resulting energy management strategy is suitable for real-time implementation. Hence, it is more efficient and more useful in practice. Experimental results demonstrate the effectiveness of our approach compared to a rule-based algorithms.

关键词： hybrid electric vehicle stochastic dynamic programming energy management strategy

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Modelling water blending - sensitivity of optimal policies

Modelling water blending - sensitivity of optimal policies

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International Congress on Modelling and Simulation (MODSIM07)

作者： Webby, Brian Green, David Metcalfe, Andrew Univ Adelaide Sch Math Sci Fac Engn Comp & Math Sci Adelaide SA 5005 Australia

ISBN: (纸本)9780975840047

Throughout the world there is increased demand on freshwater resources. Such resources are limited in quantity and erratic in availability but are renewed over time through the water cycle. Planning for water management then has temporal scales and stochastic variation to consider. There may also be several sources of water suitable for non-potable purposes. Supplying these by supplementing higher quality water with sources of differing quality and availability is the blending problem studied in this paper. Consider a supplier in a non-potable use water market. The supplier obtains water from a range of sources and delivers it to a number of users. One such application, on which our model is loosely based, is the integrated water resource management project of the northern region of metropolitan Adelaide. Here the major potential sources are the stormwater harvesting and aquifer storage project of the City of Salisbury, recycled water from Bolivar water treatment plant and Adelaide's reticulated, potable water supply. Potential major users of the water (sinks) are a wool processing plant, a residential grey water network and council parks and gardens (Figure 1). [GRAPHICS] This is an optimisation problem of blending water from various sources to meet quantity and quality requirements of the sinks, with the objective of maximising expected profit from undertaking supply. The supplier undertakes to supply a guaranteed quantity of water to each sink in each time period and charges a premium for this water. There are further, preferred demands which are delivered at the supplier's discretion and for which a lesser cost applies, both amounts to meet salinity conditions. Profit is maximised if lowest cost sources are used to supply the firm demand and, perhaps, the preferred demand. The monetary value of the water resources is assessed by linear programming (LP) and by integer linear programming (ILP). The problem is solved over sequential time periods, that is, it is sol

关键词： Integer programming linear programming stochastic dynamic programming CVaR

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The optimal asset allocation of the main types of pension funds: a unified framework

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GENEVA RISK AND INSURANCE REVIEW 2007年第2期32卷 113-128页

作者： Romaniuk, Katarzyna Univ Paris 01 PRISM UFR 06 F-75005 Paris France

The existing literature deals with the optimal investment strategy of defined benefit (DB) or defined contribution (DC) pension plans. This article's objective is to compare the optimal policies of different types of pension plans. This is done by first defining an original framework, which is based on the distinction between the nature of the guarantee-which can be internal or external-offered by or to a pension fund. This framework allows to establish links between optimization programs of DC, DB and targeted money purchase schemes. The case of an internal guarantee appears as a standard portfolio insurer's problem. The second kind of guarantee, not analyzed in the literature yet with regard to the resulting optimal policy, is characterized by the existence of an option in the final wealth definition. Four funds are present in the internal guarantee optimal allocation: the speculative component, the preference independent guarantee- and contribution-hedge terms and the preference dependent state variable-hedge fund. The external guarantee program, solved with an original method using the principles of standard options theory, yields an optimal policy incorporating the delta of the option embodied in the final wealth definition. The conclusion is that the resulting optimal portfolio policy becomes riskier.

关键词： pension funds defined benefit defined contribution asset allocation internal and external guarantees stochastic dynamic programming options theory

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Optimal Portfolio Management in a CIR Framework

Optimal Portfolio Management in a CIR Framework

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3rd International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM 2007)

作者： Wan, Shuping Jiangxi Univ Finance & Econ Coll Informat Technol Nanchang 330013 Peoples R China

ISBN: (纸本)9781424413119

The optimal portfolio problem for a bank account, single risky stock and a rolling horizon bond is developed. The stochastic short-term interest rate with the Cox-Ingersoll-Ross (CIR) dynamics affects the prices of the stock and rolling horizon bond. The investment objective is maximizing expected CRRA utility of terminal wealth. The problem has been solved by the stochastic dynamic programming principle and the completion of squares technique. The closed-form optimal trading strategy is obtained. A numerical example illustrating the results is presented.

关键词： portfolio rolling horizon bond Riccati equation stochastic dynamic programming

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