The Optimal Control and MLE of Parameters of a Stochastic Single-Species System
Author(s) -
Huili Xiang,
Zhijun Liu
Publication year - 2012
Publication title -
discrete dynamics in nature and society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.264
H-Index - 39
eISSN - 1607-887X
pISSN - 1026-0226
DOI - 10.1155/2012/676871
Subject(s) - maximum likelihood , moment (physics) , mathematics , optimal control , estimation , statistics , estimation theory , mathematical optimization , value (mathematics) , control (management) , computer science , control theory (sociology) , physics , management , classical mechanics , artificial intelligence , economics
This paper investigates the optimal control and MLE (maximum likelihood estimation) for a single-species system subject to random perturbation. With the help of the techniques of stochastic analysis and mathematical statistics, sufficient conditions for the optimal control threshold value, the optimal control moment, and the maximum likelihood estimation of parameters are established, respectively. An example is presented to illustrate the feasibility of our theoretical results
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