OPTIMAL MEAN-VARIANCE HARVESTING RULES

被引:0
作者
GLEIT, A
机构
[1] Department of Mathematics and Statistics, University of Massachusetts, 0670 Amherst
关键词
D O I
10.1016/0025-5564(79)90059-2
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We find the linear harvesting rule, optimal for one form of the mean-variance criterion, for a very crude model for managing a renewable resource. We also find a steady-state solution for a different form of the mean-variance criterion. © 1979.
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页码:179 / 200
页数:22
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