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Stability of economic model predictive control can be proven under the assumption that a strict dissipativity condition holds. This assumption has a clear interpretation in terms of the so-called rotated stage cost, which must have its…

Optimization and Control · Mathematics 2026-03-10 Mario Zanon

This paper studies a one-sector optimal growth model with i.i.d. productivity shocks that are allowed to be unbounded. The utility function is assumed to be non-negative and unbounded from above. The novel feature in our framework is that…

Economics · Quantitative Finance 2021-07-21 Nicole Bäuerle , Anna Jaśkiewicz

In this kind of model, the main characteristic that determines population viability in the long term is the stochastic growth rate (SGR) denoted $\lambda_S$. When $\lambda_S$ is larger than one, the population grows exponentially with…

Dynamical Systems · Mathematics 2024-02-07 Luis Sanz

We introduce a highly stylized, yet non trivial model of the economy, with a public and private sector coupled through a wealth tax and a redistribution policy. The model can be fully solved analytically, and allows one to address the…

Economics · Quantitative Finance 2015-12-09 Jean-Philippe Bouchaud

We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…

Mathematical Finance · Quantitative Finance 2021-07-14 Yu-Jui Huang , Zhenhua Wang

Modern ecology has re-emphasized the need for a quantitative understanding of the original 'survival of the fittest theme' based on analyzis of the intricate trade-offs between competing evolutionary strategies that characterize the…

Populations and Evolution · Quantitative Biology 2015-06-16 Jacopo Grilli , Samir Suweis , Amos Maritan

We analyze the long term behavior of interacting populations which can be controlled through harvesting. The dynamics is assumed to be discrete in time and stochastic due to the effect of environmental fluctuations. We present extinction…

Populations and Evolution · Quantitative Biology 2021-02-18 Alexandru Hening

The fitness of a biological strategy is typically measured by its expected reproductive rate, the first moment of its offspring distribution. However, strategies with high expected rates can also have high probabilities of extinction. A…

Populations and Evolution · Quantitative Biology 2013-05-17 Sterling Sawaya , Steffen Klaere

The importance of the Allee effect in studying extinction vulnerability is widely recognized by researchers, and neglecting it could adversely impact the management of threatened or exploited populations [1]. In this article, we examine a…

Dynamical Systems · Mathematics 2024-03-21 Rajesh Ranjan Patra , Sarit Maitra

We analyse a non-local parabolic integro-differential equation modelling the evolutionary dynamics of a phenotypically-structured population in a changing environment. Such models arise in a variety of contexts from climate change to…

Analysis of PDEs · Mathematics 2024-07-16 Manh Hong Duong , Fabian Spill , Blaine van Rensburg

Explaining biodiversity in nature is a fundamental problem in ecology. An outstanding challenge is embodied in the so-called Competitive Exclusion Principle: two species competing for one limiting resource cannot coexist at constant…

Populations and Evolution · Quantitative Biology 2020-04-13 Xin Wang , Yang-Yu Liu

Competitive birth-death processes often exhibit an oscillatory behavior. We investigate a particular case where the oscillation cycles are marginally stable on the mean-field level. An iconic example of such a system is the Lotka-Volterra…

Populations and Evolution · Quantitative Biology 2015-05-13 Matthew Parker , Alex Kamenev

For the Ramsey model of economic growth, which describes the optimal allocation of consumption and saving over time, we assume the population dynamics to follow the Allee effect. The so-called Allee threshold separates two regimes from each…

Optimization and Control · Mathematics 2025-09-19 Zihan Wang , Vladimir Shikhman

We investigate the formation of stable ecological networks where many species share the same resource. We show that such stable ecosystem naturally occurs as a result of extinctions. We obtain an analytical relation for the number of…

Populations and Evolution · Quantitative Biology 2017-04-05 V. Kozlov , S. Vakulenko , U. Wennergren

We study the problem of optimal long term portfolio selection with a view to beat a benchmark. Two kinds of objectives are considered. One concerns the probability of outperforming the benchmark and seeks either to minimise the decay rate…

Probability · Mathematics 2017-12-04 Anatolii A. Puhalskii

A model for large-scale evolution recently introduced by Amaral and Meyer is studied analytically and numerically. Species are located at different trophic levels and become extinct if their prey becomes extinct. It is proved that this…

adap-org · Physics 2009-10-30 Barbara Drossel

We derive the explicit solutions to singular stochastic control problems of the monotone follower type with (a) an expected discounted criterion, (b) an expected ergodic criterion and (c) a pathwise ergodic criterion. These problems have…

Optimization and Control · Mathematics 2025-02-05 Gechun Liang , Zhesheng Liu , Mihail Zervos

We introduce a new model for large scale evolution and extinction in which species are organized into food chains. The system evolves by two processes: origination/speciation and extinction. In the model, extinction of a given species can…

Statistical Mechanics · Physics 2007-05-23 Luis A. N. Amaral , Martin Meyer

The extinction of species is a major problem of concern with a large literature. Our investigation gives insight into when species extinctions must occur, with an emphasis on determining which species might possibly die out and on how fast…

Dynamical Systems · Mathematics 2023-05-10 Naghmeh Akhavan , James A. Yorke

We study a generalized discrete-time multi-type Wright-Fisher population process. The mean-field dynamics of the stochastic process is induced by a general replicator difference equation. We prove several results regarding the asymptotic…

Probability · Mathematics 2019-12-06 Alexander Roitershtein , Reza Rastegar , Robert S. Chapkin , Ivan Ivanov