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This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable,…

Mathematical Finance · Quantitative Finance 2024-01-09 Joshua Aurand , Yu-Jui Huang

We study the biodiversity problem for resource competition systems with extinctions and self-limitation effects. Our main result establishes estimates of biodiversity in terms of the fundamental parameters of the model. We also prove the…

Dynamical Systems · Mathematics 2018-09-12 Vladimir Kozlov , Sergey Vakulenko , Uno Wennergren , Vladimir G. Tkachev

We are interested in the dynamics of a population structured by a phenotypic trait. Individuals reproduce sexually, which is represented by a non-linear integral operator. This operator is combined to a multiplicative operator representing…

Analysis of PDEs · Mathematics 2021-04-14 Gaël Raoul

Recruitment is calculated by summing random offspring-numbers entering the population, where the number of summands (i.e. spawning population size) is also a random process. A priori, it is not clear that individual reproductive variability…

Populations and Evolution · Quantitative Biology 2022-02-17 Hiro-Sato Niwa

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 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

Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay…

Optimization and Control · Mathematics 2021-01-19 Hidekazu Yoshioka , Yuta Yaegashi

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

Machine Learning · Statistics 2025-11-18 Shengbo Wang , Jason Meng , Nian Si , Jose Blanchet , Zhengyuan Zhou

Understanding what controls apparently random fluctuations in fish recruitment is a major challenge in fisheries science. Our current inability to anticipate recruitment failures has led to costly management actions and in some cases…

Populations and Evolution · Quantitative Biology 2015-09-07 Charles T. Perretti , Stephan B. Munch , Michael J. Fogarty , George Sugihara

Assembling optimal microbial communities is key for various applications in biofuel production, agriculture, and human health. Finding the optimal community is challenging because the number of possible communities grows exponentially with…

Populations and Evolution · Quantitative Biology 2021-12-17 Ashish B. George , Kirill S. Korolev

Body size drives the energetic demands of organisms, constraining trophic interactions between species and playing a significant role in shaping the feasibility of species' populations in a community. On macroevolutionary timescales, these…

Populations and Evolution · Quantitative Biology 2025-02-20 Justin D. Yeakel , Matthew C. Hutchinson , Christopher P. Kempes , Paul L. Koch , Jacquelyn L. Gill , Mathias M. Pires

We provide an asymptotic analysis of a nonlinear integro-differential equation which describes the evolutionary dynamics of a population which reproduces sexually and which is subject to selection and competition. The sexual reproduction is…

Analysis of PDEs · Mathematics 2026-03-27 M Hillairet , S Mirrahimi

The paper describes a new class of capture-recapture models for closed populations when individual covariates are available. The novelty consists in combining a latent class model for the distribution of the capture history, where the class…

Methodology · Statistics 2021-11-08 Antonio Forcina , Francesco Bartolucci

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

Optimization and Control · Mathematics 2020-04-13 Hidekazu Yoshioka , Yuta Yaegashi , Motoh Tsujimura

This paper studies a discrete-time version of the Lucas-Uzawa endogenous growth model with physical and human capital in the presence of externalities. Existence of an optimal equilibrium is proved using tools from dynamic programming with…

Theoretical Economics · Economics 2025-02-04 Luis Alcala

For any spatially explicit management, determining the appropriate spatial scale of management decisions is critical to success at achieving a given management goal. Specifically, managers must decide how much to subdivide a given managed…

Populations and Evolution · Quantitative Biology 2015-12-08 Nao Takashina , Marissa L. Baskett

We consider the unitary matrix model in the limit where the size of the matrices become infinite and in the critical situation when a new spectral band is about to emerge. In previous works the number of expected eigenvalues in a…

Mathematical Physics · Physics 2015-05-13 M. Bertola , S. Y. Lee , M. Y. Mo

We study stochastic evolutionary game dynamics in a population of finite size. Individuals in the population are divided into two dynamically evolving groups. The structure of the population is formally described by a Wright-Fisher type…

Probability · Mathematics 2020-07-01 Timothy Chumley , Ozgur Aydogmus , Anastasios Matzavinos , Alexander Roitershtein

In the present paper we analyze the linear stability of a hierarchical size-structured population model where the vital rates (mortality, fertility and growth rate) depend both on size and a general functional of the population density…

Analysis of PDEs · Mathematics 2019-03-25 Jozsef Z. Farkas , Thomas C. Hagen

Modern developments in population dynamics emphasize the role of the turnover of individuals. In the new approaches stable population size is a dynamic equilibrium between different mortality and fecundity factors instead of an arbitrary…

Populations and Evolution · Quantitative Biology 2014-03-05 Krzysztof Argasinski , Mark Broom
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