Stochastic optimal control of predator–prey ecosystem by using stochastic maximum principle
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A new control strategy for preventing the extinction of predator–prey ecosystem in a random environment is proposed. First, a controlled stochastic Lotka–Volterra system is introduced and its some properties are presented. The stochastic averaging method is applied to transfer the original controlled system to a partially averaged one. Then, the adjoint equation and maximum condition of the partially averaged control problem are derived based on the stochastic maximum principle. The optimal control is determined from the maximum condition and solving the forward-backward stochastic differential equation (FBSDE). For infinite time-interval ergodic control, the adjoint process is stationary and the FBSDE is reduced to an ordinary differential equation. Finally, the stationary probability density of the prey of optimally controlled system is obtained to show that the controlled ecosystem is more stable than the uncontrolled one. The mean transition time of optimally controlled system is also calculated to show that the proposed control strategy is effective in preventing the possible extinction.
KeywordsLotka–Volterra model Stochastic averaging Optimal control Stochastic maximum principle
This study was supported by the National Nature Science Foundation of China under NSFC Grant Nos. 11321202, 11432010, 11432012, 11502201 and the Basic Research Fund of Northwestern Polytechnical University under Grant No. G2015KY0104.
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