{"title":"标记点过程模型的最优决策规则","authors":"M. N. M. van Lieshout","doi":"10.1007/s00477-024-02769-1","DOIUrl":null,"url":null,"abstract":"<p>We study a Markov decision problem in which the state space is the set of finite marked point patterns in the plane, the actions represent thinnings, the reward is proportional to the mark sum which is discounted over time, and the transitions are governed by a birth-death-growth process. We show that thinning points with large marks maximises the discounted total expected reward when births follow a Poisson process and marks grow logistically. Explicit values for the thinning threshold and the discounted total expected reward over finite and infinite horizons are also provided. When the points are required to respect a hard core distance, upper and lower bounds on the discounted total expected reward are derived.</p>","PeriodicalId":21987,"journal":{"name":"Stochastic Environmental Research and Risk Assessment","volume":"20 1","pages":""},"PeriodicalIF":3.9000,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Optimal decision rules for marked point process models\",\"authors\":\"M. N. M. van Lieshout\",\"doi\":\"10.1007/s00477-024-02769-1\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>We study a Markov decision problem in which the state space is the set of finite marked point patterns in the plane, the actions represent thinnings, the reward is proportional to the mark sum which is discounted over time, and the transitions are governed by a birth-death-growth process. We show that thinning points with large marks maximises the discounted total expected reward when births follow a Poisson process and marks grow logistically. Explicit values for the thinning threshold and the discounted total expected reward over finite and infinite horizons are also provided. When the points are required to respect a hard core distance, upper and lower bounds on the discounted total expected reward are derived.</p>\",\"PeriodicalId\":21987,\"journal\":{\"name\":\"Stochastic Environmental Research and Risk Assessment\",\"volume\":\"20 1\",\"pages\":\"\"},\"PeriodicalIF\":3.9000,\"publicationDate\":\"2024-08-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Environmental Research and Risk Assessment\",\"FirstCategoryId\":\"93\",\"ListUrlMain\":\"https://doi.org/10.1007/s00477-024-02769-1\",\"RegionNum\":3,\"RegionCategory\":\"环境科学与生态学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ENGINEERING, CIVIL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Environmental Research and Risk Assessment","FirstCategoryId":"93","ListUrlMain":"https://doi.org/10.1007/s00477-024-02769-1","RegionNum":3,"RegionCategory":"环境科学与生态学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ENGINEERING, CIVIL","Score":null,"Total":0}
Optimal decision rules for marked point process models
We study a Markov decision problem in which the state space is the set of finite marked point patterns in the plane, the actions represent thinnings, the reward is proportional to the mark sum which is discounted over time, and the transitions are governed by a birth-death-growth process. We show that thinning points with large marks maximises the discounted total expected reward when births follow a Poisson process and marks grow logistically. Explicit values for the thinning threshold and the discounted total expected reward over finite and infinite horizons are also provided. When the points are required to respect a hard core distance, upper and lower bounds on the discounted total expected reward are derived.
期刊介绍:
Stochastic Environmental Research and Risk Assessment (SERRA) will publish research papers, reviews and technical notes on stochastic and probabilistic approaches to environmental sciences and engineering, including interactions of earth and atmospheric environments with people and ecosystems. The basic idea is to bring together research papers on stochastic modelling in various fields of environmental sciences and to provide an interdisciplinary forum for the exchange of ideas, for communicating on issues that cut across disciplinary barriers, and for the dissemination of stochastic techniques used in different fields to the community of interested researchers. Original contributions will be considered dealing with modelling (theoretical and computational), measurements and instrumentation in one or more of the following topical areas:
- Spatiotemporal analysis and mapping of natural processes.
- Enviroinformatics.
- Environmental risk assessment, reliability analysis and decision making.
- Surface and subsurface hydrology and hydraulics.
- Multiphase porous media domains and contaminant transport modelling.
- Hazardous waste site characterization.
- Stochastic turbulence and random hydrodynamic fields.
- Chaotic and fractal systems.
- Random waves and seafloor morphology.
- Stochastic atmospheric and climate processes.
- Air pollution and quality assessment research.
- Modern geostatistics.
- Mechanisms of pollutant formation, emission, exposure and absorption.
- Physical, chemical and biological analysis of human exposure from single and multiple media and routes; control and protection.
- Bioinformatics.
- Probabilistic methods in ecology and population biology.
- Epidemiological investigations.
- Models using stochastic differential equations stochastic or partial differential equations.
- Hazardous waste site characterization.