环境波动下套期保值策略的动态分析
Dynamic Analysis of Bet-Hedging Strategies as a Protection Mechanism against Environmental Fluctuations
摘要:
为了增加对环境波动的鲁棒性,许多生物种群已经发展出下注对冲机制,在这种机制中,种群通过让少数个体表现得好像他们感觉到了威胁或压力环境,来“下注”长期有利的环境条件的存在。因此,人口(作为一个整体)增加了长期生存环境波动的机会,同时牺牲了短期业绩。在本文中,我们提出了一个理论框架,基于马尔可夫跳线性系统,建模和评估的投注对冲策略的性能存在的随机波动。我们用数值模拟来说明我们的结果。
英文摘要:
In order to increase their robustness against environmental fluctuations, many biological populations have developed bet-hedging mechanisms in which the population `bets' against the presence of prolonged favorable environmental conditions by having a few individual behaving as if they sensed a threatening or stressful environment. As a result, the population (as a whole) increases its chances of surviving environmental fluctuations in the long term, while sacrificing short-term performance. In this paper, we propose a theoretical framework, based on Markov jump linear systems, to model and evaluate the performance of bet-hedging strategies in the presence of stochastic fluctuations. We illustrate our results using numerical simulations.
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