矿产资源勘探与开发的不确定性分析  

The Uncertainty Analysis for Exploration and Extraction of Nonrenewable Resources

作　　者：杨海生[1] 周永章[1] 周文娟[1] 

机构地区：[1]中山大学地球科学系,广东广州510275

出　　处：《中山大学学报（自然科学版）》2006年第2期101-104,113,共5页Acta Scientiarum Naturalium Universitatis Sunyatseni

基　　金：教育部"985工程"基金资助项目(105203200400010);广东省科技厅社会发展攻关基金资助项目(2004A30308002;2002C3201)

摘　　要：通过一个带跳的随机动态规划模型,探讨了市场需求、资源储量的不确定性以及勘探活动对于矿产资源价格和开采率的影响。模型结果显示:一方面,地质条件的不确定性造成的资源储量的随机波动将加速资源价格的上升;另一方面,生产者必须在降低未来需求波动所造成的损失和由于资源储量波动带来的额外收益之间作出权衡,以选择适当的开采率。A stochastic dynamic planning model with jump processes is presented for nonrenewable resources under two kinds of uncertainties. One source of uncertainty is in the reserve level and the other is in the economic environment, which affects resource supply and demand respectively. Moreover, although the reserve uncertainty will accelerate the rate at which price increases, exploratory activity will have a reverse effect. Therefore, the producers have to balance the loss caused by demand fluctuations against the proceeds from reserve fluctuations.

关 键 词：随机动态规划 矿产资源 不确定性 跳 

分 类 号：F407.2[经济管理—产业经济]