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題名 蘊藏量.探測發現不確定與資源耗竭
作者 鄭元興
貢獻者 李文福
鄭元興
日期 1984
上傳時間 9-Nov-2016 17:06:03 (UTC+8)
摘要 第一章 緒論1
第一節 前言1
第二節 內容結構2
第二章 確定性模型下競爭廠商的最適政策5
第一節 基本模型與最適解6
第二節 邊際成本、資源藏量截割條件與邊際利潤上升率11
第三節 資源價格與價格上升率15
第四節 探測發現的影響17
第五節 最適開探、探測路徑 19
第六節 小結23
第三章 不確定性模型下競爭廠商的最適政策25
第一節 基本模型與最適解26
第二節 開採成本與不確定性效果32
第三節 探測、發現與不確定性效果34
第四節 價格與不確定性效果36
第五節 截割條件與邊際利潤的成長率37
第六節 小結40
第四章 確定性模型下社會計畫最適政策43
第一節 基本模型與最適解44
第二節 開採成本、截割條件及邊際利益上升率48
第三節 資源邊際產值53
第四節 最適消費、開採及探測路徑55
第五節 小結58
第五章 不確定性模型下社會計畫最適政策61
第一節 基本模型與最適解61
第二節 效用函數與不確定性效果65
第三節 生產函數、成本函數與不確定性效果67
第四節 發現函數、探測成本與不確定性效果68
第五節 截割條件與邊際利益上升率69
第六節 小結72
第六章 資源藏量、探測發現不確定與人口成長73
第一節 基本模型73
第二節 模型最適解78
第三節 不確定性效果82
第四節 小結84
第七章 總結87
附錄 A：動態規劃89
附錄 B：開採率、探測之移動函數92
附錄 C : Ito lemma 93
附錄 D：機率性動態規劃96
附錄 E：開採率、探測之預期移動函數100
附錄 F：消費、開採率、探測之移動函數104
附錄 G：消費、開採率、探測之預期移動函數106
附錄 H：布阿松過程111
附錄 I ：消費、開採率、探測之預期移動函數112
參考文獻119
參考文獻 1. Aivazian, Varouj a., Callen, Jeffrey L., “ A Note on the Economics of Exhaustible Resources ”, Canadian Journal of Economics, February (1979), PP 83-89
2. Arrow, Kenneth J., Chang, S. L., “Optimal Pricing, Use, and Exploration of Uncertain Natural Resource Stocks”, Journal of Enviromental Economic Management,. March (1982).
3. Astrom, Karl J., “Introduction to Stochastic Control Theory”, 1970
4. Barta, Steven M., “Capital Accumulation in a Stochostic Decentralized Economy”, Journal of Economic Theory, February (1982), PP 124-142
5. Bensousson, Alain, “Stochastic Control by Functional Analysis” , North-Holland Publishing, 1982
6. Beyer, william H., “Standard Mathematic Tables”, 25 Edition, CRC Press, 1979
7. Bismut, Jean Michel, “Growth and Optimal Intertemporal Allocation of Risks”, Journal of Economic Theory, April (1975), PP 239-257
8. Bourguignon, Fransois, “A Particular Class of Continuour-Time Stochastic Growth Models”, Journal of Econmic Theory, (1974), PP 141-158
9. Brown, Gardner M., Field, Barry C., “Implication of Alternative Measures of Natural Resource Scarcity”, Jounal of Political Economy, Vol. 86 (1978), PP 229-243
10. Burley, D. M., “Studies in Optimization”, 1974
11. Chow, Gregory C., “Optimum Control of Stochastic Differential Equation System”, Journal of Economic Dynamics and Control, May (1979), PP 143-175
12. Chow, Gregory C., “Econometric Analysis by Control Methods”, John Wiley and Sons, 1981
13. Cox, D. R., Miller, H. D, “The Theory of Stochastic Process”, 1980
14. Cr’emer, Jacques, “On Hotellings Formula and the Use of Permanent Equipment in the Extraction of Natural Resources”, International Economic Review, June (1979), PP 317-324
15. Dasgupta, Partha, Heal, Geoffrey, “The Optimal Depletion of Exhaustible Resources”, Review of Economic Studies, Symposium (1974), PP 3-28
16. Dasgupta, Partha, Stiglitz, Joseph, “Resource Depletion under Technological Uncertainty”, Econometrica, January (1981), PP85-102
17. Davison, R., “Optimal Depletion of an Exhaustible Resource with Research and Development toward and Alternative Technology”, Review of Economic Studies, June (1978), PP 355-364
18. Deshmukh, Sudhakar D., Pliska, Stanley R., “Optimal consumption and Exploration of Nonrenewable Resoure under Uncertainty”, Econometrica, January (1980), PP 177-199
19. Devarajan, Shantayanan, Fisher, Anthony C., “Hotelling’s Economics of Exhaustible Resources: Fifty Years Later”, Journal of Economic Literature, March (1981), PP 65-73
20. Devarajan, Shantayanan, Fisher, Anthony C., “Exploration and Scarcity”, Journal of Political Economy, Vol. 90 (1982), PP 1279-1290
21. Dreyfus, Stuart E., “Dynamic Programming and The Calculus of Variation”, 1965
22. Fleming, Wendell H., “Deterministic and Stochastic Optimal Control”, Spring-Verlag
23. Friedman, Avner, “Stochastic Differential Equation and Application”, Academic Press, 1976
24. Gihman, I. I., Skrohod, A. V., “Controlled Stochastic Process” Translated by Samuel Kotz, Spring-Verlag, 1979
25. Gilbert, Richard J., “Optimal Depletion of An Unknown Stock“, Review of Economic Studies, January (1979), PP 47-57
26. Gorden, Richard L., “ A Reinterpretation of the Pure Theory of Exhaustion”, Journal of Political Economy, Jure (1967), PP 274-286
27. Hansen, Donald A., “Increasing Extraction Costs and Resource Price”, The Bell Journal of Economices, Spring (1980), PP 335-341
28. Heal, Geoffrey, “The Relationship between Price and Extraction Cost for a Resource with a Backstop Technology”, The Bell Journal of Economics, Autumn (1976), PP 371-378
29. ____________, “Scarcity, Efficiency and Disequilibrium in Resource Market”, Scandinavian Journal of Economics, Vol. 83 (1981), PP 334-352
30. Hoel, Michael, “Resource Extraction, Uncertainty and Learning”, The Bell Journal of Economics, Autumn (1978), PP 642-645
31. Hoel, Michael, “Resource Extraction, Subsitude Production and Monopoly”, Journal of Economic Theory, October (1978), PP 28-37
32. Hoel, Paul G., “Introduction to Probability Theory”, Houghton Mifflin Company, 1971
33. Hotelling, Harold, “The Economies of Exhaustibl e Resoures”, Journal of Political Econnmy, April (1931), PP 137-175
34. Ingham, A., Simmons, P., “Natural Resource and Growing Population”, Review of Economic Studies, April (1975), PP 191-206
35. Intriligator, Michael D., “Mathematical Optimization and Economic Theory”, Prentice-Hall, 1972
36. Ito, Kiyosi, “Stochastic Differential Equation”, The Mathemetical Society of Japan, 1978
37. Kamien, Morton I., Schwartz, Nancy L., “Optimal Optimal Exhaustible Resource Depletion with Endogeneous Technical change”, Review of Economic Studies, February (1978), PP 179-196
38. Kamien, Morton I., Schwartz, Nancy L., “Dynamic Optimization”, North-Holland, 1981
39. Karlin, Samuel, , Taylor, Howard M., “A First Course in Stochastic Process”, Second Edition, 1975
40. Kasamen, Eero, “Dilema with Infinitesimal Magnitudes: The Case of Resource Depletion Problem”, Journal of Economic Dynamics and Control, August (1982), PP 295-301
41. Kushner, Harold J., “Stochastic Stability and Control ” , Academic Press, 1967
42. Levhari, David; Liviatan, Nissan, “Notes on Hetelling’s Economics of Exharstible Resource”, Canadian Journal of Economics, May (1977), PP 177-192
43. Loury, Glenn C., “The Optimal Exploitation of An Unknown Reserve”, Review of Economic Studies, October (1978), PP 621-644
44. Merton, Robert C., “Optimal Pricing hen Underlying Stock Returns are Discontinuous”, Journal of Financial Economics, January (1976), PP 125-144
45. ______________, “An Asymtotic Theory of Growth Under Uncertainty”, Review of Economic Studies, July (1975), PP 375-393
46. _____________, “An Intertemporal Capital Asset Pricing Model”, Econometrica, September (1973), PP 867-887
47. Metivier, Michel & Pellaumail, J., “ Stochastic Integration”, Academic Press, 1980
48. Mitra, Tapan, “Limits on Population Growth under Exharstible Resource Constraints”, International Economic Review, February (1983), PP 155-168
49. __________, “Some Results on the Optimal Depletion of Exhaustible Resources under Negative Discounting”, Review of Economic Studies, (1981), PP 521-532
50. Miller, Ronald E., “Dynamic Optimization and Economic Application”, Mcgraw-Hill, 1979
51. Nemhauser, George L., “Introduction to Dynamic Programming”, 1966
52. Norman. T. J. Bailey, “ The elements of Stochostic Process”, John Wiley and Sons Inc. , 1964
53. Pindyck, Robert S., “The Optimal Production of An Exhustible Resource When Price is Exogeneous and Stochastic”, Scandinavian Journal of Economics, Vol. 83(1981), PP 277-288
54. _________, “The Optimal Exploration and Production of Nonrenewable Resources”, Journal of Political Economy, Vol. 86(1978), PP 841-862
55. _________, “Uncertainty and Exhaustible Resource Markets”, Journal of Political Economy, Vol. 88(1980), PP 1203-1225
56. Roberts, Blaine, “The Effects of Supply Contracts on the Output and Price of Exhaustible Resource”, Ouartly Journal of Economics, September (1980), PP 243-354
57. Robson, Arthur J., “Sequential Exploitation of Uncertain Deposits of a Depletable Natural Resource” Journal of Economic Theory, August (1979), PP 88-110
58. Ross, Sheldon M., “Stochastic Process”, 1983
59. Smith, Vernon L., “ An Optimal Theory of Exhaustible Resource”, Journal of Economic Theory, December (1974), PP 384-396
60.________, “General Equilibrum with a Replenishable Natural Resource”, Review of Economic Studies, Symposium (1974), PP 105-115
61. Solow, Robert M., “The Economics of Resources or the Resources of Economics”, American Economic Association, May (1974), PP 1-15
62. _________, “Intergenerational Equity and Exhaustible Resource”, Review of Economic Studies, Symposium (1974), PP 29-45
63. Solow, R. M., Wan, Frederic Y., “Extraction Cost in the Theory of Exhaustible Resource”, The Bell Journal of Economics, Autumn (1976), PP 359-370
64. Stiglitz, Joseph, “Growth with Exhaustible Natural Resource: Efficient and Optimal Growth Path”, Review of Economic Studies, Symposium (1974), PP 123-137
65. __________, “ Growth with Exhaustible Natural Resource: The Competitive Economy”, Review of Economic Studies, Symposium (1974), PP 139-152
66. __________, “Monopoly and the Rate of Extraction of Exhaustible Resources”, American Economic Review, September (1976), PP 655-661
67. __________ , “Market Structure and Resource Extraction under Uncertainty”, Scandinavian Journal of Economics, Vol. 83(1981), PP 318-335
68. Sweeney, James L., “Economics of Depletable Resource: Market Force and Intertemporal Bias”, Review of Economic Studies, February (1977), PP 125-141
69. Ulph, Alistair M., “A Model of Resource Depletion with Multiple Grades”, The Economic Record, December (1978), PP 334-345
70. Wang Henry Y., “Economic Growth”, Harcourt Brace Jovanovich, 1971
71. Weinstein, Milton C., Zeckhauser, Richard J.,” The Optimal Consumption of Depletable Natural Resource”, Ouarterly Joural of Economics, August (1975), PP 371-392
72. Widder, David V., “Advanced Calculus”, Second Edition, Prentice-Hall, 1961
關聯 國立政治大學
經濟研究所
碩士
72
資料類型 thesis
dc.contributor.advisor 李文福
dc.contributor.author (Authors) 鄭元興
dc.creator (作者) 鄭元興zh_TW
dc.date (日期) 1984
dc.date.accessioned 9-Nov-2016 17:06:03 (UTC+8)-
dc.date.available 9-Nov-2016 17:06:03 (UTC+8)-
dc.date.issued (上傳時間) 9-Nov-2016 17:06:03 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/103627-
dc.description.abstract (摘要) 第一章 緒論1
第一節 前言1
第二節 內容結構2
第二章 確定性模型下競爭廠商的最適政策5
第一節 基本模型與最適解6
第二節 邊際成本、資源藏量截割條件與邊際利潤上升率11
第三節 資源價格與價格上升率15
第四節 探測發現的影響17
第五節 最適開探、探測路徑 19
第六節 小結23
第三章 不確定性模型下競爭廠商的最適政策25
第一節 基本模型與最適解26
第二節 開採成本與不確定性效果32
第三節 探測、發現與不確定性效果34
第四節 價格與不確定性效果36
第五節 截割條件與邊際利潤的成長率37
第六節 小結40
第四章 確定性模型下社會計畫最適政策43
第一節 基本模型與最適解44
第二節 開採成本、截割條件及邊際利益上升率48
第三節 資源邊際產值53
第四節 最適消費、開採及探測路徑55
第五節 小結58
第五章 不確定性模型下社會計畫最適政策61
第一節 基本模型與最適解61
第二節 效用函數與不確定性效果65
第三節 生產函數、成本函數與不確定性效果67
第四節 發現函數、探測成本與不確定性效果68
第五節 截割條件與邊際利益上升率69
第六節 小結72
第六章 資源藏量、探測發現不確定與人口成長73
第一節 基本模型73
第二節 模型最適解78
第三節 不確定性效果82
第四節 小結84
第七章 總結87
附錄 A：動態規劃89
附錄 B：開採率、探測之移動函數92
附錄 C : Ito lemma 93
附錄 D：機率性動態規劃96
附錄 E：開採率、探測之預期移動函數100
附錄 F：消費、開採率、探測之移動函數104
附錄 G：消費、開採率、探測之預期移動函數106
附錄 H：布阿松過程111
附錄 I ：消費、開採率、探測之預期移動函數112
參考文獻119
dc.format.extent 115 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) 國立政治大學
dc.relation (關聯) 經濟研究所
dc.relation (關聯) 碩士
dc.relation (關聯) 72
dc.title (題名) 蘊藏量.探測發現不確定與資源耗竭zh_TW
dc.type (資料類型) thesis
dc.relation.reference (參考文獻) 1. Aivazian, Varouj a., Callen, Jeffrey L., “ A Note on the Economics of Exhaustible Resources ”, Canadian Journal of Economics, February (1979), PP 83-89
2. Arrow, Kenneth J., Chang, S. L., “Optimal Pricing, Use, and Exploration of Uncertain Natural Resource Stocks”, Journal of Enviromental Economic Management,. March (1982).
3. Astrom, Karl J., “Introduction to Stochastic Control Theory”, 1970
4. Barta, Steven M., “Capital Accumulation in a Stochostic Decentralized Economy”, Journal of Economic Theory, February (1982), PP 124-142
5. Bensousson, Alain, “Stochastic Control by Functional Analysis” , North-Holland Publishing, 1982
6. Beyer, william H., “Standard Mathematic Tables”, 25 Edition, CRC Press, 1979
7. Bismut, Jean Michel, “Growth and Optimal Intertemporal Allocation of Risks”, Journal of Economic Theory, April (1975), PP 239-257
8. Bourguignon, Fransois, “A Particular Class of Continuour-Time Stochastic Growth Models”, Journal of Econmic Theory, (1974), PP 141-158
9. Brown, Gardner M., Field, Barry C., “Implication of Alternative Measures of Natural Resource Scarcity”, Jounal of Political Economy, Vol. 86 (1978), PP 229-243
10. Burley, D. M., “Studies in Optimization”, 1974
11. Chow, Gregory C., “Optimum Control of Stochastic Differential Equation System”, Journal of Economic Dynamics and Control, May (1979), PP 143-175
12. Chow, Gregory C., “Econometric Analysis by Control Methods”, John Wiley and Sons, 1981
13. Cox, D. R., Miller, H. D, “The Theory of Stochastic Process”, 1980
14. Cr’emer, Jacques, “On Hotellings Formula and the Use of Permanent Equipment in the Extraction of Natural Resources”, International Economic Review, June (1979), PP 317-324
15. Dasgupta, Partha, Heal, Geoffrey, “The Optimal Depletion of Exhaustible Resources”, Review of Economic Studies, Symposium (1974), PP 3-28
16. Dasgupta, Partha, Stiglitz, Joseph, “Resource Depletion under Technological Uncertainty”, Econometrica, January (1981), PP85-102
17. Davison, R., “Optimal Depletion of an Exhaustible Resource with Research and Development toward and Alternative Technology”, Review of Economic Studies, June (1978), PP 355-364
18. Deshmukh, Sudhakar D., Pliska, Stanley R., “Optimal consumption and Exploration of Nonrenewable Resoure under Uncertainty”, Econometrica, January (1980), PP 177-199
19. Devarajan, Shantayanan, Fisher, Anthony C., “Hotelling’s Economics of Exhaustible Resources: Fifty Years Later”, Journal of Economic Literature, March (1981), PP 65-73
20. Devarajan, Shantayanan, Fisher, Anthony C., “Exploration and Scarcity”, Journal of Political Economy, Vol. 90 (1982), PP 1279-1290
21. Dreyfus, Stuart E., “Dynamic Programming and The Calculus of Variation”, 1965
22. Fleming, Wendell H., “Deterministic and Stochastic Optimal Control”, Spring-Verlag
23. Friedman, Avner, “Stochastic Differential Equation and Application”, Academic Press, 1976
24. Gihman, I. I., Skrohod, A. V., “Controlled Stochastic Process” Translated by Samuel Kotz, Spring-Verlag, 1979
25. Gilbert, Richard J., “Optimal Depletion of An Unknown Stock“, Review of Economic Studies, January (1979), PP 47-57
26. Gorden, Richard L., “ A Reinterpretation of the Pure Theory of Exhaustion”, Journal of Political Economy, Jure (1967), PP 274-286
27. Hansen, Donald A., “Increasing Extraction Costs and Resource Price”, The Bell Journal of Economices, Spring (1980), PP 335-341
28. Heal, Geoffrey, “The Relationship between Price and Extraction Cost for a Resource with a Backstop Technology”, The Bell Journal of Economics, Autumn (1976), PP 371-378
29. ____________, “Scarcity, Efficiency and Disequilibrium in Resource Market”, Scandinavian Journal of Economics, Vol. 83 (1981), PP 334-352
30. Hoel, Michael, “Resource Extraction, Uncertainty and Learning”, The Bell Journal of Economics, Autumn (1978), PP 642-645
31. Hoel, Michael, “Resource Extraction, Subsitude Production and Monopoly”, Journal of Economic Theory, October (1978), PP 28-37
32. Hoel, Paul G., “Introduction to Probability Theory”, Houghton Mifflin Company, 1971
33. Hotelling, Harold, “The Economies of Exhaustibl e Resoures”, Journal of Political Econnmy, April (1931), PP 137-175
34. Ingham, A., Simmons, P., “Natural Resource and Growing Population”, Review of Economic Studies, April (1975), PP 191-206
35. Intriligator, Michael D., “Mathematical Optimization and Economic Theory”, Prentice-Hall, 1972
36. Ito, Kiyosi, “Stochastic Differential Equation”, The Mathemetical Society of Japan, 1978
37. Kamien, Morton I., Schwartz, Nancy L., “Optimal Optimal Exhaustible Resource Depletion with Endogeneous Technical change”, Review of Economic Studies, February (1978), PP 179-196
38. Kamien, Morton I., Schwartz, Nancy L., “Dynamic Optimization”, North-Holland, 1981
39. Karlin, Samuel, , Taylor, Howard M., “A First Course in Stochastic Process”, Second Edition, 1975
40. Kasamen, Eero, “Dilema with Infinitesimal Magnitudes: The Case of Resource Depletion Problem”, Journal of Economic Dynamics and Control, August (1982), PP 295-301
41. Kushner, Harold J., “Stochastic Stability and Control ” , Academic Press, 1967
42. Levhari, David; Liviatan, Nissan, “Notes on Hetelling’s Economics of Exharstible Resource”, Canadian Journal of Economics, May (1977), PP 177-192
43. Loury, Glenn C., “The Optimal Exploitation of An Unknown Reserve”, Review of Economic Studies, October (1978), PP 621-644
44. Merton, Robert C., “Optimal Pricing hen Underlying Stock Returns are Discontinuous”, Journal of Financial Economics, January (1976), PP 125-144
45. ______________, “An Asymtotic Theory of Growth Under Uncertainty”, Review of Economic Studies, July (1975), PP 375-393
46. _____________, “An Intertemporal Capital Asset Pricing Model”, Econometrica, September (1973), PP 867-887
47. Metivier, Michel & Pellaumail, J., “ Stochastic Integration”, Academic Press, 1980
48. Mitra, Tapan, “Limits on Population Growth under Exharstible Resource Constraints”, International Economic Review, February (1983), PP 155-168
49. __________, “Some Results on the Optimal Depletion of Exhaustible Resources under Negative Discounting”, Review of Economic Studies, (1981), PP 521-532
50. Miller, Ronald E., “Dynamic Optimization and Economic Application”, Mcgraw-Hill, 1979
51. Nemhauser, George L., “Introduction to Dynamic Programming”, 1966
52. Norman. T. J. Bailey, “ The elements of Stochostic Process”, John Wiley and Sons Inc. , 1964
53. Pindyck, Robert S., “The Optimal Production of An Exhustible Resource When Price is Exogeneous and Stochastic”, Scandinavian Journal of Economics, Vol. 83(1981), PP 277-288
54. _________, “The Optimal Exploration and Production of Nonrenewable Resources”, Journal of Political Economy, Vol. 86(1978), PP 841-862
55. _________, “Uncertainty and Exhaustible Resource Markets”, Journal of Political Economy, Vol. 88(1980), PP 1203-1225
56. Roberts, Blaine, “The Effects of Supply Contracts on the Output and Price of Exhaustible Resource”, Ouartly Journal of Economics, September (1980), PP 243-354
57. Robson, Arthur J., “Sequential Exploitation of Uncertain Deposits of a Depletable Natural Resource” Journal of Economic Theory, August (1979), PP 88-110
58. Ross, Sheldon M., “Stochastic Process”, 1983
59. Smith, Vernon L., “ An Optimal Theory of Exhaustible Resource”, Journal of Economic Theory, December (1974), PP 384-396
60.________, “General Equilibrum with a Replenishable Natural Resource”, Review of Economic Studies, Symposium (1974), PP 105-115
61. Solow, Robert M., “The Economics of Resources or the Resources of Economics”, American Economic Association, May (1974), PP 1-15
62. _________, “Intergenerational Equity and Exhaustible Resource”, Review of Economic Studies, Symposium (1974), PP 29-45
63. Solow, R. M., Wan, Frederic Y., “Extraction Cost in the Theory of Exhaustible Resource”, The Bell Journal of Economics, Autumn (1976), PP 359-370
64. Stiglitz, Joseph, “Growth with Exhaustible Natural Resource: Efficient and Optimal Growth Path”, Review of Economic Studies, Symposium (1974), PP 123-137
65. __________, “ Growth with Exhaustible Natural Resource: The Competitive Economy”, Review of Economic Studies, Symposium (1974), PP 139-152
66. __________, “Monopoly and the Rate of Extraction of Exhaustible Resources”, American Economic Review, September (1976), PP 655-661
67. __________ , “Market Structure and Resource Extraction under Uncertainty”, Scandinavian Journal of Economics, Vol. 83(1981), PP 318-335
68. Sweeney, James L., “Economics of Depletable Resource: Market Force and Intertemporal Bias”, Review of Economic Studies, February (1977), PP 125-141
69. Ulph, Alistair M., “A Model of Resource Depletion with Multiple Grades”, The Economic Record, December (1978), PP 334-345
70. Wang Henry Y., “Economic Growth”, Harcourt Brace Jovanovich, 1971
71. Weinstein, Milton C., Zeckhauser, Richard J.,” The Optimal Consumption of Depletable Natural Resource”, Ouarterly Joural of Economics, August (1975), PP 371-392
72. Widder, David V., “Advanced Calculus”, Second Edition, Prentice-Hall, 1961