Comptes Rendus. Mathématique (Jul 2020)
Parameter Identification by Statistical Learning of a Stochastic Dynamical System Modelling a Fishery with price variation
Abstract
In this short paper we report on an inverse problem for parameter setting of a model used for the modelling of fishing on the West African coast. We compare the solution of this inverse problem by a Neural Network with the more classical algorithms of optimisation and stochastic control. The Neural Network does much better.