Complex decisions made simple: a primer on stochastic dynamic programming
Article first published online: 8 AUG 2013
© 2013 The Authors. Methods in Ecology and Evolution © 2013 British Ecological Society
Methods in Ecology and Evolution
Volume 4, Issue 9, pages 872–884, September 2013
How to Cite
Marescot, L., Chapron, G., Chadès, I., Fackler, P. L., Duchamp, C., Marboutin, E., Gimenez, O. (2013), Complex decisions made simple: a primer on stochastic dynamic programming. Methods in Ecology and Evolution, 4: 872–884. doi: 10.1111/2041-210X.12082
- Issue published online: 2 SEP 2013
- Article first published online: 8 AUG 2013
- Accepted manuscript online: 17 JUN 2013 03:28AM EST
- Manuscript Accepted: 10 JUN 2013
- Manuscript Received: 28 MAR 2013
- Australian Government's National Environmental Research Program
- Australian Research Council's Centre of Excellence (IC)
- Canis lupus ;
- decision-making techniques;
- markov decision process;
- optimization methods;
- stochastic dynamic programming
- Under increasing environmental and financial constraints, ecologists are faced with making decisions about dynamic and uncertain biological systems. To do so, stochastic dynamic programming (SDP) is the most relevant tool for determining an optimal sequence of decisions over time.
- Despite an increasing number of applications in ecology, SDP still suffers from a lack of widespread understanding. The required mathematical and programming knowledge as well as the absence of introductory material provide plausible explanations for this.
- Here, we fill this gap by explaining the main concepts of SDP and providing useful guidelines to implement this technique, including R code.
- We illustrate each step of SDP required to derive an optimal strategy using a wildlife management problem of the French wolf population.
- Stochastic dynamic programming is a powerful technique to make decisions in presence of uncertainty about biological stochastic systems changing through time. We hope this review will provide an entry point into the technical literature about SDP and will improve its application in ecology.