What's It All Mean?



Well, this is a way of portraying a sample solution from the following paper that John Rust and I have written, entitled

Stochastic Dynamic Programming in Space: An Application to British Columbia Forestry


In a nutshell, we divided up a particular forest district into hectares, squares that are one hundred metres by one hundred metres. On each, we estimated harvesting and transportation costs and, for each, we know an equation of motion that determines the volume of harvestable timber. We solved thousands of stochastic dynamic programming problems and then aggregated the solutions. The movie has three parts: On the left is a map of the geographic area, the Fraser Timber Supply Area (TSA). The black is land that cannot be used for growing trees. The remainder of the squares change colour as the trees grow: Seedlings are white; mature trees are dark green. The top panel on the right is a time-series graph of a mean-reverting AR(1) stochastic process of lumber prices. In the panel below is graphed the total volume of timber available for harvest, obtained by aggregating the individual harvesting decisions of over 200,000 virtual harvesters. We have simulated this TSA for five hundred years.



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