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Main Authors: Chen, Xinfu, Dong, Yuchao, Huang, Wenlin, Liang, Jin
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2407.08477
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author Chen, Xinfu
Dong, Yuchao
Huang, Wenlin
Liang, Jin
author_facet Chen, Xinfu
Dong, Yuchao
Huang, Wenlin
Liang, Jin
contents In this paper, we consider a company can simultaneously reduce its emissions and buy carbon allowances at any time. We establish an optimal control model involving two stochastic processes with two control variables, which is a singular control problem. This model can then be converted into a Hamilton-Jacobi-Bellman (HJB) equation, which is a two-dimensional variational equality with gradient barrier, so that the free boundary is a surface. We prove the existence and uniqueness of the solution. Finally, some numerical results are shown.
format Preprint
id arxiv_https___arxiv_org_abs_2407_08477
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Optimal Carbon Emission Control With Allowances Purchasing
Chen, Xinfu
Dong, Yuchao
Huang, Wenlin
Liang, Jin
Optimization and Control
Mathematical Finance
In this paper, we consider a company can simultaneously reduce its emissions and buy carbon allowances at any time. We establish an optimal control model involving two stochastic processes with two control variables, which is a singular control problem. This model can then be converted into a Hamilton-Jacobi-Bellman (HJB) equation, which is a two-dimensional variational equality with gradient barrier, so that the free boundary is a surface. We prove the existence and uniqueness of the solution. Finally, some numerical results are shown.
title Optimal Carbon Emission Control With Allowances Purchasing
topic Optimization and Control
Mathematical Finance
url https://arxiv.org/abs/2407.08477