Image de couverture de livre

Optimal Carbon Emission Control With Allowances Purchasing

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Chen, Xinfu, Dong, Yuchao, Huang, Wenlin, Liang, Jin
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method
par: Dong, Yuchao, et autres
Publié: (2025)

Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
par: Cheng, Xinman, et autres
Publié: (2026)

Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
par: Bo, Lijun, et autres
Publié: (2024)

Optimal consumption under a drawdown constraint over a finite horizon
par: Chen, Xiaoshan, et autres
Publié: (2022)

Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
par: Escudero, C., et autres
Publié: (2024)

Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force
par: Buttarazzi, Matteo, et autres
Publié: (2025)

Optimal consumption with loss aversion and reference to past spending maximum
par: Li, Xun, et autres
Publié: (2021)

Optimal Routing across Constant Function Market Makers with Gas Fees
par: Escudero, Carlos, et autres
Publié: (2026)

Regulation or Competition:Major-Minor Optimal Liquidation across Dark and Lit Pools
par: Mastrolia, Thibaut, et autres
Publié: (2025)

Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport
par: Joseph, Benjamin, et autres
Publié: (2023)

Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus
par: Otsuki, Yuta, et autres
Publié: (2024)

Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks
par: Ceci, Claudia, et autres
Publié: (2024)

A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation
par: Liang, Zongxia, et autres
Publié: (2024)

Coordinated Mean-Field Control for Systemic Risk
par: Yamanaka, Toshiaki
Publié: (2025)

A Calculus of Variations Approach to Stochastic Control
par: Lorig, Matthew
Publié: (2025)

Rough Path Approaches to Stochastic Control, Filtering, and Stopping
par: Mavroforas, Jonathan A., et autres
Publié: (2025)

Deep Galerkin Method for Mean Field Control Problem
par: Sun, Jingruo
Publié: (2022)

Stationary Discounted and Ergodic Mean Field Games of Singular Control
par: Cao, Haoyang, et autres
Publié: (2021)

Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
par: Guan, Guohui, et autres
Publié: (2024)

Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness
par: Peng, Yunfei, et autres
Publié: (2023)

Stochastic control problems with state-reflections arising from relaxed benchmark tracking
par: Bo, Lijun, et autres
Publié: (2023)

Dimension Reduction in Martingale Optimal Transport: Geometry and Robust Option Pricing
par: Hiew, Joshua Zoen-Git, et autres
Publié: (2023)

A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching
par: Fu, Guanxing, et autres
Publié: (2024)

Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
par: Ferrari, Giorgio, et autres
Publié: (2025)

A robust stochastic control problem with applications to monotone mean-variance problems
par: Chen, Yuyang, et autres
Publié: (2024)

Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case
par: Ferrari, Giorgio, et autres
Publié: (2026)

Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
par: Alonso-Garcia, Jennifer, et autres
Publié: (2026)

On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case
par: Proskurnikov, Anton V., et autres
Publié: (2023)

Learning to Optimally Stop Diffusion Processes, with Financial Applications
par: Dai, Min, et autres
Publié: (2024)

Intraday Battery Dispatch for Hybrid Renewable Energy Assets
par: Aung, Thiha, et autres
Publié: (2025)

Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time
par: Aquino, Luca De Gennaro, et autres
Publié: (2024)

Limited Attention Allocation in a Stochastic Linear Quadratic System with Multiplicative Noise
par: Cui, Xiangyu, et autres
Publié: (2024)

Extended mean-field games with multi-dimensional singular controls and non-linear jump impact
par: Denkert, Robert, et autres
Publié: (2024)

Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
par: Wei, Jiaqin, et autres
Publié: (2024)

Delegated portfolio management with random default
par: Gennaro, Alberto, et autres
Publié: (2024)

A dynamic programming principle for multiperiod control problems with bicausal constraints
par: Mirmominov, Ruslan, et autres
Publié: (2024)

Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem
par: Huh, Jeonggyu, et autres
Publié: (2024)

Equilibrium investment under dynamic preference uncertainty
par: Aquino, Luca De Gennaro, et autres
Publié: (2025)

Exponential Utility Maximization with Delay in a Continuous Time Gaussian Framework
par: Dolinsky, Yan
Publié: (2023)

Stratified adaptive sampling for derivative-free stochastic trust-region optimization
par: Amici, Giovanni, et autres
Publié: (2026)