Results 211 to 220 of about 6,023,559 (283)

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, Volume 36, Issue 4, Page 804-825, October 2026.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

A distributionally robust bilevel optimization model for wholesale-retail electricity market design. [PDF]

Sci Rep
Jia X, Ji P, Chen F, Deng H, Chen M, Zhuang X, Qi X, Tan Z.   +7 more
europepmc   +1 more source

A Model of Strategic Sustainable Investment

Mathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source

Risk-sensitive mean-field control of large-scale UAV Swarms for stochastic disaster tracking and robust first response. [PDF]

Sci Rep
Sayeed MA, Sayeed MA, Ahmed T, Bharti AK.   +3 more
europepmc   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, Volume 36, Issue 4, Page 751-770, October 2026.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Deterministic dynamics of distributional multi-agent reinforcement learning. [PDF]

PLoS Comput Biol
Bergerot C, Romanczuk P, Barfuss W.
europepmc   +1 more source

Solar Energy Risks: Stochastic Radiation Modeling and Optimal Hedging Strategies

Mathematical Finance, Volume 36, Issue 4, Page 663-699, October 2026.
ABSTRACT The growing integration of solar power into electricity markets increasingly demands advanced risk management tools to address the inherent variability of solar radiation and its interaction with electricity prices. This paper introduces a novel framework for modeling and pricing new financial instruments designed to link payoffs directly to ...
Silvia Romagnoli, Beniamino Sartini
wiley   +1 more source

Design, comparison and selection of two competition incentive mechanisms. [PDF]

PLoS One
Li D, Wang H, Ye J.
europepmc   +1 more source

A study on fresh product supply chain management decisions considering subsidies and different transaction contracts. [PDF]

PLoS One
Wu Y, Zhu A, Yu L, Wang W.
europepmc   +1 more source

Operating-Room scheduling under uncertainty: balancing elective and emergency surgeries. [PDF]

Health Care Manag Sci
Sadegh Zadeh H, Zhang L, Fackrell M, Anjomshoa H.   +3 more
europepmc   +1 more source