An optimal control model of carbon reduction and trading
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Publication:338652
DOI10.3934/MCRF.2016015zbMATH Open1348.93277OpenAlexW2530951899MaRDI QIDQ338652FDOQ338652
Publication date: 7 November 2016
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2016015
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Semilinear parabolic equations (35K58) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)
Cites Work
- The pricing of options and corporate liabilities
- Optimum consumption and portfolio rules in a continuous-time model
- Controlled Markov processes and viscosity solutions
- Viscosity Solutions of Hamilton-Jacobi Equations
- User’s guide to viscosity solutions of second order partial differential equations
- Title not available (Why is that?)
- Market Design for Emission Trading Schemes
- Analysis of logistic growth models
- An optimal control model for reducing and trading of carbon emissions
- Optimal Stochastic Control and Carbon Price Formation
- Dynamic behavior of CO\(_2\) spot prices
Cited In (10)
- A stochastic control approach to optimal climate policies
- Optimal carbon reduction level and ordering quantity under financial constraints
- Optimal control strategy of companies: inheriting period and carbon emission reduction
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process
- Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction
- Optimal timing of CO\(_2\) mitigation policies for a cost-effectiveness model
- Optimal Stochastic Control Problem for a Carbon Emission Reduction Process
- Design of an environmental contract under trade credits and carbon emission reduction
- An optimal control model for reducing and trading of carbon emissions
- Carbon spot prices in equilibrium frameworks associated with climate change
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