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Related papers: On a Strategic Model of Pollution Control

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We use an evolutionary game model to study the interplay between corporate environmental compliance and enforcement promoted by the policy maker in a country facing a pollution trap, i.e., a scenario in which the vast majority of firms do…

Physics and Society · Physics 2018-02-27 Gabriel Meyer Salomão , André Barreira da Silva Rocha

In this paper investigations by the same authors on environmental issues concerning the control of the pollution produced by human activities have been extended to include costs related to environmental interventions. The proposed model…

Numerical Analysis · Mathematics 2025-11-03 Sebastian Anita , Vincenzo Capasso , Simone Scacchi

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…

Mathematical Finance · Quantitative Finance 2026-03-31 Tiziano De Angelis , Caio César Graciani Rodrigues , Peter Tankov

This paper explores stochastic control models in the context of decarbonization within the energy market. We study three progressively complex scenarios: (1) a single firm operating with two technologies-one polluting and one clean,(2)two…

General Finance · Quantitative Finance 2025-06-18 Benhao Du , Thomas Treillard , Francois Wang

This paper studies a model for the optimal control (by a centralized economic agent which we call the planner) of pollution diffusion over time and space. The controls are the investments in production and depollution and the goal is to…

Theoretical Economics · Economics 2026-01-09 Fausto Gozzi , Marta Leocata , Giulia Pucci

We consider a stochastic system whose uncontrolled state dynamics are modelled by a general one-dimensional It\^{o} diffusion. The control effort that can be applied to this system takes the form that is associated with the so-called…

Probability · Mathematics 2007-11-15 Andrew J. F. Jack , Timothy C. Johnson , Mihail Zervos

This paper studies a nonzero-sum stochastic differential game in the context of shared spatial-domain pollution control. The pollution dynamics are governed by a stochastic partial differential equation (SPDE) driven by a Brownian sheet,…

Optimization and Control · Mathematics 2025-03-10 Nacira Agram , Bernt Øksendal , Frank Proske , Olena Tymoshenko

We consider a government that aims at reducing the debt-to-gross domestic product (GDP) ratio of a country. The government observes the level of the debt-to-GDP ratio and an indicator of the state of the economy, but does not directly…

Optimization and Control · Mathematics 2019-01-29 Giorgia Callegaro , Claudia Ceci , Giorgio Ferrari

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

Optimization and Control · Mathematics 2024-08-27 Zhesheng Liu , Mihail Zervos

This paper proposes and analyzes a stationary equilibrium model for a competitive industry which endogenously determines the carbon price necessary to achieve a given emission target. In the model, firms are identified by their level of…

Mathematical Finance · Quantitative Finance 2024-02-27 Felix Dammann , Giorgio Ferrari

This paper considers a hybrid pollution-control differential game with two farsighted players and one myopic player. Both the seasonal regime shifts in the state dynamics and the players' heterogeneous preferences are introduced into the…

Optimization and Control · Mathematics 2025-04-17 Yilun Wu , Anna Tur , Peichen Ye

We develop a continuous-time model of incentives for carbon emissive firms to exit the market based on a compensation payment identical to all firms. In our model, firms enjoy profits from production modeled as a simple geometric Brownian…

General Economics · Economics 2025-05-08 René Aïd , Xiangying Pang , Xiaolu Tan

This paper develops near-optimal sustainable harvesting strategies for the predator in a predator-prey system. The objective function is of long-run average per unit time type. To date, ecological systems under environmental noise are…

Probability · Mathematics 2017-10-10 Dang H. Nguyen , George Yin

We characterize the shape of spatial externalities in a continuous time and space differential game with transboundary pollution. We posit a realistic spatiotemporal law of motion for pollution (diffusion and advection), and tackle…

Theoretical Economics · Economics 2021-12-21 Raouf Boucekkine , Giorgio Fabbri , Salvatore Federico , Fausto Gozzi

We study optimal investment problem for a diffusion market consisting of a finite number of risky assets (for example, bonds, stocks and options). Risky assets evolution is described by Ito's equation, and the number of risky assets can be…

Probability · Mathematics 2008-12-02 Nikolai Dokuchaev

We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used…

Mathematical Finance · Quantitative Finance 2024-07-18 Gianmarco Del Sarto , Marta Leocata , Giulia Livieri

We study a dynamical model of a population of cooperators and defectors whose actions have long-term consequences on environmental "commons" - what we term the "resource". Cooperators contribute to restoring the resource whereas defectors…

Systems and Control · Computer Science 2025-05-06 Keith Paarporn , Ceyhun Eksin , Joshua S. Weitz , Yorai Wardi

This paper models a two-agent economy with production and appropriation as a noncooperative dynamic game, and determines its closed-form Markovian Nash equilibrium. The analysis highlights the para-metric conditions that tip the economy…

Theoretical Economics · Economics 2023-04-05 Julio Huato

The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top of that, the trend of the future costs of the environmental…

Optimization and Control · Mathematics 2024-02-28 Matteo Basei , Giorgio Ferrari , Neofytos Rodosthenous

This paper analyzes and explicitly solves a class of long-term average impulse control problems with a specific mean-field interaction. The underlying process is a general one-dimensional diffusion with appropriate boundary behavior. The…

Optimization and Control · Mathematics 2026-02-04 K. L. Helmes , R. H. Stockbridge , C. Zhu
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