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We propose an evolutionary model to study the transition toward green technology under the influence of innovation. Clean and dirty technologies are selected according to their profitability under an environmental tax, which depends on the…

Physics and Society · Physics 2025-10-01 Fausto Cavalli , Alessandra Mainini , Enrico Moretto , Ahmad Naimzada

We consider the problem of reducing the carbon emissions of a set of firms over a finite horizon. A regulator dynamically allocates emission allowances to each firm. Firms face idiosyncratic as well as common economic shocks on emissions,…

General Economics · Economics 2021-02-25 René Aïd , Sara Biagini

In this paper, I consider a simple heterogeneous agents model of a production economy with uncertain climate change and examine constrained efficient carbon taxation. If there are frictionless, complete financial markets, the simple model…

General Economics · Economics 2022-10-18 Felix Kübler

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 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 explores the optimal policy for using an allocated carbon emission budget over time with the objective to maximize profit, by explicitly taking into account present-biased preferences of decision-makers, accounting for…

Mathematical Finance · Quantitative Finance 2025-11-03 Hansjörg Albrecher , Jinxia Zhu

The fossil-fuel induced contribution to further warming over the 21st century will be determined largely by integrated CO2 emissions over time rather than the precise timing of the emissions, with a relation of near-proportionality between…

General Economics · Economics 2020-06-09 Ashwin K Seshadri

We consider a mixed stochastic control problem that arises in Mathematical Finance literature with the study of interactions between dividend policy and investment. This problem combines features of both optimal switching and singular…

Probability · Mathematics 2008-12-18 Vathana Ly Vath , Huyên Pham , Stéphane Villeneuve

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

The most serious threat to ecosystems is the global climate change fueled by the uncontrolled increase in carbon emissions. In this project, we use mean field control and mean field game models to analyze and inform the decisions of…

Optimization and Control · Mathematics 2021-07-06 Rene Carmona , Gokce Dayanikli , Mathieu Lauriere

Increasing the adoption of alternative technologies is vital to ensure a successful transition to net-zero emissions in the manufacturing sector. Yet there is no model to analyse technology adoption and the impact of policy interventions in…

General Economics · Economics 2023-04-21 Tom Savage , Antonio del Rio Chanona , Gbemi Oluleye

The most dangerous effects of anthropogenic climate change can be mitigated by using emissions taxes or other regulatory interventions to reduce greenhouse gas (GHG) emissions. This paper takes a regulatory viewpoint and describes the…

Optimization and Control · Mathematics 2018-04-19 Daniel J. Olsen , Yury Dvorkin , Ricardo Fernández-Blanco , Miguel A. Ortega-Vazquez

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

Carbon taxes are increasingly popular among policymakers but remain politically contentious. A key challenge relates to their distributional impacts; the extent to which tax burdens differ across population groups. As a response, a growing…

General Economics · Economics 2026-01-13 Jules Linden , Cathal O'Donoghue , Denisa Sologon

This paper analyses the interaction between centralised carbon emissive technologies and distributed intermittent non-emissive technologies. In our model, there is a representative consumer who can satisfy her electricity demand by…

Optimization and Control · Mathematics 2019-11-12 René Aïd , Matteo Basei , Huyên Pham

Achieving net-zero carbon emissions requires a transformation of energy systems, industrial processes, and consumption patterns. In particular, a transition towards that goal involves a gradual reduction of excess carbon emissions that are…

Optimization and Control · Mathematics 2026-01-19 Hansjoerg Albrecher , Nora Muler

Designing tax policies that are effective in curbing tax evasion and maximize state revenues requires a rigorous understanding of taxpayer behavior. This work explores the problem of determining the strategy a self-interested, risk-averse…

Artificial Intelligence · Computer Science 2018-01-30 Nikolaos D. Goumagias , Dimitrios Hristu-Varsakelis , Yannis M. Assael

The aim of this paper is to address the effect of the carbon emission allowance market on the production policy of a large polluter production firm. We investigate this effect in two cases; when the large polluter cannot affect the risk…

Optimization and Control · Mathematics 2023-12-07 Arash Fahim , Nizar Touzi

Averting the effects of anthropogenic climate change requires a transition from fossil fuels to low-carbon technology. A way to achieve this is to decarbonize the electricity grid. However, further efforts must be made in other fields such…

Systems and Control · Electrical Eng. & Systems 2020-06-03 Alexander J. M. Kell , A. Stephen McGough , Matthew Forshaw

We develop a complete analysis of a general entry-exit-scrapping model. In particular, we consider an investment project that operates within a random environment and yields a payoff rate that is a function of a stochastic economic…

Optimization and Control · Mathematics 2018-06-05 Mihail Zervos , Carlos Oliveira , Kate Duckworth
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