SDEs with a Discontinuity at Final Time in a Stochastic Optimal Control Model of an Emissions Trading System-Reference-Cited by-同舟云学术

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SDEs with a Discontinuity at Final Time in a Stochastic Optimal Control Model of an Emissions Trading System

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Rosemann Ricarda,Sass Jörn

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference25 articles.

1. The reformed EU ETS -Intertemporal emission trading with restricted banking;Johanna Bocklet;Energy Economics,2019

2. Optimal stochastic control and carbon price formation;Ren� Carmona;SIAM Journal on Control and Optimization,2009

3. Graduate Studies in Mathematics;Lawrence C Evans;Partial Differential Equations,2010

4. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations;Desmond J Higham;SIAM Journal on Numerical Analysis,2003

5. Numerical Solution of Stochastic Differential Equations

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A multiperiod model of an emissions trading system;Applied Stochastic Models in Business and Industry;2024-06-12

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