2 papers
math.OC2024
Optimal Carbon Emission Control With Allowances Purchasing
Xinfu Chen, Yuchao Dong, Wenlin Huang +1
In this paper, we consider a company can simultaneously reduce its emissions and buy carbon allowances at any time. We establish an optimal control model involving two stochastic p…
math.AP2023
Stability of traveling wave solutions in a credit rating migration Free Boundary Problem
Claude-Michel Brauner, Yuchao Dong, Jin Liang +1
In this paper, we study the stability of traveling wave solutions arising from a credit rating migration problem with a free boundary, After some transformations, we turn the Free…