2 papers
math.OC2026
Free-Energy Minimizing Policies Under Generative Model Ambiguity
Arash Shafiei, Caio César Graciani Rodrigues, Giovanni Russo
We present a variational free-energy formulation for distributionally robust decision-making with ambiguity in the generative model. The formulation, related to a broad range of le…
q-fin.MF2026
A model of strategic sustainable investment
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov
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.…