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math.OC2025
A hierarchical resource-efficient deep policy gradient method for continuous-time optimal control problems
Arash Fahim, Md. Arafatur Rahman
In this paper, we propose an efficient implementation of a deep policy gradient method (PGM) for optimal control problems in continuous time. For continuous-time problems that requ…
math.OC2023
Impact of carbon market on production emissions
Arash Fahim, Nizar Touzi
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 t…