污染不可逆性风险下的最优企业行为和到不可逆性阈值的距离

IF 4.5 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
R. Boucekkine, W. Ruan, B. Zou
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引用次数: 0

摘要

研究了一类局部污染不可逆模型在不可逆污染风险下的最优企业行为。不可逆性是指在非凸污染水平上,污染的衰减率降至零。此外,企业可以根据泊松过程,从可逆污染模式瞬间转变为不可逆污染模式。首先,我们证明了对于一般类型的模型,对于泊松概率的任意值,在不可逆性阈值的邻域内,最优排放策略导致的具有不可逆性风险的污染比没有不可逆性风险的污染多。结果表明,不确定性的程度(由泊松到达率捕获)在这个邻域中是二阶的。接下来,我们研究了后一种结果在任何污染水平下的线性二次目标函数的鲁棒性。我们发现,如果实际污染距离不可逆性阈值足够远,一般的局部结果不一定成立。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Optimal firm behavior under pollution irreversibility risk, and distance to irreversibility thresholds

We study optimal firm behavior under irreversible pollution risk for a general class of models with irreversible local pollution. Irreversibility comes from the decay rate of pollution dropping to zero above a pollution level featuring non-convexity. In addition, the firm can instantaneously move from a reversible to an irreversible pollution mode, following a Poisson process. First, we prove for the general class of models that for any value of the Poisson probability, the optimal emission policy leads to more pollution with the irreversibility risk than without in a neighborhood of the irreversibility threshold. It’s shown that the extent of uncertainty (as captured by the Poisson arrival rate) is second-order in this neighborhood. Next we study the robustness of the latter result at any pollution level in the case of linear-quadratic objective functions. We find that the general local result does not necessarily hold if actual pollution is far enough from the irreversibility threshold.

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来源期刊
Annals of Operations Research
Annals of Operations Research 管理科学-运筹学与管理科学
CiteScore
7.90
自引率
16.70%
发文量
596
审稿时长
8.4 months
期刊介绍: The Annals of Operations Research publishes peer-reviewed original articles dealing with key aspects of operations research, including theory, practice, and computation. The journal publishes full-length research articles, short notes, expositions and surveys, reports on computational studies, and case studies that present new and innovative practical applications. In addition to regular issues, the journal publishes periodic special volumes that focus on defined fields of operations research, ranging from the highly theoretical to the algorithmic and the applied. These volumes have one or more Guest Editors who are responsible for collecting the papers and overseeing the refereeing process.
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