考虑绿色补贴的最优碳减排策略的跳跃-扩散Stackelberg随机微分对策

IF 6 2区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Yuhan Li, Xiaoshan Su, Jiandong Wang, Haijun Yang
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引用次数: 0

摘要

全球变暖带来的日益严峻的挑战要求向低碳转型,这需要对碳减排政策进行量化评估。碳交易与减排补贴已被证明是评估碳排放社会成本的有效手段。然而,政府和企业之间的目标冲突会导致减少二氧化碳排放的委托代理问题。我们提出了一个新的Itô-Lévy跳跃-扩散状态方程来描述碳价格的剧烈波动,这是碳交易的一个关键因素。为了分析碳减排中的复杂博弈行为,应用随机最优控制理论,构建了委托代理情况下的多参与者Stackelberg随机微分博弈模型。该模型在考虑信息不对称的碳交易参与者复杂行为的情况下,考察了激励相容机制。明确提出了政府和企业实现社会福利最大化和生产利润最大化目标的最优反馈控制策略。绿色补贴与碳配额交易相结合是促进碳减排的可行选择。然而,高碳企业可能试图通过伪装成低碳企业来欺骗政府。我们论证了具有欺骗性意图的碳交易者会导致负面的社会福利,阻碍碳减排的成就。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A jump–diffusion Stackelberg stochastic differential game in optimal carbon abatement strategies with green subsidy
The increasingly severe challenges of global warming necessitate a low-carbon transition that involves quantified estimation of carbon emission reduction policies. Carbon trading with abatement subsidization has proven to be an effective measure for evaluating the social cost of carbon emissions. However, conflicting targets between the government and firms can cause principal–agent issues in reducing carbon dioxide emissions. We propose a novel Itô–Lévy jump–diffusion state equation to depict the dramatic fluctuations of carbon prices, a critical factor in carbon trading. To analyze the complex game behaviors in carbon abatement, we construct a multiple players Stackelberg stochastic differential game model applying stochastic optimal control theory in principal–agent situations. Our model examines the incentive compatibility mechanism while considering the complex behaviors of carbon trading participants with asymmetric information. Optimal feedback control strategies are explicitly presented for the government and firms to achieve their separate targets of maximizing social welfare and production profits. Green subsidization coupled with carbon quotas trading is a viable option for promoting carbon abatement. However, high-carbon firms may attempt to deceive the government by pretending to be low-carbon ones. We illustrate that carbon traders with deceptive intentions lead to negative social welfare and hinder carbon abatement achievements.
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来源期刊
European Journal of Operational Research
European Journal of Operational Research 管理科学-运筹学与管理科学
CiteScore
11.90
自引率
9.40%
发文量
786
审稿时长
8.2 months
期刊介绍: The European Journal of Operational Research (EJOR) publishes high quality, original papers that contribute to the methodology of operational research (OR) and to the practice of decision making.
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