Talk by Peter Tankov (ENSAE, Institut Polytechnique de Paris): A model of strategic sustainable investment

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. The game is set in continuous time on an infinite-time horizon. The firm generates profits with a stochastic dynamics and may spend part of its revenues towards emission reduction

Ab Herbst 2025: neuer Bachelorstudiengang

Bachelorstudiengang in Angewandter Mathematik und Machine Learning

Bluesky: Network topology, polarization, and algorithmic curation