在粘性解框架下的企业碳减排技术最佳引进时间模型

Optimal Introduction Timing Model of Enterprise Carbon Emission Reduction Technology Under Viscosity Solution Framework

运用实物期权理论,在碳排放率和技术成本双重不确定性因素下,考虑技术维护成本,探究了企业碳减排技术最佳引进时间问题,并将优化问题转为求解一个HJB(Hamilton-Jacobi-Bellman)方程的变分不等式问题。在粘性解框架下,证明了值函数是该问题的唯一粘性解。展示了数值模拟结果,并讨论了不同参数下的最佳引进时间。

By use of the theory of real options and under the uncertainty of carbon emission rate and technology cost,the optimal introduction timing of carbon emission reduction technology for enterprises was explored,with the consideration of the cost of technology maintenance.And the optimization problem was transformed into a variational inequality problem for solving the HJB(Hamilton-Jacobi-Bellman) equation. Under the framework of viscosity solution,it was proved that the value function was the unique viscosity solution of the problem. The numerical simulation results were presented, and the optimal introduction timing with different parameters was also discussed.