In the classical discrete-time mean-variance context, a method for portfolio optimisation using conditioning information was introduced in 2001 by Ferson and Siegel ([1]). The fact that there are many possible signals that could be used as conditioning information, and a number of empirical...

In this paper we claim that the disadvantage in the pollution control is not primarily the accumulated stock of pollutants, which is an accomplished fact, but the use of the available inputs in production in conjunction with the available equipment are the sources of pollutants accumulation. In...

In this paper, we analyze optimal foreign direct investment of a firm which operates in a duopolistic market. We characterize a technology spillover threshold and show that for an intensity of spillovers below this threshold, there is a unique locally asymptotic stable steady state with a...

We study in this report a model of optimal Carbon Capture and Storage in which the reservoir of sequestered carbon is leaky, and pollution eventually is released into the atmosphere. We formulate the social planner problem as an optimal control program and we describe the optimal consumption...

We bridge the non-market microeconomic recreational demand and bioeconomic modeling literatures by constructing a dynamic model to guide optimal management of recreational fisheries. Our model incorporates multiple forms of angler heterogeneity and directly models feedbacks between policy...

In this thesis we explore some uses of optimal control and mass transport in economic modeling. We thus catch the opportunity to bring together some works involving both tools, sometimes mixing them. First, we briefly present the recent mean field games theory introduced by Lasry & Lions and...

In this paper, we analyze optimal foreign direct investment of a firm which operates in a duopolistic market. We characterize certain technology spillover threshold and show that for a speed of transfer below this threshold, there is a unique locally asymptotic stable steady state with a...

In the article we present some extension for the classical problem of dynamic investment optimization. We take the neoclassical model of growth with one product and many consumption goods. The number of consumption goods can be infinite and the consumption bundle is defined on some abstract,...

We consider an ecosystem management problem where managers can use habitat creation and predator removal to conserve an endangered species. Predator removal may become particularly important in the face of habitat loss, and ecosystem management strategies that ignore the influence of habitat are...

The following description and analysis of a firm in atomistic competition is motivated by the need to specify a dynamic equation of price behavior to be tested on U.S. manufacturing time-series data. It is shown that uncertainty of price information in a market composed of many competing firms...