Mathematical Models in Environmental Economics and Finance through Optimal Control, Differential Games, Reinforcement Learning
Scientific-Disciplinary Group
13/STAT-04 - Mathematical Methods For Economy, Finance And Actuarial Sciences
Description
The impact of the human species on the environment is causing macrophenomena such as climate change, loss of biodiversity, and pandemics, which represent big risks for the future.The above phenomena are influenced by Economic Decision Making at all levels (families, cities, countries, international agreements, etc.). These relations are complex and difficult to disentangle.The goal of this interdisciplinary project is to develop, simulate and estimate a class of mathematicalmodels that can help to shed light on the mechanisms of such relations and provide support to policy makers. To be more precise, the project will mainly focus on the use, in such models, of tools from Stochastic Optimal Control, Reinforcement Learning, and Differential Games (including Mean-Field Games).
Compensation
28,456 Euro
Job posting website
Number of positions
1
Maximum duration
24.0
Funding body
Luiss Guido Carli
View the original posting on the MUR website: Go to MUR website