Alessandro Balata

Statistical learning for probability-constrained stochastic optimal control

Michael Ludkovski, Aditya Maheshwari, Alessandro Balata, 2019, Eur. J. Oper. Res..

Regression Monte Carlo and Applications in Energy

Alessandro Balata, 2019 .

Regression Monte Carlo for microgrid management

Peter Tankov, Xavier Warin, Aditya Maheshwari, 2018, ESAIM: Proceedings and Surveys.

Regress-Later Monte Carlo for Optimal Inventory Control with applications in energy

Alessandro Balata, Jan Palczewski, Jan Palczewski, 2017, 1703.06461.

Regress-Later Monte Carlo for optimal control of Markov processes

Alessandro Balata, Jan Palczewski, Jan Palczewski, 2017, 1712.09705.

A class of finite-dimensional numerically solvable McKean-Vlasov control problems

Mathieu Lauriere, Huyen Pham, Alessandro Balata, 2018, ESAIM: Proceedings and Surveys.