Matteo Basei

发表

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications

Luciano Campi, Tiziano Vargiolu, René Aïd, 2016, Math. Oper. Res..

A McKean–Vlasov approach to distributed electricity generation development

Huyên Pham, René Aïd, Matteo Basei, 2020, Math. Methods Oper. Res..

A Weak Martingale Approach to Linear-Quadratic McKean–Vlasov Stochastic Control Problems

Huyên Pham, Matteo Basei, H. Pham, 2018, J. Optim. Theory Appl..

Optimal Exercise of Swing Contracts in Energy Markets: An Integral Constrained Stochastic Optimal Control Problem

Annalisa Cesaroni, Tiziano Vargiolu, Matteo Basei, 2014, SIAM J. Financial Math..

The Coordination of Centralised and Distributed Generation

Huyên Pham, Matteo Basei, René Aı̈d, 2017 .

Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates

Matteo Basei, 2019, Math. Methods Oper. Res..

Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls

Matteo Basei, Haoyang Cao, Xin Guo, 2019, Math. Oper. Res..

Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning Over a Finite-Time Horizon

Xin Guo, Anran Hu, Matteo Basei, 2020, J. Mach. Learn. Res..

Linear Quadratic Reinforcement Learning: Sublinear Regret in the Episodic Continuous-Time Framework

Xin Guo, Anran Hu, Matteo Basei, 2020 .