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Giuseppe Benedetti
Publication Activity (10 Years)
Years Active: 2012-2021
Publications (10 Years): 1
Top Topics
Reinforcement Learning
Shadow Regions
Transaction Costs
Traffic Signal
Top Venues
Finance Stochastics
SMC
SIAM J. Control. Optim.
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Publications
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Giuseppe Benedetti
,
Maria Pia Fanti
,
Agostino Marcello Mangini
,
Fabio Parisi
Application of Deep Reinforcement Learning for Traffic Control of Road Intersection with Emergency Vehicles.
SMC
(2021)
Giuseppe Benedetti
,
Luciano Campi
,
Jan Kallsen
,
Johannes Muhle-Karbe
On the existence of shadow prices.
Finance Stochastics
17 (4) (2013)
Giuseppe Benedetti
,
Luciano Campi
Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment.
SIAM J. Control. Optim.
50 (3) (2012)