Matteo Basei

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 7

Top Topics

Stochastic Control

Linear Quadratic

Reinforcement Learning

Stochastic Games

Top Venues

Math. Oper. Res.

Math. Methods Oper. Res.

J. Optim. Theory Appl.

Publications

Matteo Basei, Xin Guo, Anran Hu, Yufei Zhang
Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning over a Finite-Time Horizon. J. Mach. Learn. Res. 23 (2022)
Matteo Basei, Haoyang Cao, Xin Guo
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls. Math. Oper. Res. 47 (1) (2022)
René Aïd, Matteo Basei, Huyên Pham
A McKean-Vlasov approach to distributed electricity generation development. Math. Methods Oper. Res. 91 (2) (2020)
Matteo Basei, Xin Guo, Anran Hu, Yufei Zhang
Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon. CoRR (2020)
René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi, Tiziano Vargiolu
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications. Math. Oper. Res. 45 (1) (2020)
Matteo Basei, Huyên Pham
A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems. J. Optim. Theory Appl. 181 (2) (2019)
Matteo Basei
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. Math. Methods Oper. Res. 89 (3) (2019)
Matteo Basei, Annalisa Cesaroni, Tiziano Vargiolu
Optimal Exercise of Swing Contracts in Energy Markets: An Integral Constrained Stochastic Optimal Control Problem. SIAM J. Financial Math. 5 (1) (2014)