Matteo Basei

According to our database, Matteo Basei authored at least 7 papers between 2014 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

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

Matteo Basei, Haoyang Cao, Xin Guo

Math. Oper. Res., 2022

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

Matteo Basei, Xin Guo, Anran Hu, Yufei Zhang

J. Mach. Learn. Res., 2022

2020

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

René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi, Tiziano Vargiolu

Math. Oper. Res., 2020

A McKean-Vlasov approach to distributed electricity generation development.

René Aïd, Matteo Basei, Huyên Pham

Math. Methods Oper. Res., 2020

2019

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

Matteo Basei

Math. Methods Oper. Res., 2019

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

Matteo Basei, Huyên Pham

J. Optim. Theory Appl., 2019

2014

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

Matteo Basei, Annalisa Cesaroni, Tiziano Vargiolu

SIAM J. Financial Math., 2014