Suivre
Matteo Basei
Matteo Basei
Quant researcher at EDF R&D
Adresse e-mail validée de edf.fr - Page d'accueil
Titre
Citée par
Citée par
Année
A weak martingale approach to linear-quadratic McKean–Vlasov stochastic control problems
M Basei, H Pham
Journal of Optimization Theory and Applications 181, 347-382, 2019
412019
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
R Aïd, M Basei, G Callegaro, L Campi, T Vargiolu
Mathematics of Operations Research 45 (1), 205-232, 2020
382020
Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon
M Basei, X Guo, A Hu, Y Zhang
Journal of Machine Learning Research 23 (178), 1-34, 2022
272022
A McKean–Vlasov approach to distributed electricity generation development
R Aïd, M Basei, H Pham
Mathematical Methods of Operations Research 91, 269-310, 2020
172020
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
M Basei
Mathematical Methods of Operations Research 89, 355-383, 2019
142019
Nonzero-sum stochastic games and mean-field games with impulse controls
M Basei, H Cao, X Guo
Mathematics of Operations Research 47 (1), 341-366, 2022
132022
Nonzero-sum stochastic games with impulse controls
M Basei, H Cao, X Guo
arXiv 2019, 2019
132019
The coordination of centralised and distributed generation
R Aïd, M Basei, H Pham
Available at SSRN 2964742, 2017
132017
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem
M Basei, A Cesaroni, T Vargiolu
SIAM Journal on Financial Mathematics 5 (1), 581-608, 2014
132014
Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications
M Basei, H Pham
arXiv preprint arXiv:1711.09390, 2017
92017
Linear quadratic reinforcement learning: Sublinear regret in the episodic continuous-time framework
M Basei, X Guo, A Hu
arXiv preprint arXiv:2006.15316, 2020
72020
Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications
H Pham, M Basei
32017
Topics in stochastic control and differential game theory, with application to mathematical finance
M Basei
Università degli studi di Padova, 2016
32016
Nonzero-sum stochastic differential games with impulse controls and applications to retail energy markets
R Aıd, M Basei, G Callegaro, L Campi, T Vargiolu
arXiv preprint arXiv:1605.00039, 2016
22016
Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
M Basei, G Ferrari, N Rodosthenous
Journal of Economic Dynamics and Control, 104841, 2024
12024
A mean field model for the development of renewable capacities
C Alasseur, M Basei, C Bertucci, A Cecchin
Mathematics and Financial Economics 17 (4), 695-719, 2023
12023
A stationary mean-field equilibrium model of irreversible investment in a two-regime economy
R Aïd, M Basei, G Ferrari
Center for Mathematical Economics Working Papers, 2023
12023
Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications
H Pham, M Basei
2017
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–18