Matteo Basei

1. Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon
   2020/06/27 by Matteo Basei, Xin Guo, Basei, Matteo +5 · 7 citations
   Computer Science · Decision Sciences · Engineering · #Adaptive Dynamic Programming Control #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Smart Grid Energy Management
2. Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications
   2017/11/26 by Matteo Basei, Huyên Pham, Basei, Matteo +1 · 3 citations
   Economics, Econometrics and Finance · Social Sciences · #49L20 #49N10 #93E20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
3. A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy
   2023/04/30 by René Aïd, Matteo Basei, Aid, René +3 · 3 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
4. A mean field model for the development of renewable capacities
   2022/10/26 by Clémence Alasseur, Alasseur, Clémence, Matteo Basei +5 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Energy · #49N80 #91A16 #91B50 #Climate Change Policy and Economics #Energy, Environment, and Transportation Policies #FOS: Mathematics #Innovation Diffusion and Forecasting #Optimization and Control (math.OC)