Matteo Basei
Identifiers
- name variant Matteo Basei 0.60 · backfill
Papers (5)
- A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems math.PR · 2018 · author #1
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates math.OC · 2018 · author #1
- Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications math.PR · 2017 · author #1
- A McKean-Vlasov approach to distributed electricity generation development math.OC · 2017 · author #2
- Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications math.PR · 2016 · author #2
Mentions
- 1803.08166 #1 · arxiv_oai · confidence 0.70 Matteo Basei
- 1705.01302 #2 · arxiv_oai · confidence 0.70 Matteo Basei
- 1605.00039 #2 · arxiv_oai · confidence 0.70 Matteo Basei
Frequent Coauthors
- Huy\^en Pham 2 shared papers
- Ren\'e A\"id 2 shared papers
- Giorgia Callegaro 1 shared papers
- Huy\^en Pham (LPSM UMR 8001) 1 shared papers
- Luciano Campi 1 shared papers
- Tiziano Vargiolu 1 shared papers