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Matteo Basei

Identifiers

  • name variant Matteo Basei 0.60 · backfill

Papers (5)

  1. A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems math.PR · 2018 · author #1
  2. Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates math.OC · 2018 · author #1
  3. Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications math.PR · 2017 · author #1
  4. A McKean-Vlasov approach to distributed electricity generation development math.OC · 2017 · author #2
  5. 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