12 citations · 42 across the 8 of their papers we have counts for
11 papers
A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy
René Aid, Matteo Basei, Giorgio Ferrari
We consider a mean-field model of firms competing à la Cournot on a commodity market, where the commodity price is given in terms of a power inverse demand function of the industry…
Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs
Matteo Basei, Giorgio Ferrari, Neofytos Rodosthenous
The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top o…
A mean field model for the development of renewable capacities
Clémence Alasseur, Matteo Basei, Charles Bertucci +1
We propose a model based on a large number of small competitive producers of renewable energies, to study the effect of subsidies on the aggregate level of capacity, taking into ac…
Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon
Matteo Basei, Xin Guo, Anran Hu +1
We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to t…
Nonzero-sum stochastic games and mean-field games with impulse controls
Matteo Basei, Haoyang Cao, Xin Guo
We consider a general class of nonzero-sum -player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a…
A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems
Matteo Basei, Huyên Pham
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and all…