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20132023
most citedLogarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon

12 citations · 42 across the 8 of their papers we have counts for

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math.OC2013

Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem

M. Basei, A. Cesaroni, T. Vargiolu

We characterize the value of swing contracts in continuous time as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation with suitable boundary conditions. The case o…