activity
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

collaborators
Showing math.PRShow all

2 papers · 1 filter

math.PR2018

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…

math.PR2017★ 4 cited

Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications

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 problems, and allow…