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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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Showing 2017Show all

2 papers · 1 filter

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…

math.OC2017

A McKean-Vlasov approach to distributed electricity generation development

René Aïd, Matteo Basei, Huyên Pham

This paper analyses the interaction between centralised carbon emissive technologies and distributed intermittent non-emissive technologies. In our model, there is a representative…