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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 2018Show 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.OC2018

Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates

Matteo Basei

We consider a retailer who buys energy in the wholesale market and resells it to final consumers. The retailer has to decide when to intervene to change the price he asks to his cu…