| Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications R Aïd, M Basei, G Callegaro, L Campi, T Vargiolu Mathematics of Operations Research 45 (1), 205-232, 2020 | 41 | 2020 |
| A weak martingale approach to linear-quadratic McKean–Vlasov stochastic control problems M Basei, H Pham Journal of Optimization Theory and Applications 181, 347-382, 2019 | 41 | 2019 |
| Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon M Basei, X Guo, A Hu, Y Zhang Journal of Machine Learning Research 23 (178), 1-34, 2022 | 40 | 2022 |
| A McKean–Vlasov approach to distributed electricity generation development R Aïd, M Basei, H Pham Mathematical Methods of Operations Research 91, 269-310, 2020 | 17 | 2020 |
| Nonzero-sum stochastic games and mean-field games with impulse controls M Basei, H Cao, X Guo Mathematics of Operations Research 47 (1), 341-366, 2022 | 15 | 2022 |
| Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates M Basei Mathematical Methods of Operations Research 89, 355-383, 2019 | 14 | 2019 |
| Nonzero-sum stochastic games with impulse controls M Basei, H Cao, X Guo arXiv 2019, 2019 | 14 | 2019 |
| Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem M Basei, A Cesaroni, T Vargiolu SIAM Journal on Financial Mathematics 5 (1), 581-608, 2014 | 14 | 2014 |
| The coordination of centralised and distributed generation R Aïd, M Basei, H Pham Available at SSRN 2964742, 2017 | 13 | 2017 |
| Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications M Basei, H Pham arXiv preprint arXiv:1711.09390, 2017 | 10 | 2017 |
| Linear quadratic reinforcement learning: Sublinear regret in the episodic continuous-time framework M Basei, X Guo, A Hu arXiv preprint arXiv:2006.15316, 2020 | 7 | 2020 |
| Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs M Basei, G Ferrari, N Rodosthenous Journal of Economic Dynamics and Control 161, 104841, 2024 | 4 | 2024 |
| A stationary mean-field equilibrium model of irreversible investment in a two-regime economy R Aïd, M Basei, G Ferrari Center for Mathematical Economics Working Papers, 2023 | 3 | 2023 |
| Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications H Pham, M Basei | 3 | 2017 |
| Topics in stochastic control and differential game theory, with application to mathematical finance M Basei Università degli studi di Padova, 2016 | 3 | 2016 |
| A mean field model for the development of renewable capacities C Alasseur, M Basei, C Bertucci, A Cecchin Mathematics and Financial Economics 17 (4), 695-719, 2023 | 2 | 2023 |
| Nonzero-sum stochastic differential games with impulse controls and applications to retail energy markets R Aıd, M Basei, G Callegaro, L Campi, T Vargiolu arXiv preprint arXiv:1605.00039, 2016 | 2 | 2016 |
| Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications H Pham, M Basei | | 2017 |
| INDUSTRY EXPERIENCE M Basei, X Guo, A Hu University of California, Berkeley 2022, 2016 | | 2016 |
