BASEI, MATTEO
BASEI, MATTEO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
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Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
2020 Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
Optimal exercise of swing contracts in energy markets: an integral constrained optimal control problem
2014 Basei, Matteo; Cesaroni, Annalisa; Vargiolu, Tiziano
Topics in stochastic control and differential game theory, with application to mathematical finance
2016 Basei, Matteo