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Alessandro Balata
Alessandro Balata
PhD student, University of Leeds
Verified email at leeds.ac.uk
Title
Cited by
Cited by
Year
Regress-Later Monte Carlo for optimal control of Markov processes
A Balata, J Palczewski
arXiv preprint arXiv:1712.09705, 2017
292017
Regress-later Monte Carlo for optimal inventory control with applications in energy
A Balata, J Palczewski
arXiv preprint arXiv:1703.06461, 2017
202017
Statistical learning for probability-constrained stochastic optimal control
A Balata, M Ludkovski, A Maheshwari, J Palczewski
European Journal of Operational Research 290 (2), 640-656, 2021
152021
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
A Balata, C Huré, M Laurière, H Pham, I Pimentel
ESAIM: Proceedings and Surveys 65, 114-144, 2019
132019
Regression Monte Carlo for microgrid management
C Alasseur, A Balata, SB Aziza, A Maheshwari, P Tankov, X Warin
ESAIM: proceedings and surveys 65, 46-67, 2019
112019
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
A Balata, C Huré, M Laurière, H Pham, I Pimentel
arXiv preprint arXiv:1803.00445, 2018
72018
Regression Monte Carlo and Applications in Energy
A Balata
University of Leeds, 2019
2019
Optimal utilization and sustainability of renewable electricity generation
A Balata
2016
Numerical methods for optimal stopping and switching with motivation from optimal control in energy generation
A Balata
2016
SIMPLE METHODS FOR OPTION PRICING
A Balata
Leeds University, 2015
2015
Battery Storage Arbitrage
A Balata
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Articles 1–11