Magnus Perninge

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients Stochastic Analysis and Applications	2025-01-22	Paper
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes Stochastics	2024-12-03	Paper
Non-Markovian impulse control under nonlinear expectation Applied Mathematics and Optimization	2023-09-18	Paper
Optimal Stopping of BSDEs with Constrained Jumps and Related Zero-Sum Games	2023-08-31	Paper
Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs Journal of Mathematical Analysis and Applications	2023-07-06	Paper
Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers ESAIM: Control, Optimisation and Calculus of Variations	2023-05-08	Paper
Finite Horizon Impulse control of Stochastic Functional Differential Equations SIAM Journal on Control and Optimization	2023-05-04	Paper
Sequential systems of reflected backward stochastic differential equations with application to impulse control Applied Mathematics and Optimization	2022-07-18	Paper
Discrete-time risk-aware optimal switching with non-adapted costs Advances in Applied Probability	2022-06-28	Paper
On the finite horizon optimal switching problem with random lag Applied Mathematics and Optimization	2021-08-11	Paper
Finite Horizon Robust Impulse Control in a Non-Markovian Framework and Related Systems of Reflected BSDEs	2021-03-30	Paper
A Note on Reflected BSDEs in Infinite Horizon with Stochastic Lipschitz Coefficients	2021-03-09	Paper
A finite horizon optimal switching problem with memory and application to controlled SDDEs Mathematical Methods of Operations Research	2020-08-03	Paper
Infinite Horizon Impulse Control of Stochastic Functional Differential Equations	2020-03-18	Paper
A two-scale scheme for finite horizon switching problems with delays Automatica	2020-01-20	Paper
A limited-feedback approximation scheme for optimal switching problems with execution delays Mathematical Methods of Operations Research	2018-07-13	Paper
A Control-variable Regression Monte Carlo Technique for Short-term Electricity Generation Planning	2015-12-30	Paper
Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation Mathematical Methods of Operations Research	2014-06-12	Paper
Optimal Stopping of BSDEs with Constrained Jumps and Related Double Obstacle PDEs (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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