Marcus Olofsson

Available identifiers

zbMath Open olofsson.marcusMaRDI QIDQ470887

List of research outcomes

Publication	Date of Publication	Type
Strong maximum principle and boundary estimates for nonhomogeneous elliptic equations	2024-02-01	Paper
The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem	2024-01-19	Paper
The de Finetti Problem with Uncertain Competition	2023-10-26	Paper
Management strategies for hydropower plants a simple dynamic programming approach	2023-10-05	Paper
Management strategies for run-of-river hydropower plants: an optimal switching approach	2022-08-26	Paper
Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions	2022-07-18	Paper
The de Finetti problem with unknown competition	2022-04-14	Paper
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition	2022-03-01	Paper
A renewal theory approach to two-state switching problems with infinite values	2020-05-12	Paper
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2019-05-10	Paper
A Brownian optimal switching problem under incomplete information	2018-10-24	Paper
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2017-11-13	Paper
Reflected BSDE of Wiener-Poisson type in time-dependent domains	2016-06-09	Paper
Optimal switching problems under partial information	2015-08-07	Paper
Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness	2014-11-13	Paper
Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type	2014-09-11	Paper

Research outcomes over time

This page was built for person: Marcus Olofsson