Marcus Olofsson

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
Strong maximum principle and boundary estimates for nonhomogeneous elliptic equations Potential Analysis	2024-02-01	Paper
The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem SIAM Journal on Control and Optimization	2024-01-19	Paper
The de Finetti Problem with Uncertain Competition SIAM Journal on Control and Optimization	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 Optimization and Engineering	2022-08-26	Paper
Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions Applied Mathematics and Optimization	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 SIAM Journal on Control and Optimization	2022-03-01	Paper
A renewal theory approach to two-state switching problems with infinite values Journal of Applied Probability	2020-05-12	Paper
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching Journal of Mathematical Analysis and Applications	2019-05-10	Paper
A Brownian optimal switching problem under incomplete information Electronic Communications in Probability	2018-10-24	Paper
A Brownian optimal switching problem under incomplete information Electronic Communications in Probability	2018-10-24	Paper
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (available as arXiv preprint)	2017-11-13	Paper
Reflected BSDE of Wiener-Poisson type in time-dependent domains Stochastic Models	2016-06-09	Paper
Optimal switching problems under partial information Monte Carlo Methods and Applications	2015-08-07	Paper
Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness Manuscripta Mathematica	2014-11-13	Paper
Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type Annali di Matematica Pura ed Applicata. Serie Quarta	2014-09-11	Paper

Research outcomes over time

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