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Marcus Olofsson
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Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type
NLP Lundström, K Nyström, M Olofsson
Annali di Matematica Pura ed Applicata (1923-) 193 (4), 1213-1247, 2014
222014
Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness
NLP Lundström, K Nyström, M Olofsson
Manuscripta mathematica 145 (3), 407-432, 2014
182014
Management strategies for run-of-river hydropower plants: an optimal switching approach
M Olofsson, T Önskog, NLP Lundström
Optimization and Engineering 23 (3), 1707-1731, 2022
142022
Optimal switching problems under partial information
K Li, K Nyström, M Olofsson
Monte Carlo Methods and Applications 21 (2), 91-120, 2015
142015
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition
E Ekström, K Lindensjö, M Olofsson
SIAM Journal on Control and Optimization 60 (1), 545-574, 2022
102022
Reflected BSDE of Wiener-Poisson type in time-dependent domains
K Nyström, M Olofsson
Stochastic Models 32 (2), 275-300, 2016
82016
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching
NLP Lundström, M Olofsson, T Önskog
Journal of Mathematical Analysis and Applications 475 (1), 13-31, 2019
52019
Strong maximum principle and boundary estimates for nonhomogeneous elliptic equations
NLP Lundström, M Olofsson, O Toivanen
arXiv preprint arXiv:2005.03338, 2020
32020
The de Finetti Problem with Uncertain Competition
E Ekström, A Milazzo, M Olofsson
SIAM Journal on Control and Optimization 61 (5), 2997-3017, 2023
22023
Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions
NLP Lundström, M Olofsson
Applied Mathematics & Optimization 86 (2), 1-23, 2022
22022
The maximality principle in singular control with absorption and its applications to the dividend problem
T De Angelis, E Ekström, M Olofsson
SIAM Journal on Control and Optimization 62 (1), 91-117, 2024
12024
The de Finetti problem with unknown competition
E Ekström, A Milazzo, M Olofsson
arXiv preprint arXiv:2204.07016, 2022
12022
A renewal theory approach to two-state switching problems with infinite values
E Ekström, M Olofsson, M Vannestål
Journal of Applied Probability 57 (1), 1-18, 2020
12020
Optimal Switching Problems and Related Equations
M Olofsson
Department of Mathematics, 2015
12015
Management strategies for hydropower plants a simple dynamic programming approach
M Olofsson, NLP Lundström
arXiv preprint arXiv:2310.04462, 2023
2023
Enhancing Precision with the Local Pivotal Method: A General Variance Reduction Approach
M Olofsson, A Grafström, NLP Lundström
arXiv preprint arXiv:2305.02446, 2023
2023
Management strategies for run-of-river hydropower plants-an optimal switching approach
NLP Lundström, M Olofsson, T Önskog
arXiv preprint arXiv:2009.10554, 2020
2020
Duktig på matematik: En undersökning av begreppet matematisk kompetens
M Olofsson
2018
A Brownian optimal switching problem under incomplete information
M Olofsson
Electronic Communications in Probability 23, 1-12, 2018
2018
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