7 citations · 8 across the 7 of their papers we have counts for
12 papers
Resource Extraction from a Stochastic Population with Harvesting Quotas
Erik Ekström, Dante Mata, Harto Saarinen
We study a resource extraction problem of ergodic type, where harvesting quotas are imposed that restrict the harvesting rate by a function of the current biomass. In a setting wit…
Hiring and firing -- a signaling game
Erik Ekström, Topias Tolonen-Weckström
We study a signaling game between an employer and a potential employee, where the employee has private information regarding their production capacity. At the initial stage, the em…
Stopping problems with an unknown state
Erik Ekström, Yuqiong Wang
We extend the classical setting of an optimal stopping problem under full information to include for problems with an unknown state. The framework allows the unknown state to influ…
The maximality principle in singular control with absorption and its applications to the dividend problem
Tiziano De Angelis, Erik Ekström, Marcus Olofsson
Motivated by a new formulation of the classical dividend problem, we show that Peskir's maximality principle can be transferred to singular stochastic control problems with 2-dimen…
A sequential estimation problem with control and discretionary stopping
Erik Ekström, Ioannis Karatzas
We show that "full-bang" control is optimal in a problem that combines features of (i) sequential least-squares {\it estimation} with Bayesian updating, for a random quantity obser…
Bayesian sequential composite hypothesis testing in discrete time
Erik Ekström, Yuqiong Wang
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter in an exponential family when observations are costly. In a Bayesian setting, t…