3 papers
math.OC2026
On the Effectiveness of Classical Regression Methods for Optimal Switching Problems
Martin Andersson, Benny Avelin, Marcus Olofsson
Simple regression methods provide robust, near-optimal solutions for optimal switching problems, including high-dimensional ones (up to 50). While the theory requires solving intra…
math.OC2025
Management strategies for hydropower plants a simple dynamic programming approach
Marcus Olofsson, André Berg Niklas L. P. Lundström
We use a dynamic programming approach to construct management strategies for a hydropower plant with a dam and a continuously adjustable unit. Along the way, we estimate unknown va…
math.AP2025
Estimates for viscosity solutions of fully nonlinear equations near smooth boundaries
Niklas L. P. Lundström, Marcus Olofsson, Jesper Singh
We reduce the problem of proving decay estimates for viscosity solutions of fully nonlinear PDEs to proving analogous estimates for solutions of one-dimensional ordinary differenti…