4 citations · 4 across the 2 of their papers we have counts for
4 papers
How to detect a salami slicer: a stochastic controller-stopper game with unknown competition
Erik Ekström, Kristoffer Lindensjö, Marcus Olofsson
We consider a stochastic game of control and stopping specified in terms of a process , representing the holdings of Player 1, where is a Brownian motion, is…
Management strategies for run-of-river hydropower plants -an optimal switching approach
Niklas L. P. Lundström, Marcus Olofsson, Thomas Önskog
The mathematical theory for optimal switching is by now relatively well developed, but the number of concrete applications of this theoretical framework remains few. In this paper,…
Strong maximum principle and boundary estimates for nonhomogeneous elliptic equations
Niklas L. P. Lundström, Marcus Olofsson, Olli Toivanen
We give a simple proof of the strong maximum principle for viscosity subsolutions of fully nonlinear elliptic PDEs on the form under suitable structure con…
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching
Niklas L. P. Lundström, Marcus Olofsson, Thomas Önskog
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the…