4 citations · 5 across the 3 of their papers we have counts for
3 papers · 1 filter
The de Finetti problem with unknown competition
Erik Ekström, Alessandro Milazzo, Marcus Olofsson
We consider a resource extraction problem which extends the classical de Finetti problem for a Wiener process to include the case when a competitor, who is equipped with the possib…
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,…