Marcus Olofsson

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All published works

Action	Title	Year	Authors
+ PDF Chat	The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem	2024	Tiziano De Angelis Erik Ekström Marcus Olofsson
+	The de Finetti Problem with Uncertain Competition	2023	Erik Ekström Alessandro Milazzo Marcus Olofsson
+	Enhancing Precision with the Local Pivotal Method: A General Variance Reduction Approach	2023	Marcus Olofsson Anton Grafström Niklas L. P. Lundström
+	Management strategies for hydropower plants a simple dynamic programming approach	2023	Marcus Olofsson Niklas L. P. Lundström
+ PDF Chat	Strong Maximum Principle and Boundary Estimates for Nonhomogeneous Elliptic Equations	2022	Niklas L. P. Lundström Marcus Olofsson Olli Toivanen
+ PDF Chat	Systems of Fully Nonlinear Parabolic Obstacle Problems with Neumann Boundary Conditions	2022	Niklas L. P. Lundström Marcus Olofsson
+	The de Finetti problem with unknown competition	2022	Erik Ekström Alessandro Milazzo Marcus Olofsson
+	The maximality principle in singular control with absorption and its applications to the dividend problem	2022	Tiziano De Angelis Erik Ekström Marcus Olofsson
+	Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions	2021	Niklas L. P. Lundström Marcus Olofsson
+	Management strategies for run-of-river hydropower plants -an optimal switching approach	2020	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	How to detect a salami slicer: a stochastic controller-stopper game with unknown competition	2020	Erik Ekström Kristoffer Lindensjö Marcus Olofsson
+	Management strategies for run-of-river hydropower plants -an optimal switching approach	2020	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	Strong maximum principle and boundary estimates for nonhomogeneous elliptic equations	2020	Niklas L. P. Lundström Marcus Olofsson Olli Toivanen
+	Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2018	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	A Brownian optimal switching problem under incomplete information	2018	Marcus Olofsson
+	Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2017	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2017	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+ PDF Chat	Optimal switching problems under partial information	2015	Kai Li Kaj Nyström Marcus Olofsson
+	Reflected BSDE of Wiener-Poisson type in Time-dependent Domains	2015	Kaj Nyström Marcus Olofsson
+	A note on the Brownian optimal switching problem under incomplete information	2015	Marcus Olofsson
+	A Brownian optimal switching problem under incomplete information	2015	Marcus Olofsson
+	Reflected BSDE of Wiener-Poisson type in Time-dependent Domains	2015	Kaj Nyström Marcus Olofsson
+	A Brownian optimal switching problem under incomplete information	2015	Marcus Olofsson
+	Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness	2014	Niklas L. P. Lundström Kaj Nyström Marcus Olofsson
+	Optimal Switching Problems under Partial Information	2014	Kai Li Kaj Nyström Marcus Olofsson
+	Optimal Switching Problems under Partial Information	2014	Kai Li Kaj Nyström Marcus Olofsson
+	Systems of variational inequalities for non-local operators related to optimal switching problems: Existence and uniqueness	2013	Niklas L. P. Lundström Kaj Nyström Marcus Olofsson
+ PDF Chat	Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type	2013	Niklas L. P. Lundström Kaj Nyström Marcus Olofsson
+	Systems of variational inequalities for non-local operators related to optimal switching problems: Existence and uniqueness	2013	Niklas L. P. LundstrÖm Kaj Nyström Marcus Olofsson

Common Coauthors

Coauthor	Papers Together
Niklas L. P. Lundström	14
Kaj Nyström	9
Erik Ekström	5
Thomas Önskog	5
Alessandro Milazzo	2
Tiziano De Angelis	2
Olli Toivanen	2
Kai Li	1
Kai Li	1
Kai Li	1
Kristoffer Lindensjö	1
Niklas L. P. LundstrÖm	1
Anton Grafström	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	A Finite Horizon Optimal Multiple Switching Problem	2009	Boualem Djehiche Saïd Hamadène Alexandre Popier	10
+ PDF Chat	Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem	2012	Saïd Hamadène Marie-Amélie Morlais	9
+ PDF Chat	The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach	2009	Brahim El Asri Saïd Hamadène	6
+ PDF Chat	Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type	2013	Niklas L. P. Lundström Kaj Nyström Marcus Olofsson	6
+	User’s guide to viscosity solutions of second order partial differential equations	1992	Michael G. Crandall Hitoshi Ishii Pierre-Louis Lions	6
+ PDF Chat	Multi-dimensional BSDE with oblique reflection and optimal switching	2009	Ying Hu Shanjian Tang	6
+ PDF Chat	Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes	2009	Imran H. Biswas Espen R. Jakobsen Kenneth H. Karlsen	5
+ PDF Chat	Viscosity solutions for a system of PDEs and optimal switching	2016	Brahim El Asri Imade Fakhouri	5
+	Optimal Multi-Modes Switching with the Switching Cost not necessarily Positive	2012	Brahim El Asri Imade Fakhouri	4
+	Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2018	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog	2
+	Statistics of Random Processes	2021	Michael F. Insana	2
+	Boundary Harnack Principle for p-harmonic Functions in Smooth Euclidean Domains	2007	Hiroaki Aikawa Tero Kilpeläinen Nageswari Shanmugalingam Xiao Zhong	2
+ PDF Chat	A zero-sum game between a singular stochastic controller and a discretionary stopper	2014	Daniel Hernández–Hernández Robert Samuel Simon Mihail Zervos	2
+ PDF Chat	On the Multidimensional Controller-and-Stopper Games	2013	Erhan Bayraktar Yu-Jui Huang	2
+ PDF Chat	A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations	2006	Espen R. Jakobsen Kenneth H. Karlsen	2
+	Stochastic differential equations with reflecting boundary conditions	1984	Pierre‐Louis Lions Alain‐Sol Sznitman	2
+ PDF Chat	System of variational inequalities with interconnected obstacles	2020	Rafayel Barkhudaryan Diogo A. Gomes Henrik Shahgholian Mohammad Salehi	2
+	Playing with ghosts in a Dynkin game	2020	Tiziano De Angelis Erik Ekström	2
+ PDF Chat	Second-order elliptic integro-differential equations: viscosity solutions' theory revisited	2007	Guy Barles Cyril Imbert	2
+	Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness	2014	Niklas L. P. Lundström Kaj Nyström Marcus Olofsson	2
+	Nonlinear oblique derivative problems for singular degenerate parabolic equations on a general domain	2004	Hitoshi Ishii Moto-Hiko Sato	2
+ PDF Chat	Finite-Horizon Optimal Multiple Switching with Signed Switching Costs	2016	Randall Martyr	2
+	Time discretization and quantization methods for optimal multiple switching problem	2012	Paul Gassiat Idris Kharroubi Huyên Pham	1
+	Principe de Harnack à la frontière et théorème de Fatou pour un opérateur elliptique dans un domaine lipschitzien	1978	Alano Ancona	1
+ PDF Chat	Quasi-linear PDEs and low-dimensional sets	2018	John L. Lewis Kaj Nyström	1
+	Strong maximum principle for semicontinuous viscosity solutions of nonlinear partial differential equations	1998	Bernd Kawohl Nikolai Kutev	1
+	An extension of E. Hopf’s maximum principle with an application to Riemannian geometry	1958	Eugenio Calabi	1
+ PDF Chat	Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations	2007	Guy Barles Espen R. Jakobsen	1
+ PDF Chat	Boundary Harnack principle and Martin boundary for a uniform domain	2001	Hiroaki Aikawa	1
+	Games of singular control and stopping driven by spectrally one-sided Lévy processes	2014	Daniel Hernández–Hernández Kazutoshi Yamazaki	1
+ PDF Chat	Elliptic Partial Differential Equations of Second Order	2001	David Gilbarg Neil S. Trudinger	1
+ PDF Chat	Slowly Oscillating Solutions for Differential Equations with Strictly Monotone Operator	2007	Chuanyi Zhang Ya-Li Guo	1
+	On the growth of the solutions of the differential equation div(¦▽u¦p−2▽u) = 0 in n-dimensional space	1985	Peter Lindqvist	1
+	Propagation of maxima and strong maximum principle for viscosity solutions of degenerate elliptic equations. II: Concave operators	2003	Martino Bardi Francesca Da Lio	1
+ PDF Chat	The gambler and the stopper	1996	A. Maitra William D. Sudderth	1
+	On the maximum principle for viscosity solutions of fully nonlinear elliptic equations in general domain	2007	Italo Capuzzo Dolcetta Antonio Vitolo	1
+ PDF Chat	A Boundary Harnack Principle in Twisted Holder Domains	1991	Richard F. Bass Krzysztof Burdzy	1
+	Estimates of harmonic measure	1977	Björn E. J. Dahlberg	1
+ PDF Chat	Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process	2015	Saïd Hamadène Xuxhe Zhao	1
+ PDF Chat	On Dynkin Games with Incomplete Information	2013	Christine Grün	1
+ PDF Chat	A Dynkin game with asymmetric information	2012	Jukka Lempa Pekka Matomäki	1
+	Local bounds, Harnack inequality and Hölder continuity for divergence type elliptic equations with nonstardard growth	2013	Noemí Wolanski	1
+	Fully Nonlinear Elliptic Equations	1995	Luis Caffarelli Xavier Cabré	1
+	A boundary harnack principle for lipschitz domains and the principle of positive singularities	1972	John T. Kemper	1
+ PDF Chat	Stochastic Differential Games with Asymmetric Information	2008	Pierre Cardaliaguet Catherine Rainer	1
+	Boundary behavior of harmonic functions in non-tangentially accessible domains	1982	David Jerison Carlos E. Kenig	1
+ PDF Chat	Perturbed Brownian motions	1997	Mihael Perman Wendelin Werner	1
+	Hopf's lemma for a class of singular/degenerate PDE-s	2015	Hayk Mikayelyan Henrik Shahgholian	1
+ PDF Chat	The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations	1992	Cristina Costantini	1
+	Overview of differential equations with non-standard growth	2010	Petteri Harjulehto Peter Hästö Út V. Lê Matti Nuortio	1