Kristoffer Lindensjö

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 6

Top Topics

Nash Equilibria

Trading Agent Competition

Partial Information

Top Venues

SIAM J. Control. Optim.

Math. Methods Oper. Res.

Oper. Res. Lett.

Publications

Andi Bodnariu, Sören Christensen, Kristoffer Lindensjö
Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems. SIAM J. Control. Optim. 62 (2) (2024)
Erik Ekström, Kristoffer Lindensjö, Marcus Olofsson
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition. SIAM J. Control. Optim. 60 (1) (2022)
Kristoffer Lindensjö, Filip Lindskog
Optimal dividends and capital injection under dividend restrictions. Math. Methods Oper. Res. 92 (3) (2020)
Kristoffer Lindensjö
A regular equilibrium solves the extended HJB system. Oper. Res. Lett. 47 (5) (2019)
Sören Christensen, Kristoffer Lindensjö
On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems. SIAM J. Control. Optim. 56 (6) (2018)
Kristoffer Lindensjö
Optimal investment and consumption under partial information. Math. Methods Oper. Res. 83 (1) (2016)