Marcus Olofsson

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 4

Top Topics

Problems Involving

Partial Information

Stochastic Control

Top Venues

SIAM J. Control. Optim.

J. Appl. Probab.

Monte Carlo Methods Appl.

Publications

Tiziano De Angelis, Erik Ekström, Marcus Olofsson
The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem. SIAM J. Control. Optim. 62 (1) (2024)
Erik Ekström, Alessandro Milazzo, Marcus Olofsson
The de Finetti Problem with Uncertain Competition. SIAM J. Control. Optim. 61 (5) (2023)
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)
Erik Ekström, Marcus Olofsson, Martin Vannestål
A renewal theory approach to two-state switching problems with infinite values. J. Appl. Probab. 57 (1) (2020)
Kai Li, Kaj Nyström, Marcus Olofsson
Optimal switching problems under partial information. Monte Carlo Methods Appl. 21 (2) (2015)