Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type NLP Lundström, K Nyström, M Olofsson Annali di Matematica Pura ed Applicata (1923-) 193 (4), 1213-1247, 2014 | 21 | 2014 |
Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness NLP Lundström, K Nyström, M Olofsson Manuscripta mathematica 145 (3), 407-432, 2014 | 15 | 2014 |
Management strategies for run-of-river hydropower plants: an optimal switching approach M Olofsson, T Önskog, NLP Lundström Optimization and Engineering 23 (3), 1707-1731, 2022 | 14 | 2022 |
Optimal switching problems under partial information K Li, K Nyström, M Olofsson Monte Carlo Methods and Applications 21 (2), 91-120, 2015 | 13 | 2015 |
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition E Ekström, K Lindensjö, M Olofsson SIAM Journal on Control and Optimization 60 (1), 545-574, 2022 | 11 | 2022 |
Reflected BSDE of Wiener-Poisson type in time-dependent domains K Nyström, M Olofsson Stochastic Models 32 (2), 275-300, 2016 | 7 | 2016 |
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching NLP Lundström, M Olofsson, T Önskog Journal of Mathematical Analysis and Applications 475 (1), 13-31, 2019 | 5 | 2019 |
Strong maximum principle and boundary estimates for nonhomogeneous elliptic equations NLP Lundström, M Olofsson, O Toivanen arXiv preprint arXiv:2005.03338, 2020 | 3 | 2020 |
The maximality principle in singular control with absorption and its applications to the dividend problem T De Angelis, E Ekström, M Olofsson SIAM Journal on Control and Optimization 62 (1), 91-117, 2024 | 2 | 2024 |
The de Finetti Problem with Uncertain Competition E Ekström, A Milazzo, M Olofsson SIAM Journal on Control and Optimization 61 (5), 2997-3017, 2023 | 2 | 2023 |
Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions NLP Lundström, M Olofsson Applied Mathematics & Optimization 86 (2), 1-23, 2022 | 2 | 2022 |
A renewal theory approach to two-state switching problems with infinite values E Ekström, M Olofsson, M Vannestål Journal of Applied Probability 57 (1), 1-18, 2020 | 2 | 2020 |
The de Finetti problem with unknown competition E Ekström, A Milazzo, M Olofsson arXiv preprint arXiv:2204.07016, 2022 | 1 | 2022 |
Optimal Switching Problems and Related Equations M Olofsson Department of Mathematics, 2015 | 1 | 2015 |
Management strategies for hydropower plants a simple dynamic programming approach M Olofsson, NLP Lundström arXiv preprint arXiv:2310.04462, 2023 | | 2023 |
Enhancing Precision with the Local Pivotal Method: A General Variance Reduction Approach M Olofsson, A Grafström, NLP Lundström arXiv preprint arXiv:2305.02446, 2023 | | 2023 |
Management strategies for run-of-river hydropower plants-an optimal switching approach NLP Lundström, M Olofsson, T Önskog arXiv preprint arXiv:2009.10554, 2020 | | 2020 |
Duktig på matematik: En undersökning av begreppet matematisk kompetens M Olofsson | | 2018 |
A Brownian optimal switching problem under incomplete information M Olofsson Electronic Communications in Probability 23, 1-12, 2018 | | 2018 |