Marcus Olofsson

According to our database, Marcus Olofsson authored at least 5 papers between 2015 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem.

Tiziano De Angelis, Erik Ekström, Marcus Olofsson

SIAM J. Control. Optim., February, 2024

2023

The de Finetti Problem with Uncertain Competition.

Erik Ekström, Alessandro Milazzo, Marcus Olofsson

SIAM J. Control. Optim., October, 2023

2022

How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition.

Erik Ekström, Kristoffer Lindensjö, Marcus Olofsson

SIAM J. Control. Optim., 2022

2020

A renewal theory approach to two-state switching problems with infinite values.

Erik Ekström, Marcus Olofsson, Martin Vannestål

J. Appl. Probab., 2020

2015

Optimal switching problems under partial information.

Kai Li, Kaj Nyström, Marcus Olofsson

Monte Carlo Methods Appl., 2015