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Marcus Olofsson
Contact
E-mail
marcus.olofsson@umu.se
Phone
Works at
Affiliation
Affiliated as other position at
Department of Mathematics and Mathematical Statistics
Location
MIT-huset, plan 3, Matematik och matematisk statistik
Umeå universitet, 901 87 Umeå
Publications
Publications
Research
Research
2024
The maximality principle in singular control with absorption and its applications to the dividend problem
SIAM Journal of Control and Optimization
, Society for Industrial and Applied Mathematics 2024, Vol. 62, (1) : 91-117
De Angelis, Tiziano; Ekström, Erik; Olofsson, Marcus
2024
Strong maximum principle and boundary estimates for nonhomogeneous elliptic equations
Potential Analysis
, Springer 2024, Vol. 60 : 425-443
Lundström, Niklas L. P.; Olofsson, Marcus; Toivanen, Olli
2023
The de Finetti problem with uncertain competition
SIAM Journal of Control and Optimization
, Society for Industrial & Applied Mathematics (SIAM) 2023, Vol. 61, (5) : 2997-3017
Ekström, Erik; Milazzo, Alessandro; Olofsson, Marcus
2022
How To Detect A Salami Slicer: A Stochastic Controller-And-Stopper Game With Unknown Competition
SIAM Journal of Control and Optimization
, Society for Industrial and Applied Mathematics Publications 2022, Vol. 60, (1) : 545-574
Ekström, Erik; Lindensjö, Kristoffer; Olofsson, Marcus
2022
Systems of Fully Nonlinear Parabolic Obstacle Problems with Neumann Boundary Conditions
Applied mathematics and optimization
, Springer 2022, Vol. 86, (2)
Lundström, Niklas L.P.; Olofsson, Marcus
2022
Management strategies for run-of-river hydropower plants: an optimal switching approach
Optimization and Engineering
, Springer 2022, Vol. 23, (3) : 1707-1731
Olofsson, Marcus; Önskog, Thomas; Lundström, Niklas L. P.
View publications in DiVA
Research groups
Members
Mathematical Modeling and Analysis
Members
Partial Differential Equations
Research projects
1 January 2019 until 1 January 2025
Viscosity solutions to systems of variational inequalities related to multi-modes switching problems
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