Optimal switching problems under partial information. - Kai Li; Kaj Nyström; Marcus Olofsson (Monte Carlo Methods Appl., 2015)

A renewal theory approach to two-state switching problems with infinite values. - Erik Ekström; Marcus Olofsson; Martin Vannestål (J. Appl. Probab., 2020)

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)

The de Finetti Problem with Uncertain Competition. - Erik Ekström; Alessandro Milazzo; Marcus Olofsson (SIAM J. Control. Optim., 2023)

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., 2024)