Perninge, Magnus

1. A Limited-Feedback Approximation Scheme for Optimal Switching Problems with Execution Delays
   2016/05/02 by Perninge, Magnus · 1 citation
   #49L20 #60G40 #62P20 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
2. On the Finite Horizon Optimal Switching Problem with Random Lag
   2018/08/24 by Perninge, Magnus · 1 citation
   #49L20 #60G40 #62P30 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
3. A Finite Horizon Optimal Switching Problem with Memory and Application\n to Controlled SDDEs
   2019/05/22 by Magnus Perninge, Perninge, Magnus · 1 citation
   Economics, Econometrics and Finance · Engineering · #49L20 #60G40 #62P30 #93E20 #Electric Power System Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
4. Optimal Stopping of BSDEs with Constrained Jumps and Related Zero-Sum Games
   2023/08/31 by Magnus Perninge, Perninge, Magnus · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #60G40 #91A15 #93E20 #Auction Theory and Applications #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
5. Non-Markovian Impulse Control Under Nonlinear Expectation
   2022/06/29 by Magnus Perninge, Perninge, Magnus · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications