On the Finite Horizon Optimal Switching Problem with Random Lag von Perninge, Magnus

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A finite horizon optimal switching problem with memory and application to controlled SDDEs von Perninge, Magnus

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Optimal stopping of BSDEs with constrained jumps and related zero-sum games von Perninge, Magnus

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Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs von Perninge, Magnus

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A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients von Perninge, Magnus

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Sequential Systems of Reflected Backward Stochastic Differential Equations with Application to Impulse Control von Perninge, Magnus

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A two-scale scheme for finite horizon switching problems with delays von Perninge, Magnus

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Non-Markovian Impulse Control Under Nonlinear Expectation von Perninge, Magnus

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Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers von Perninge, Magnus

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Finding a closest saddle–node bifurcation in power systems: An approach by unsupervised deep learning von Marcial, Alexander, Perninge, Magnus

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Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes von Perninge, Magnus

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A limited-feedback approximation scheme for optimal switching problems with execution delays von Perninge, Magnus

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A Stochastic Optimal Power Flow Problem With Stability Constraints-Part II: The Optimization Problem von Perninge, Magnus, Hamon, Camille

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Approximating the parameter-space stability boundary considering post-contingency corrective controls von Perninge, Magnus

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Frequency Control in Power Systems Based on a Regulating Market von Perninge, Magnus, Eriksson, Robert

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Stochastic optimal power flow by multi-variate Edgeworth expansions von Perninge, Magnus

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Finding points of maximal loadability considering post-contingency corrective controls von Perninge, Magnus

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Finite Horizon Impulse control of Stochastic Functional Differential Equations von Jönsson, Johan, Perninge, Magnus

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Approximating the loadability surface in the presence of SNB–SLL corner points von Perninge, Magnus

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Discrete-time risk-aware optimal switching with non-adapted costs von Martyr, Randall, Moriarty, John, Perninge, Magnus

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