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Lindensjö, Kristoffer
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1

A controller-stopper-game with hidden controller type:

Bodnariu, Andi ; Lindensjö, Kristoffer
Stochastic Processes and their Applications.  173 (2024)  - p. 104361 , 2024
Link: https://doi.org/10.1016/..
 
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2

Local Time Pushed Mixed Equilibrium Strategies for Time-Inc..:

Bodnariu, Andi ; Christensen, Sören ; Lindensjö, Kristoffer
SIAM Journal on Control and Optimization.  62 (2024)  2 - p. 1261-1290 , 2024
Link: https://doi.org/10.1137/..
 
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3

De Finetti's Control Problem with Competition:

Ekström, Erik ; Lindensjö, Kristoffer
Applied Mathematics & Optimization.  87 (2023)  2 - p. , 2023
Link: https://doi.org/10.1007/..
 
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4

Moment-constrained optimal dividends: precommitment and con..:

Christensen, Sören ; Lindensjö, Kristoffer
Advances in Applied Probability.  54 (2022)  2 - p. 404-432 , 2022
Link: https://doi.org/10.1017/..
 
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5

How to Detect a Salami Slicer: A Stochastic Controller-and-..:

Ekström, Erik ; Lindensjö, Kristoffer ; Olofsson, Marcus
SIAM Journal on Control and Optimization.  60 (2022)  1 - p. 545-574 , 2022
Link: https://doi.org/10.1137/..
 
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6

On time-inconsistent stopping problems and mixed strategy s..:

Christensen, Sören ; Lindensjö, Kristoffer
Stochastic Processes and their Applications.  130 (2020)  5 - p. 2886-2917 , 2020
Link: https://doi.org/10.1016/..
 
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7

Optimal dividends and capital injection under dividend rest..:

Lindensjö, Kristoffer ; Lindskog, Filip
Mathematical Methods of Operations Research.  92 (2020)  3 - p. 461-487 , 2020
Link: https://doi.org/10.1007/..
 
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8

The value of a liability cash flow in discrete time subject..:

Engsner, Hampus ; Lindensjö, Kristoffer ; Lindskog, Filip
Finance and Stochastics.  24 (2019)  1 - p. 125-167 , 2019
Link: https://doi.org/10.1007/..
 
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9

A regular equilibrium solves the extended HJB system:

Lindensjö, Kristoffer
Operations Research Letters.  47 (2019)  5 - p. 427-432 , 2019
Link: https://doi.org/10.1016/..
 
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10

On Finding Equilibrium Stopping Times for Time-Inconsistent..:

Christensen, Sören ; Lindensjö, Kristoffer
SIAM Journal on Control and Optimization.  56 (2018)  6 - p. 4228-4255 , 2018
Link: https://doi.org/10.1137/..
 
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11

The End of the Month Option and Other Embedded Options in F..:

Lindensjö, Kristoffer
Asia-Pacific Financial Markets.  23 (2016)  1 - p. 69-83 , 2016
Link: https://doi.org/10.1007/..
 
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12

Optimal investment and consumption under partial informatio:

Lindensjö, Kristoffer
Mathematical Methods of Operations Research.  83 (2016)  1 - p. 87-107 , 2016
Link: https://doi.org/10.1007/..
 
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13

De Finetti's Control Problem with Competition:

Ekström, Erik ; Lindensjo, Kristoffer
Applied mathematics and optimization, 0095-4616, 2023, 87:2,.  , 2023
Link: http://urn.kb.se/resolve..
 
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14

Markovian randomized equilibria for general Markovian Dynki..:

Christensen, Sören ; Lindensjö, Kristoffer ; Neumann, Berenice Anne
http://arxiv.org/abs/2307.13413.  , 2023
Link: http://arxiv.org/abs/230..
 
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15

A controller-stopper-game with hidden controller type:

Bodnariu, Andi ; Lindensjö, Kristoffer
http://arxiv.org/abs/2307.01623.  , 2023
Link: http://arxiv.org/abs/230..
 
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