Sören Christensen

On time-inconsistent stopping problems and mixed strategy stopping times

Sören Christensen, Kristoffer Lindensjö · Stochastic Processes and their Applications · 2019 · 45 citations · Full text

Mathematical Programming, Engineering, Stochastic Game +6

A harmonic function technique for the optimal stopping of diffusions

Sören Christensen, Albrecht Irle · Stochastics · 2011 · 44 citations

Numerical Analysis, Mathematical Programming, Driving Process +13

Optimal stopping of strong Markov processes

Sören Christensen, Paavo Salminen, Bao Quoc Ta · Stochastic Processes and their Applications · 2012 · 35 citations

Markov Kernel, Optimal Stopping, Probability Theory +1

A General Verification Result for Stochastic Impulse Control Problems

Christoph Belak, Sören Christensen, Frank Thomas Seifried · SIAM Journal on Control and Optimization · 2017 · 32 citations

Stochastic Hybrid System, Engineering, Value Function +11

On the solution of general impulse control problems using superharmonic functions

Sören Christensen · Stochastic Processes and their Applications · 2013 · 31 citations · Full text

Superharmonic Functions, Impulsive System