Soren Christensen

Nonparametric learning for impulse control problems

Soren Christensen, Claudia Strauch, 2019 .

Learning to reflect: A unifying approach for data-driven stochastic control strategies

Soren Christensen, Claudia Strauch, Lukas Trottner, 2021, 2104.11496.

Flexible forward improvement iteration for infinite time horizon Markovian optimal stopping problems

Albrecht Irle, Soren Christensen, Julian Peter Lemburg, 2021 .

A new integral equation for Brownian stopping problems with finite time horizon

Soren Christensen, Simon Fischer, 2021 .

A solution technique for Lévy driven long term average impulse control problems

Tobias Sohr, Soren Christensen, 2019 .

Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application

Soren Christensen, Kristoffer Lindensjo, 2019 .

On the solution of general impulse control problems using superharmonic functions

Soren Christensen, S. Christensen, 2013, 1304.3578.

The monotone case approach for the solution of certain multidimensional optimal stopping problems

Albrecht Irle, Soren Christensen, A. Irle, 2017 .

On time-inconsistent stopping problems and mixed strategy stopping times

Soren Christensen, Kristoffer Lindensjo, S. Christensen, 2018, Stochastic Processes and their Applications.