Article · Revue · 2022

An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems

Suhang Dai, Olivier Menoukeu-Pamen

Journal of Computational and Applied Mathematics

• Accès ouvert · Hybride
• International · 2 pays

Le lire10.1016/j.cam.2022.114864