Artigo · Revista · 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

• Acesso aberto · Híbrido
• Internacional · 2 países

Lê-lo10.1016/j.cam.2022.114864