Article · Journal · 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
- Open access · Hybrid
- International · 2 countries
Read it10.1016/j.cam.2022.114864
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- 3Citationsfrom other works
- Field-weighted impact
- 0.61Field-weighted impact1.00 is the world average for its field and year
- Among its field
- 70th percentileAmong its fieldby citations, against works of its field and year
- Authors
- 2Authorsfrom 2 institutions