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

Dai, Suhang and Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155 (2023) An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. Journal of Computational and Applied Mathematics, 421. p. 114864.

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Official URL: http://dx.doi.org/10.1016/j.cam.2022.114864

Item Type:	Article
Depositing User:	Symplectic Admin
Date Deposited:	27 Sep 2022 09:32
Last Modified:	03 Mar 2023 17:42
DOI:	10.1016/j.cam.2022.114864
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3164947