An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems |
scientific article |
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An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (English)
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9 November 2022
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optimal stopping
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Feller process
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viscosity solutions
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Hamilton-Jacobi-Bellman equation
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iterative optimal stopping
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