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On a doubly dynamically controlled supermarket model with impatient customers

Li, Quan-Lin; Du, Ye; Dai, Guirong; Wang, Meng - In: Computers & operations research : and their … 55 (2015), pp. 76-87

Persistent link: https://www.econbiz.de/10010495513

Optimal city hierarchy : a dynamic programming approach to central place theory

Hsu, Wen-Tai; Holmes, Thomas J.; Morgan, Frank - In: Journal of economic theory 154 (2014), pp. 245-273

Persistent link: https://www.econbiz.de/10010481362

Infinite-horizon deterministic dynamic programming in discrete time : a monotone convergence pronciple and a penalty method

Kamihigashi, Takashi; Yao, Masayuki - 2016 - Revised April 25, 2016

Persistent link: https://www.econbiz.de/10011492613

Solving penalised American options for jump diffusions using the POST algorithm

Hessing, Jean-Claude; Lange, Rutger-Jan; Ralph, Daniel - 2022

This article establishes the Poisson optional stopping times (POST) method by [22] as a near-universal method for solving liquidity-constrained American options, or, equivalently, penalised optimal-stopping problems. In this setup, the decision maker is permitted to "stop", i.e. exercise the...

Persistent link: https://www.econbiz.de/10012817150