In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...

As the hare learned from the tortoise, speed isn't everything. Theoretical computer scientists at Sandia National Laboratories and Boston University have discovered that quantum computers are ...

A real industrial production phenomenon, referred to as learning effects, has drawn increasing attention. However, most research on this issue considers only single machine problems. Motivated by this ...