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"Discrete dynamic programming combined with finite difference algorithm for ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Jing Chen et al. (2026)

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DOI: 10.1016/J.CNSNS.2026.110345

access: open

type: Journal Article

metadata version: 2026-07-21

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Jing Chen, Qing Li, Hong Wang, Huanzhen Chen:
Discrete dynamic programming combined with finite difference algorithm for the sublinear expectation of α-stable Le'vy processes with 1 < α < 2. Commun. Nonlinear Sci. Numer. Simul. 162: 110345 (2026)

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