Matrix polynomials and moment problems are significant areas of study in mathematics, particularly in the fields of control theory, numerical analysis, and probability.

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 ...

Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications.

We draw attention to some important nonlinear equations commonly arising in applied probability, review some known techniques to compute their minimal nonnegative solutions, propose improved iterative ...