Stockbridge Richard H.

Richard H. Stockbridge

Information about the author Richard H. Stockbridge will soon be added to the site.
Found 5 papers in total
Linear programming formulation for optimal stopping problems
Linear programming formulation for optimal stopping problems
2002
Optimal stopping problems for continuous time Markov processes are shown to be...
Extension of Dale's moment conditions with application to the Wright–Fisher model
Extension of Dale's moment conditions with application to the Wright–Fisher model
2003
Dale's necessary and sufficient conditions for an array to contain the joint moments...
Linear programming formulation for optimal stopping problems
Linear programming formulation for optimal stopping problems
2002
Optimal stopping problems for continuous time Markov processes are shown to be...
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
2001
This paper uses linear programming to numerically evaluate the Laplace transform of...
Computing moments of the exit time distribution for Markov processes by linear programming
Computing moments of the exit time distribution for Markov processes by linear programming
2001
We provide a new approach to the numerical computation of moments of the exit time...
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