Linear complementarity problems (LCPs) constitute a salient class of mathematical models wherein one seeks vectors that fulfil mutually exclusive non-negativity and orthogonality conditions ...

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 ...