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

We consider the numerical calculation of several matrix eigenvalue problems which require some manipulation before the standard algorithms may be used. This includes finding the stationary values of a ...

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 ...