Keyphrases
- recent advances
- numerical solution
- option pricing
- optimal control
- hamilton jacobi bellman
- stock price
- partial differential equations
- differential equations
- decision analysis
- finite difference
- numerical methods
- finite element
- control problems
- linear systems
- nonlinear systems
- real option
- dynamical systems
- stochastic control
- exact solution
- anisotropic diffusion
- machine learning
- mathematical model
- sufficient conditions
- special case
- image analysis
- lower bound
- image processing