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Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization.

Jingtang MaJianjun Ma
Published in: J. Sci. Comput. (2020)
Keyphrases
  • finite difference
  • image segmentation
  • multiscale
  • partial differential equations
  • finite element
  • numerical solution