Browsing Computer Science by Author "Ma, Kai"
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Fire Detection using RF Signals
Ma, Kai (University of Waterloo, 2023-09-20)Structural fires can be a major threat to life and property. Contemporary smoke alarms suffer from drawbacks such as long response times, lack of penetration through walls, and nuisance (false-positive) alarms. In this ... -
Numerical Solutions of Two-factor Hamilton-Jacobi-Bellman Equations in Finance
Ma, Kai (University of Waterloo, 2015-12-03)In this thesis, we focus on solving multidimensional HJB equations which are derived from optimal stochastic control problems in the financial market. We develop a fully implicit, unconditionally monotone finite difference ...