We consider the problem of finding optimal exercise policies for American options, both under constant and stochastic volatility settings. Rather than work with the usual equations that characterize the price exclusively, we derive and use boundary evolution equations that characterize the...

Since 2015, there has been an increase in articles on anomaly detection in robotic systems, reflecting its growing importance in improving the robustness and reliability of the increasingly utilized autonomous robots. This review paper investigates the literature on the detection of anomalies in...