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Update README.md
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cxzheng committed Feb 4, 2017
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Expand Up @@ -29,4 +29,5 @@ Compiling this source code requires [Boost](http://www.boost.org/) library.

### Customizing the PDEs
The code solves the time-dependent Hamilton-Jacobi-Bellman (HJB) PDEs which have the form

$$u_t + f(x,t)|\nabla u| = g(x,t).$$

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