Max-plus stochastic processes

Applied Mathematics and Optimization

Volumn 49, Issue 2, 2004, Pages 159-181

  Fleming, Wendell H ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Max plus additive functionals; Max plus probability; Stochastic differential equations; Variational inequalities

Indexed keywords

DIFFERENTIAL EQUATIONS; DIFFUSION; DYNAMIC PROGRAMMING; HAMILTONIANS; INTEGRAL EQUATIONS; MARKOV PROCESSES; PROBABILITY; PROBLEM SOLVING;

MAX-PLUS ADDITIVE FUNCTIONALS; MAX-PLUS MARTINGALE; MAX-PLUS PROBABILITY; VARIATIONAL INQUALITIES;

RANDOM PROCESSES;

EID: 21144454557     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-003-0785-3     Document Type: Article

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