Maslov idempotent probability calculus. II (Q2711123)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maslov idempotent probability calculus. II |
scientific article |
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2 May 2001
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Bellman-Maslov processes
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Hamilton-Jacobi equation
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idempotent calculus
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Maslov idempotent probability calculus. II (English)
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The authors [ibid. 43, No. 4, 562-576 (1998) resp. ibid. 43, No. 4, 735-751 (1998; Zbl 0952.60001)] developed some concepts from Maslov's idempotent probability theory and discussed the Bellman optimality principle in this framework. In the paper under review the authors show how idempotent calculus can be used to study Hamilton-Jacobi differential equations. In particular, results on the long-time behavior of the solutions of certain Hamilton-Jacobi equations are regarded as \((\max,+)\)-versions of laws of large numbers and the central limit theorem.
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