Maslov Idempotent Probability Calculus, I

DOI10.1137/S0040585X97977161zbMath0952.60001MaRDI QIDQ4954386

Pierre Del Moral, Michel Doisy

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationsidempotent probability calculusoptimization theoryBellman-Markov processes

Mathematics Subject Classification ID

Large deviations (60F10) Axioms; other general questions in probability (60A05)

Related Items (8)

Ergodic type Bellman equations of first order with quadratic Hamiltonian ⋮ Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization ⋮ Representation of maxitive measures: An overview ⋮ Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance ⋮ A decomposition theorem for maxitive measures ⋮ Max-plus stochastic control and risk-sensitivity ⋮ Idempotent version of the Fréchet contingency array problem ⋮ Existence of invariant idempotent measures by contractivity of idempotent Markov operators

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