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ArticleMax-Plus Stochastic Processes

Wendell H. Fleming2004

Article2004

Max-Plus Stochastic Processes

Wendell H. Fleming

31 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Adaptive Dynamic Programming Control

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2005Controlled Markov Processes and Viscosity Solutions 1995Risk-Sensitive Control on an Infinite Time Horizon 1997Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem

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2004Some Classes of Imperfect Information Finite State-Space Stochastic Games with Finite-Dimensional Solutions 2010Max-Plus Stochastic Control and Risk-Sensitivity

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Year2004

Typearticle

Published2004-02-20

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations31

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf02638150

openalex_workW2015609726

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