Idempotent Analysis and Its Applications

By Vassili N. Kolokoltsov

Subjects: Mathematical physics, Algebra, Mathematics, Mathematical optimization, Differential equations, partial, Economics

Description: This monograph is about a branch of calculus the authors have called Idempotent Analysis, which deals with the semimodules of functions ranging in a semiring with idempotent addition. The theory is developed together with numerous applications to discrete mathematics, turnpike theory, mathematical economics, games and controlled Markov processes, the theory of generalised solutions of the Hamilton-Jacobi-Bellman differential equation, the theory of continuously observed and controlled quantum systems and the construction of WKB-like asymptotics of the heat equation and the Schrödinger equation. Audience: This book will be of interest to mathematicians, engineers, college teachers and students.