| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 478568 | European Journal of Operational Research | 2011 | 9 Pages |
Abstract
This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic max-plus linear systems. Our approach allows for an efficient simulation of bounds for the Lyapunov exponent. We provide sufficient conditions for the convergence of the bounds. In particular, a perfect sampling scheme for the Lyapunov exponent is established. We illustrate the effectiveness of our bounds with an application to (real-life) railway systems.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Rob M.P. Goverde, Bernd Heidergott, Glenn Merlet,