A fast approximation algorithm for the Lyapunov exponent of stochastic max-plus systems

被引：1
|
作者：
Goverde, Rob M. P. [1 ]
Heidergott, Bernd [2 ,3 ]
Merlet, Glenn [4 ]
机构：
[1] Delft Univ Technol, Dept Transport & Planning, Stevinweg 1, NL-2628 CN Delft, Netherlands
[2] Vrije Univ Amsterdam, Dept Econmetr, NL-1081 HV Amsterdam, Netherlands
[3] Vrije Univ Amsterdam, Tinbergen Inst, NL-1081 HV Amsterdam, Netherlands
[4] Univ Paris 07, CNRS, UMR 7089, LIAFA, F-75205 Paris, France
来源：
WODES' 08: PROCEEDINGS OF THE 9TH INTERNATIONAL WORKSHOP ON DISCRETE EVENT SYSTEMS | 2008年
关键词：
D O I：
10.1109/WODES.2008.4605921
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
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. Depending on the simulation budget the bounds can be made arbitrarily close. We illustrate the effectiveness of our bounds with application to (real-life) railway systems.
引用
收藏
页码：49 / +
页数：2
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