Max-Plus Linear Stochastic Systems and Perturbation Analysis

Download or read book Max-Plus Linear Stochastic Systems and Perturbation Analysis written by Bernd F. Heidergott and published by Springer Science & Business Media. This book was released on 2006-12-26 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.