Max-plus Linear Stochastic Systems And Perturbation Analysis (the International Series On Discrete Event Dynamic Systems)
by Bernd F. Heidergott /
2006 / English / PDF
11.4 MB Download
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.
