Max-Plus Linear Stochastic Systems and Perturbation Analysis
Author | : Bernd F. Heidergott |
Publisher | : Springer Science & Business Media |
Total Pages | : 324 |
Release | : 2006-12-26 |
ISBN-10 | : 9780387389950 |
ISBN-13 | : 0387389954 |
Rating | : 4/5 (954 Downloads) |
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.