Max-Plus Linear Stochastic Systems and Perturbation Analysis
Author: Bernd F. Heidergott
Publisher: Springer Science & Business Media
Published: 2006-12-26
Total Pages: 324
ISBN-13: 0387389954
DOWNLOAD EBOOKThis 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.