Abstract
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. We provide sufficient conditions for the convergence of the bounds. In particular, a perfect sampling scheme for the Lyapunov exponent is established. We illustrate the effectiveness of our bounds with an application to (real-life) railway systems. © 2010 Elsevier B.V. All rights reserved.
Original language | English |
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Pages (from-to) | 249-257 |
Number of pages | 8 |
Journal | European Journal of Operational Research |
Volume | 210 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2011 |