A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems

DOI10.1016/j.ejor.2010.09.035zbMath1210.90051OpenAlexW2003000149MaRDI QIDQ531444

Rob M. P. Goverde, Glenn Merlet, Bernd F. Heidergott

Publication date: 29 April 2011

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.09.035

zbMATH Keywords

simulationLyapunov exponentmax-plus algebrarailway systemsstochastic DES

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Traffic problems in operations research (90B20)

Related Items (3)

Stochastic stability in Max-Product and Max-Plus systems with Markovian jumps ⋮ An optimization method for operation adjustment of high-speed delayed trains ⋮ Critical Path Statistics of Max-Plus Linear Systems with Gaussian Noise

Cites Work

• Backward coupling in bounded free-choice nets under Markovian and non-Markovian assumptions
• Cycle time of stochastic max-plus linear systems.
• Minimax algebra
• A characterisation of (max,+)-linear queueing systems
• Analytic expansions of max-plus Lyapunov exponents.
• Taylor series expansions for Poisson-driven (max,+)-linear systems
• Memory Loss Property for Products of Random Matrices in the Max-Plus Algebra
• A linear-system-theoretic view of discrete-event processes and its use for performance evaluation in manufacturing
• Max-Plus Linear Stochastic Systems and Perturbation Analysis
• Products of Irreducible Random Matrices in the (Max, +) Algebra
• Expansions for steady-state characteristics of (max, +)-linear systems
• Perfect simulation and backward coupling^∗
• Exact sampling with coupled Markov chains and applications to statistical mechanics

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