A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems
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Publication:531444
DOI10.1016/J.EJOR.2010.09.035zbMATH Open1210.90051OpenAlexW2003000149MaRDI QIDQ531444FDOQ531444
Authors: Rob M. P. Goverde, Glenn Merlet, Bernd 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
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Cites Work
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- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Max-Plus Linear Stochastic Systems and Perturbation Analysis
- Analytic expansions of max-plus Lyapunov exponents.
- Perfect simulation and backward coupling∗
- A characterisation of (max,+)-linear queueing systems
- Cycle time of stochastic max-plus linear systems.
- Taylor series expansions for Poisson-driven (max,+)-linear systems
- Memory loss property for products of random matrices in the max-plus algebra
- Expansions for steady-state characteristics of (max, +)-linear systems
- Backward coupling in bounded free-choice nets under Markovian and non-Markovian assumptions
Cited In (10)
- Maximal Lyapunov Exponent and Almost-Sure Stability for Coupled Two-Degree-of-Freedom Stochastic Systems
- An optimization method for operation adjustment of high-speed delayed trains
- Analytic expansions of max-plus Lyapunov exponents.
- Stochastic stability in Max-Product and Max-Plus systems with Markovian jumps
- New bounds for timed event graphs inspired by stochastic majorization results
- Exact and approximate approaches to the identification of stochastic MAX-plus-linear systems
- Similarity quantification for linear stochastic systems: a coupling compensator approach
- Maximal Lyapunov exponent and almost-sure sample stability for second-order linear stochastic system
- Computing the generalized Lyapunov parameter for teletraffic systems over the \(\mathrm{R}_{\max}\) semiring
- Critical path statistics of max-plus linear systems with Gaussian noise
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