%0 Journal Article
%T A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems
%+ Institut de Mathématiques de Marseille (I2M)
%A Goverde, Rob, M.P.
%A Heidergott, Bernd
%A Merlet, Glenn
%< avec comité de lecture
%@ 0377-2217
%J European Journal of Operational Research
%I Elsevier
%8 2011-04-16
%D 2011
%R 10.1016/j.ejor.2010.09.035
%K Max-plus algebra
%K Stochastic DES
%K Lyapunov exponent
%K Simulation
%K Railway systems
%Z Mathematics [math]
%Z Computer Science [cs]/Operations Research [math.OC]
%Z Mathematics [math]/Probability [math.PR]
%Z Computer Science [cs]/Discrete Mathematics [cs.DM]Journal articles
%X 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 expo-nent. We provide sufficient conditions for the convergence of the bounds. In particular, a perfect samplingscheme for the Lyapunov exponent is established. We illustrate the effectiveness of our bounds with anapplication to (real-life) railway systems.
%G English
%L hal-01263221
%U https://hal.science/hal-01263221
%~ CNRS
%~ UNIV-AMU
%~ EC-MARSEILLE
%~ I2M
%~ I2M-2014-
%~ TDS-MACS