随机max-plus系统Lyapunov指数的快速逼近算法

2008 9th International Workshop on Discrete Event Systems Pub Date : 2008-05-28 DOI:10.1109/WODES.2008.4605921

R. Goverde, B. Heidergott, G. Merlet

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引用次数: 4

摘要

本文研究随机maxplus线性系统的李雅普诺夫指数的近似计算问题。我们的方法允许对李雅普诺夫指数的边界进行有效的模拟。根据仿真预算，边界可以设置得任意接近。我们通过应用于(现实生活中的)铁路系统来说明我们的边界的有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A fast approximation algorithm for the Lyapunov exponent of stochastic max-plus systems

This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic maxplus linear systems. Our approach allows for an efficient simulation of bounds for the Lyapunov exponent. Depending on the simulation budget the bounds can be made arbitrarily close. We illustrate the effectiveness of our bounds with application to (real-life) railway systems.

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2008 9th International Workshop on Discrete Event Systems

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