Reference
T. J. J. van den Boom and B. De
Schutter, "Analytic expressions in stochastic max-plus-linear algebra,"
Proceedings of the 53rd IEEE Conference on Decision and
Control, Los Angeles, California, pp. 1608-1613, Dec. 2014.
Abstract
In stochastic max-plus-linear systems one often needs to compute the
expectation of a max-plus-scaling function. The algorithms available in
literature are either too computationally expensive or only give an
approximation. In this paper we derive an analytic expression for this
expectation in the case of a uniform distribution, resulting in a piece-wise
polynomial function in the components of the free control variable. This
function can be evaluated in a quick and efficient way.
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BibTeX
@inproceedings{vanDeS:14-025,
author = {van den Boom, Ton J. J. and De Schutter, Bart},
title = {Analytic Expressions in Stochastic Max-Plus-Linear Algebra},
booktitle = {Proceedings of the 53rd IEEE Conference on Decision and
Control},
address = {Los Angeles, California},
pages = {1608--1613},
month = dec,
year = {2014}
}