DocumentCode
114627
Title
Analytic expressions in stochastic max-plus-linear algebra
Author
van den Boom, Ton J. J. ; De Schutter, Bart
Author_Institution
Delft Center for Syst. & Control, Delft Univ. of Technol., Delft, Netherlands
fYear
2014
fDate
15-17 Dec. 2014
Firstpage
1608
Lastpage
1613
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 piecewise polynomial function in the components of the free control variable. This function can be evaluated in a quick and efficient way.
Keywords
linear algebra; linear systems; polynomials; stochastic systems; analytic expression; control variable; max-plus-scaling function; piecewise polynomial function; stochastic max-plus-linear algebra; stochastic max-plus-linear systems; Algebra; Approximation methods; Discrete-event systems; Face; Optimization; Polynomials; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location
Los Angeles, CA
Print_ISBN
978-1-4799-7746-8
Type
conf
DOI
10.1109/CDC.2014.7039629
Filename
7039629
Link To Document