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 :
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