Max-Plus Linear Stochastic Systems and Perturbation Analysis

Bernd Heidergott (Autor)

Buch | Softcover

320 Seiten

2010 | Softcover reprint of hardcover 1st ed. 2007
Springer-Verlag New York Inc.
978-1-4419-4198-5 (ISBN)

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During the last decade, the area of stochastic max-plus linear systems has witnessed a rapid development, which created a growing interest in this area. This book provides a thorough treatment of the theory of stochastic max-plus linear systems. Max-plus algebra is an algebraic approach to discrete event systems (DES), like queuing networks that are prone to synchronization. Perturbation analysis studies the sensitivity of the performance of DES with respect to changes in a particular system parameter.

The first part of the book addresses modeling issues and stability theory for stochastic max-plus systems. The second part of the book treats perturbation analysis of max-plus systems: a calculus for differentiation of max-plus systems is developed. This calculus leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Max-Plus Algebra.- Max-Plus Linear Stochastic Systems.- Ergodic Theory.- Perturbation Analysis.- A Max-Plus Differential Calculus.- Higher-Order D-Derivatives.- Taylor Series Expansions.

Erscheint lt. Verlag	29.11.2010
Reihe/Serie	The International Series on Discrete Event Dynamic Systems ; 15
Zusatzinfo	XII, 320 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Informatik ► Theorie / Studium ► Algorithmen
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	deterministic max-plus limit theory • gradient estimation • Lyapunov • Max-Plus Algebra • measure-valued differentiation • perturbation analysis • Petri Nets • Probability Theory • projective space • Queueing Systems • Queuing Systems • Stability Analysis • subadditive ergodic theory • Taylor series expansions
ISBN-10	1-4419-4198-3 / 1441941983
ISBN-13	978-1-4419-4198-5 / 9781441941985
Zustand	Neuware