Analytic expressions in stochastic max-plus-linear algebra


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 entry:

@inproceedings{vanDeS:14-025,
author={T.J.J. van den Boom and B. {D}e Schutter},
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},
doi={10.1109/CDC.2014.7039629}
}


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