A stochastic dynamical system represented through a linear vector equation in idempotent algebra is considered. We propose simple bounds on the mean growth rate of the system state vector, and give an analysis of absolute error of a bound. As an illustration, numerical results of evaluation of the bounds for a test system are also presented.
|Title of host publication||5th St. Petersburg Workshop on Simulation, St. Petersburg, Russia, June 26-July 2, 2005|
|Editors||S. M. Ermakov, V. B. Melas, A. N. Pepelyshev|
|Publication status||Published - 2005|
Scopus subject areas
- Modelling and Simulation
- Management Science and Operations Research
- Statistics and Probability