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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.
Original languageEnglish
Title of host publicationSimulation 2005
Subtitle of host publicationProceedings of the 5th St.Petersburg Workshop on Simulation : St.Petersburg, Russia, June 26 - July 2, 2005
EditorsS. M. Ermakov, V. B. Melas, A. N. Pepelyshev
Place of PublicationСПб
PublisherИздательство Санкт-Петербургского университета
Pages391-396
ISBN (Print)5965101023, 9785965101023
StatePublished - 2005
EventSimulation 2005: the 5th St.Petersburg Workshop on Simulation - St.Petersburg, Russian Federation
Duration: 26 Jun 2005 → 2 Jul 2005

Conference

ConferenceSimulation 2005
Country/TerritoryRussian Federation
CitySt.Petersburg
Period26/06/05 → 2/07/05

    Research areas

  • stochastic dynamical system, growth rate, idempotent algebra

    Scopus subject areas

  • Modelling and Simulation
  • Management Science and Operations Research
  • Statistics and Probability

ID: 4409433