Goverde, Rob M.P.; Heidergott, Bernd; Merlet, Glenn - In: European Journal of Operational Research 210 (2011) 2, pp. 249-257
This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic max-plus linear systems. Our approach allows for an efficient simulation of bounds for the Lyapunov exponent. We provide sufficient conditions for the convergence of the bounds. In particular, a...
