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Goverde, R., Heidergott, B. and Merlet, G. (2011). A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems European Journal of Operational Research, 210(2):249--257.

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    European Journal of Operational Research
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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 perfect sampling scheme for the Lyapunov exponent is established. We illustrate the effectiveness of our bounds with an application to (real-life) railway systems. {\textcopyright} 2010 Elsevier B.V. All rights reserved.