Automatica, Vol.83, 20-27, 2017
On optimization of stochastic max-min-plus-scaling systems-An approximation approach
A large class of discrete-event and hybrid systems can be described by a max-min-plus-scaling (MMPS) model, i.e., a model in which the main operations are maximization, minimization, addition, and scalar multiplication. Accordingly, optimization of MMPS systems appears in different problems defined for discrete-event and hybrid systems. For a stochastic MMPS system, this optimization problem is computationally highly demanding as often numerical integration has to be used to compute the objective function. The aim of this paper is to decrease such computational complexity by applying an approximation method that is based on the moments of a random variable and that can be computed analytically. (C) 2017 Elsevier Ltd. All rights reserved.
Keywords:Discrete event systems;Optimization;Max-min-plus-scaling systems;Stochastic disturbance;Moments