This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

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"This book looks at applications of the max-plus algebra in two areas of applied probability, linear stochastic systems and perturbation analysis ... . In all ... this book is, without a doubt, an important contribution to the literature. ... it will be widely read by people working in the field." (Jonathan Golan, ACM Computing Reviews, Vol. 49 (2), February, 2008)

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