arXiv subjects

Marianne Akian

Publications and source records attributed to Marianne Akian.

At least 19 recordsLinked to original sources

arXiv2026

Tropical low-rank approximation and application to optimal control of N-body systems

We study the approximation of the value function of deterministic optimal control problems with fixed initial state, motivated by $N$-body systems. In this setting, the action functional consists of local kinetic and potential terms, along with an interaction potential. We exploit this structure to approximate the value function using a tropical tensor of small rank, i.e.\ a supremum of a small number of additively separable functions. We propose a trajectory-based tropical low-rank approximation method. Rather than propagating basis functions globally, as in usual tropical numerical methods, the approximation of the value function is improved only along a sequence of relevant trajectories. The resulting approximations form a monotone family of computable lower bounds for the exact value function, with the tropical tensor rank increasing at most linearly with the number of outer iterations. Under suitable regularity assumptions, we show that at the initial state, and also at the optimal trajectory starting from this state, the lower bounds converge to the exact value. In the $N$-body setting, the generated basis functions remain additively separable across subsystems, thereby yielding a structured tropical low-rank approximation. Numerical experiments on $N$-body systems with Coulomb-type repulsion illustrate the effectiveness of the approach up to state dimension $200$, within a half hour time budget.

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arXiv2026

Linear algebra over T-pairs

This is part of an ongoing project to find a general algebraic framework for semiring theory. The structure theory of semirings is quite challenging, largely because of the lack of negation, and such basic properties such as unique factorization of polynomials, multiplicativity of determinants, and the characteristic polynomial of a matrix, all fail. (In fact in the max-plus algebra, the sum of two nonzero elements is never zero!) Consequently 0 is replaced by a distinguished T-submodule $ A_0$ of $ A,$ and $( A, A_0)$ is called a ``pair.'' This paper treats linear algebra over a (not necessarily distributive) semiring pair, with a range of applications to tropical algebra as well as related areas such as hyperrings and fuzzy rings. We turn to matrices and the question of whether the row rank, column rank, and submatrix rank of a matrix are equal. The submatrix rank is less than or equal to the row rank and the column rank in many cases, including ``metatangible pairs'' with unique negation, but there is a counterexample to equality, discovered some time ago by the second author, which we provide in a more general setting (``pairs of the second kind'') that includes the hyperfield of signs. We do find situations when equality holds, encompassing results by Akian, Gaubert, Guterman, Izhakian, Knebusch, and Rowen, including versions of Cramer's rule. We pay special attention to the question of Baker and Zhang whether $n+1$ vectors of length $n$ need be dependent. At the conclusion of the main part, we consider surpassing relations, which permit us to tighten our results. The categorical setting is given in the appendix.

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arXiv2025

Dynamics of multidimensional Simple Clock Auctions

Simple Clock Auctions (SCA) are a mechanism commonly used in spectrum auctions to sell lots of frequency bandwidths. We study such an auction with one player having access to perfect information against straightforward bidders. When the opponents' valuations satisfy the ordinary substitutes condition, we show that it is optimal to bid on a fixed lot overtime. In this setting, we consider a continuous-time version of the SCA auction in which the prices follow a differential inclusion with a piecewise-constant dynamics. We show that there exists a unique solution in the sense of Filippov. This guarantees that the continuous-time model coincides with the limit of the discrete-time auction when price increments tend to zero. Moreover, we show that the value function of this limit auction is piecewise linear (though possibly discontinuous). Finally, we illustrate these results by analyzing a simplified version of the multiband Australian spectrum auction of 2017.

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arXiv2025

Optimal strategy against straightforward bidding in clock auctions

We study a model of auction representative of the 5G auction in France. We determine the optimal strategy of a bidder, assuming that the valuations of competitors are unknown to this bidder and that competitors adopt the straightforward bidding strategy. Our model is based on a Partially Observable Markov Decision Process (POMDP). This POMDP admits a concise statistics, avoiding the solution of a dynamic programming equation in the space of beliefs. In addition, under this optimal strategy, the expected gain of the bidder does not decrease if competitors deviate from straightforward bidding. We illustrate our results by numerical experiments, comparing the value of the bidder with the value of a perfectly informed one.

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arXiv2025

Spectral Properties of Positive Definite Matrices over Symmetrized Tropical Algebras and Valued Ordered fields

We investigate the properties of positive definite and positive semi-definite symmetric matrices within the framework of symmetrized tropical algebra, an extension of tropical algebra adapted to ordered valued fields. We focus on the eigenvalues and eigenvectors of these matrices. We prove that the eigenvalues of a positive (semi)-definite matrix in the tropical symmetrized setting coincide with its diagonal entries. Then, we show that the images by the valuation of the eigenvalues of a positive definite matrix over a valued nonarchimedean ordered field coincide with the eigenvalues of an associated matrix in the symmetrized tropical algebra. Moreover, under a genericity condition, we characterize the images of the eigenvectors under the map keeping track both of the nonarchimedean valuation and sign, showing that they coincide with tropical eigenvectors in the symmetrized algebra. These results offer new insights into the spectral theory of matrices over tropical semirings, and provide combinatorial formulæ for log-limits of eigenvalues and eigenvectors of parametric families of real positive definite matrices.

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arXiv2025

The Competive Spectral Radius of Families of Nonexpansive Mappings

We consider a new class of repeated zero-sum games in which the payoff is the escape rate of a switched dynamical system, where at every stage, the transition is given by a nonexpansive operator depending on the actions of both players. This generalizes to the two-player (and non-linear) case the notion of joint spectral radius of a family of matrices. We show that the value of this game does exist, and we characterize it in terms of an infinite dimensional non-linear eigenproblem. This provides a two-player analogue of Mañe's lemma from ergodic control. This also extends to the two-player case results of Kohlberg and Neyman (1981), Karlsson (2001), and Vigeral and the second author (2012), concerning the asymptotic behavior of nonexpansive mappings. We discuss two special cases of this game: order preserving and positively homogeneous self-maps of a cone equipped with Funk's and Thompson's metrics, and groups of translations.

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arXiv2025

Continuity and approximability of competitive spectral radii

The competitive spectral radius extends the notion of joint spectral radius to the two-player case: two players alternatively select matrices in prescribed compact sets, resulting in an infinite matrix product; one player wishes to maximize the growth rate of this product, whereas the other player wishes to minimize it. We show that when the matrices represent linear operators preserving a cone and satisfying a "strict positivity" assumption, the competitive spectral radius depends continuously - and even in a Lipschitz-continuous way - on the matrix sets. Moreover, we show that the competive spectral radius can be approximated up to any accuracy. This relies on the solution of a discretized infinite dimensional non-linear eigenproblem. We illustrate the approach with an example of age-structured population dynamics.

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arXiv2024

The Nullstellensatz and Positivstellensatz for Sparse Tropical Polynomial Systems

Grigoriev and Podolskii (2018) have established a tropical analogue of the effective Nullstellensatz, showing that a system of tropical polynomial equations is solvable if and only if a linearized system obtained from a truncated Macaulay matrix is solvable. They provided an upper bound of the minimal admissible truncation degree, as a function of the degrees of the tropical polynomials. We establish a tropical Nullstellensatz adapted to {\em sparse} tropical polynomial systems. Our approach is inspired by a construction of Canny-Emiris (1993), refined by Sturmfels (1994). This leads to an improved bound of the truncation degree, which coincides with the classical Macaulay degree in the case of $n+1$ equations in $n$ unknowns. We also establish a tropical Positivstellensatz, allowing one to decide the inclusion of tropical basic semialgebraic sets. This allows one to reduce decision problems for tropical semi-algebraic sets to the solution of systems of tropical linear equalities and inequalities.

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arXiv2024

Convergence and Error Estimates of A Semi-Lagrangian scheme for the Minimum Time Problem

We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time discretization scheme, and show that the discrete time value function is semiconcave under regularity assumptions on the dynamics and the boundary of target set. We establish a convergence rate of order $1$ in terms of time step based on this semiconcavity property. Then, we use a discrete time stochastic optimal control interpretation of the full discretization scheme, and we establish a convergence rate of order $1$ in terms of both time and spatial steps using certain interpolation operators, under further regularity assumptions. We extend our convergence results to problems with particular state constraints. We apply our results to analyze the convergence rate and computational complexity of the fast-marching method. We also consider the multi-level fast-marching method recently introduced by the authors.

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arXiv2024

A Multi-Level Fast-Marching Method For The Minimum Time Problem

We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and look for the optimal trajectories by using the coarse grid approximations to reduce the search space in fine grids. This provides an infinitesimal version of the ``highway hierarchy'' method which has been developed to solve shortest path problems (with discrete time and discrete state). We obtain, for each level, an approximate value function on a sub-domain of the state space. We show that the sequence obtained in this way does converge to the viscosity solution of the HJ equation. Moreover, for our multi-level algorithm, if $0<γ\leq 1$ is the convergence rate of the classical numerical scheme, then the number of arithmetic operations needed to obtain an error in $O(\varepsilon)$ is in $\widetilde{O}(\varepsilon^{-θ})$, with $θ< \frac{d}γ$, to be compared with $\widetilde{O}(\varepsilon^{-d/ γ})$ for ordinary grid-based methods. Here $d$ is the dimension of the problem, $θ$ depends on $d,γ$ and on the ``stiffness" of the value function around optimal trajectories, and the notation $\widetilde{O}$ ignores logarithmic factors. In particular, in typical smooth cases, one has $γ=1$ and $θ=(d+1)/2$.

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arXiv2024

Factorization of polynomials over the symmetrized tropical semiring and Descartes' rule of sign over ordered valued fields

The symmetrized tropical semiring is an extension of the tropical semifield, initially introduced to solve tropical linear systems using Cramer's rule. It is equivalent to the real tropical hyperfield, which has been used in the study of tropicalizations of semialgebraic sets. Polynomials over the symmetrized tropical semiring, and their factorizations, were considered by Quadrat. Recently, Baker and Lorscheid introduced a notion of multiplicity for the roots of univariate polynomials over hyperfields. In the special case of the hyperfield of signs, they related multiplicities with Descarte's rule of sign for real polynomials. We investigate here the factorizations of univariate polynomial functions over symmetrized tropical semirings, and relate them with the multiplicities of roots over these semirings. We deduce a Descartes' rule for "signs and valuations", which applies to polynomials over a real closed field with a convex valuation and an arbitrary (divisible) value group. We show in particular that the inequality of the Descartes' rule is tight when the value group is non-trivial. This extends to arbitrary value groups a characterization of Gunn in the rank one case, answering also to the tightness question. Our results are obtained using the framework of semiring systems introduced by Rowen, together with model theory of valued fields.

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arXiv2024

Signed tropicalization of polar cones

We study the tropical analogue of the notion of polar of a cone, working over the semiring of tropical numbers with signs. We characterize the cones which arise as polars of sets of tropically nonnegative vectors by an invariance property with respect to a tropical analogue of Fourier-Motzkin elimination. We also relate tropical polars with images by the nonarchimedean valuation of classical polars over real closed nonarchimedean fields and show, in particular, that for semi-algebraic sets over such fields, the operation of taking the polar commutes with the operation of signed valuation (keeping track both of the nonarchimedean valuation and sign). We apply these results to characterize images by the signed valuation of classical cones of matrices, including the cones of positive semidefinite matrices, completely positive matrices, completely positive semidefinite matrices, and their polars, including the cone of co-positive matrices, showing that hierarchies of classical cones collapse under tropicalization. We finally discuss an application of these ideas to optimization with signed tropical numbers.

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arXiv2023

Ambitropical geometry, hyperconvexity and zero-sum games

Shapley operators of undiscounted zero-sum two-player games are order-preserving maps that commute with the addition of a constant. We characterize the fixed point sets of Shapley operators, in finite dimension (i.e., for games with a finite state space). Some of these characterizations are of a lattice theoretical nature, whereas some other rely on metric or tropical geometry. More precisely, we show that fixed point sets of Shapley operators are special instances of hyperconvex spaces: they are sup-norm non-expansive retracts of $\R^n$, and also lattices in the induced partial order. Moreover, they retain properties of convex sets, with a notion of ``convex hull'' defined only up to isomorphism. This provides an effective construction of the injective hull or tight span, in the case of additive cones. For deterministic games with finite action spaces, these fixed point sets are supports of polyhedral complexes, with a cell decomposition attached to stationary strategies of the players, in which each cell is an alcoved polyhedron of $A_n$ type. We finally provide an explicit local representation of the latter fixed point sets, as polyhedral fans canonically associated to lattices included in the Boolean hypercube.

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arXiv2023

Solving irreducible stochastic mean-payoff games and entropy games by relative Krasnoselskii-Mann iteration

We analyse an algorithm solving stochastic mean-payoff games, combining the ideas of relative value iteration and of Krasnoselskii-Mann damping. We derive parameterized complexity bounds for several classes of games satisfying irreducibility conditions. We show in particular that an $ε$-approximation of the value of an irreducible concurrent stochastic game can be computed in a number of iterations in $O(|\logε|)$ where the constant in the $O(\cdot)$ is explicit, depending on the smallest non-zero transition probabilities. This should be compared with a bound in $O(|ε|^{-1}|\log(ε)|)$ obtained by Chatterjee and Ibsen-Jensen (ICALP 2014) for the same class of games, and to a $O(|ε|^{-1})$ bound by Allamigeon, Gaubert, Katz and Skomra (ICALP 2022) for turn-based games. We also establish parameterized complexity bounds for entropy games, a class of matrix multiplication games introduced by Asarin, Cervelle, Degorre, Dima, Horn and Kozyakin. We derive these results by methods of variational analysis, establishing contraction properties of the relative Krasnoselskii-Mann iteration with respect to Hilbert's semi-norm.

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arXiv2023

Semiring systems arising from hyperrings

Hyperfields and systems are two algebraic frameworks which have been developed to provide a unified approach to classical and tropical structures. All hyperfields, and more generally hyperrings, can be represented by systems. Conversely, we show that the systems arising in this way, called {\it hypersystems}, are characterized by certain elimination axioms. Systems are preserved under standard algebraic constructions; for instance matrices and polynomials over hypersystems are systems, but not hypersystems. We illustrate these results by discussing several examples of systems and hyperfields, and constructions like matroids over systems.

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arXiv2023

An Adaptive Multi-Level Max-Plus Method for Deterministic Optimal Control Problems

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This allows us to compute a neighborhood of the set of optimal trajectories, in order to reduce the search space. The solutions of both PDE are successively approximated by max-plus linear combinations of appropriate basis functions, using a hierarchy of finer and finer grids. We show that the sequence of approximate value functions obtained in this way does converge to the viscosity solution of the HJB equation in a neighborhood of optimal trajectories. Then, under certain regularity assumptions, we show that the number of arithmetic operations needed to compute an approximate optimal solution of a $d$-dimensional problem, up to a precision $\varepsilon$, is bounded by $O(C^d (1/\varepsilon) )$, for some constant $C>1$, whereas ordinary grid-based methods have a complexity in$O(1/\varepsilon^{ad}$) for some constant $a>0$.

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arXiv2021

Multiply Accelerated Value Iteration for Non-Symmetric Affine Fixed Point Problems and application to Markov Decision Processes

We analyze a modified version of Nesterov accelerated gradient algorithm, which applies to affine fixed point problems with non self-adjoint matrices, such as the ones appearing in the theory of Markov decision processes with discounted or mean payoff criteria. We characterize the spectra of matrices for which this algorithm does converge with an accelerated asymptotic rate. We also introduce a $d$th-order algorithm, and show that it yields a multiply accelerated rate under more demanding conditions on the spectrum. We subsequently apply these methods to develop accelerated schemes for non-linear fixed point problems arising from Markov decision processes. This is illustrated by numerical experiments.

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arXiv2021

Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria

We study a tropical linear regression problem consisting in finding the best approximation of a set of points by a tropical hyperplane. We establish a strong duality theorem, showing that the value of this problem coincides with the maximal radius of a Hilbert's ball included in a tropical polyhedron. We also show that this regression problem is polynomial-time equivalent to mean payoff games. We illustrate our results by solving an inverse problem from auction theory. In this setting, a tropical hyperplane represents the set of equilibrium prices. Tropical linear regression allows us to quantify the distance of a market to the set of equilibria, and infer secret preferences of a decision maker.

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