Tropical considerations in dynamic programming

[email protected]

INRIA and CMAP, Ecole

Polytechnique

Optimization, Games, and Dynamics

IHP, Paris, November 28-29, 2011
Based on works with Akian,Guterman arXiv:0912.2462 to appear in IJAC,
Allamigeon, Katz JCTA11,LAA11, Vigeral Math. Proc. Phil. Soc.11,
McEneaney, Qu CDC11
Work partially supported by the Arpege programme of ANR and by Digiteo Labs
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

1 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 =

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3
2 3 =

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3
2 3 =5

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3
2 3 =5
5/2 =

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3
2 3 =5
5/2 =3

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3
2 3 =5
5/2 =3
23 =

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3
2 3 =5
5/2 =3
23 =2 2 2 = 6

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So
2 + 3 = 3
2 3 =5
5/2 =3
23 =2 2 2 = 6

1 =
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So


2 + 3 = 3

 
7 0
2

=
3
1

2 3 =5
5/2 =3
23 =2 2 2 = 6

1 =0.5
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

Max-plus or tropical algebra

In an exotic country, children are taught that:
a + b = max(a, b)

a b = a + b

So


2 + 3 = 3

   
7 0
2
9

=
3
1
4

2 3 =5
5/2 =3
23 =2 2 2 = 6

1 =0.5
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

2 / 85

The notation a b := max(a, b), a b := a + b,

0 := , 1 := 0 is also used in the tropical/max-plus
litterature

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

3 / 85

The sister algebra: min-plus

a + b = min(a, b)

a b = a + b

2 + 3 = 2
2 3 = 5

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

4 / 85

The term tropical is in the honor of Imre Simon,

1943 - 2009

who lived in Sao Paulo (south tropic).

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

5 / 85

These algebras were invented by various schools in the

world

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

6 / 85

Cuninghame-Green 1960- OR (scheduling, optimization)

Vorobyev 65 . . . Zimmerman, Butkovic; Optimization
Maslov 80- . . . Kolokoltsov, Litvinov, Samborskii, Shpiz. . . Quasi-classic
analysis, variations calculus
Simon 78- . . . Hashiguchi, Leung, Pin, Krob, . . . Automata theory
Gondran, Minoux 77 Operations research
Cohen, Quadrat, Viot 83- . . . Olsder, Baccelli, S.G., Akian initially
discrete event systems, then optimal control, idempotent probabilities,
combinatorial linear algebra
Nussbaum 86- Nonlinear analysis, dynamical systems, also related work in
linear algebra, Friedland 88, Bapat 94
Kim, Roush 84 Incline algebras
Fleming, McEneaney 00- max-plus approximation of HJB
Puhalskii 99- idempotent probabilities (large deviations)
and now in tropical geometry, after Viro, Mikhalkin, Passare, Sturmfels and
many.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

7 / 85

Menu: connections between. . .

tropical convexity
dynamic programming / zero-sum games
Perron-Frobenius theory
metric geometry

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

8 / 85

Some elementary tropical geometry

A tropical line in the plane is the set of (x, y ) such that
the max in
ax + by + c
is attained at least twice.
max(x, y , 0)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

9 / 85

Some elementary tropical geometry

A tropical line in the plane is the set of (x, y ) such that
the max in
max(a + x, b + y , c)
is attained at least twice.
max(x, y , 0)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

9 / 85

Two generic tropical lines meet at a unique point

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

10 / 85

By two generic points passes a unique tropical line

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

10 / 85

non generic case

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

10 / 85

non generic case resolved by perturbation

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

10 / 85

Tropical segments:

f
g
[f , g ] := {f + g | , R {}, + = 1}.

(The condition , 0 is automatic.)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

11 / 85

Tropical segments:

f
g
[f , g ] := { sup( + f , + g ) | ,
R {}, max(, ) = 0}.

(The condition , is automatic.)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

11 / 85

Tropical convex set: f , g C = [f , g ] C

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

12 / 85

Tropical convex set: f , g C = [f , g ] C

Tropical convex cone: ommit + = 1, i.e., replace

[f , g ] by {sup( + f , + g ) | , R {}}

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

12 / 85

A max-plus tetrahedron?

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

13 / 85

The previous drawing was generated by Polymake of

Gawrilow and Joswig, in which an extension allows one to
handle easily tropical polyhedra. They were drawn with
javaview. See Joswig arXiv:0809.4694 for more information.

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

14 / 85

Why?

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

15 / 85

Gelfand, Kapranov, and Zelevinsky defined the amoeba of an

algebraic variety V (C )n to be the log-log plot

A(V ) := {(log |z1 |, . . . , log |zn |) | (z1 , . . . , zn ) V } .

y +x +1=0

max(log |x|, log |y |, 0)

attained twice

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

16 / 85

Gelfand, Kapranov, and Zelevinsky defined the amoeba of an

algebraic variety V (C )n to be the log-log plot

A(V ) := {(log |z1 |, . . . , log |zn |) | (z1 , . . . , zn ) V } .

y +x +1=0

max(log |x|, log |y |, 0)

attained twice

|y | |x| + 1, |x| |y | + 1, 1 |x| + |y |

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

16 / 85

Gelfand, Kapranov, and Zelevinsky defined the amoeba of an

algebraic variety V (C )n to be the log-log plot

A(V ) := {(log |z1 |, . . . , log |zn |) | (z1 , . . . , zn ) V } .

y +x +1=0

max(log |x|, log |y |, 0)

attained twice

X := log |x|, Y := log |y |

Y log(e X + 1), X log(e Y + 1), 1 e X + e Y
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

16 / 85

real tropical lines

y =x +1
Y = max(X , 0)
X = log(e X + 1)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

16 / 85

real tropical lines

x +y =1

max(X , Y ) = 0

log(e X + e Y ) = 1

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

16 / 85

real tropical lines

x =y +1
X = max(Y , 0)
X = log(e X + 1)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

16 / 85

Viros log-glasses, related to Maslovs dequantization

a +h b := h log(e a/h + e b/h ),

h 0+

With h-log glasses, the amoeba of the line retracts to the

tropical line as h 0+
y +x +1=0

max(log |x|, log |y |, 0)

attained twice

max(a, b) a +h b h log 2 + max(a, b)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

17 / 85

Similar to convergence of p-norm to sup-norm

[a, b] := {a +p b, , 0, +p = 1
a +p b = (ap + b p )1/p
The convex hull in the +h / +p sense converges to the
tropical convex hull as h 0 / p (Briec and Horvath).

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

18 / 85

All the results of classical convexity have tropical

analogues, sometimes more degenerate. . .
generation by extreme points Helbig; SG, Katz 07;
Butkovic, Sergeev, Schneider 07

projection / best-approximation : Cohen, SG,

Quadrat 01,04; Singer

Hahn-Banach analytic Litvinov, Maslov, Shpiz 00; Cohen,

SG, Quadrat 04; geometric Zimmermann 77, Cohen, SG,
Quadrat 01,05; Develin, Sturmfels 04, Joswig 05

cyclic projections Butkovic, Cuninghame-Green TCS03; SG,

Sergeev 06

Radon, Helly, Caratheodory, Colorful Caratheodory,

Tverberg: SG, Meunier DCG09
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

19 / 85

See Passare & Rullgard, Duke Math. 04 for more information

on amoebas

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

20 / 85

This talk
Tropical convexity is equivalent to dynamic programming
(zero-sum games).

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

21 / 85

This talk
Tropical convexity is equivalent to dynamic programming
(zero-sum games).
finite dimensional convex sets (cones) stochastic
games with finite state spaces

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

21 / 85

This talk
Tropical convexity is equivalent to dynamic programming
(zero-sum games).
finite dimensional convex sets (cones) stochastic
games with finite state spaces
infinite dimensional convex cones, spaces of functions
stationnary solutions of Hamilton-Jacobi(-Bellman)
equations (1-player: Fathis weak KAM solutions)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

21 / 85

This talk
Tropical convexity is equivalent to dynamic programming
(zero-sum games).
finite dimensional convex sets (cones) stochastic
games with finite state spaces
infinite dimensional convex cones, spaces of functions
stationnary solutions of Hamilton-Jacobi(-Bellman)
equations (1-player: Fathis weak KAM solutions)
leads to: equivalence (computational complexity)
results, algorithms, approximation methods, . . .
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

21 / 85

Shapley operators
X = C (K ), even X = Rn ; Shapley operator T ,
X


Ti (x) = max min riab +
Pijab xj ,
i [n]
aAi bBi,a

1jn

[n] := {1, . . . , n} set of states

a action of Player I, b action of Player II
riab payment of Player II to Player I
Pijab transition probability i j
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

22 / 85

Shapley operators
X = C (K ), even X = Rn ; Shapley operator T ,
X


Ti (x) = max min riab +
Pijab xj ,
i [n]
aAi bBi,a

1jn

T is order preserving and additively homogeneous:

x y = T (x) T (y )
T ( + x) = + T (x),
R

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

22 / 85

Shapley operators
X = C (K ), even X = Rn ; Shapley operator T ,
X


Ti (x) = max min riab +
Pijab xj ,
i [n]
aAi bBi,a

1jn

Conversely, any order preserving additively homogeneous

operator is a Shapley operator (Kolokoltsov), even with
degenerate transition probabilities (deterministic)
Gunawardena, Sparrow; Singer, Rubinov,


Ti (x) = sup Ti (y ) + min (xi yi )
y R
Stephane Gaubert (INRIA and CMAP)

1in

Tropical & dynamic programming

IHP

22 / 85

Variant. T is additively subhomogeneous if

T ( + x) + T (x),
R+
P
This corresponds to 1 j Pijab = death probability > 0.
Order-preserving + additively (sub)homogeneous =
sup-norm nonexpansive
kT (x) T (y )k kx y k .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

23 / 85

Variant. T is additively subhomogeneous if

T ( + x) + T (x),
R+
P
This corresponds to 1 j Pijab = death probability > 0.
Order-preserving + additively homogeneous top
nonexpansive
t(T (x) T (y )) t(x y ),

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

t(z) := max zi .
i

IHP

23 / 85

Variant. T is additively subhomogeneous if

T ( + x) + T (x),
R+
P
This corresponds to 1 j Pijab = death probability > 0.
Order-preserving + additively subhomogeneous
top+ nonexpansive
t+ (T (x)T (y )) t+ (x y ),

Stephane Gaubert (INRIA and CMAP)

t+ (z) := max(max zi , 0) .

Tropical & dynamic programming

IHP

23 / 85

Repeated games

The value of the game in horizon k starting from state i

is (T k (0))i .
We are interested in the long term payment per time unit
(T ) := lim T k (0)/k
k

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

24 / 85

Max and Min flip a coin to decide who makes the move.
Min always pay.
3
2

2
1

Stephane Gaubert (INRIA and CMAP)

8
3

Tropical & dynamic programming

IHP

25 / 85

Max and Min flip a coin to decide who makes the move.
Min always pay.
3
2

2
1

8
3

1
vik+1 = (max(cij + vjk ) + min (cij + vjk )) .
j: ij
2 j: ij
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

25 / 85

3
2

2
1

8
3

v1 = 12 (max(2 + v1 , 3 + v2 , 1 + v3 ) + min(2 + v1 , 3 + v2 , 1 + v3 )
5
0 v2 = 1 (max(1 + v1 , 2 + v2 , 8 + v3 ) + min(1 + v1 , 2 + v2 , 8 + v3 )
2
4
v3 = 12 (max(2 + v1 , 1 + v2 ) + min(2 + v1 , 1 + v2 )

this game is fair

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

26 / 85

1
v = (max vjk + min vjk ) ,
j: ij
2 j: ij

vi , i boundary prescribed:
discrete variant of Laplacian infinity (Oberman), or
Richman games (Tug of war).

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

27 / 85

Optimality certificates
More generally, for u Rn and R,
T (u) u = (T ) 0
T (u) u = (T ) 0
T (u) = + u = (T ) = (, . . . , ) .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

28 / 85

Optimality certificates
More generally, for u Rn and R,
T (u) u = (T ) 0
T (u) u = (T ) 0
T (u) = + u = (T ) = (, . . . , ) .
Sufficient condition SG+Gunawardena, TAMS 2004: if G (T ) is
strongly connected, then the additive eigenproblem
T (u) = + u with R is solvable
G (T ): arc i j if lims Ti (sej ) = +.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

28 / 85

T (u) = + u, u Rn may not have a solution.

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

29 / 85

T (u) = + u, u Rn may not have a solution.

Indeed, it may happen that j (T ) 6= k (T ) for two

different initial states j, k.

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

29 / 85

T (u) = + u, u Rn may not have a solution.

Indeed, it may happen that j (T ) 6= k (T ) for two

different initial states j, k.


(T ) = limk T k (0)/k may even not exist if the action

spaces are infinite (Kohlberg, Neyman)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

29 / 85

T (u) = + u, u Rn may not have a solution.

Indeed, it may happen that j (T ) 6= k (T ) for two

different initial states j, k.


(T ) = limk T k (0)/k may even not exist if the action

spaces are infinite (Kohlberg, Neyman)

However. . .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

29 / 85

T (u) = + u, u Rn may not have a solution.

Indeed, it may happen that j (T ) 6= k (T ) for two

different initial states j, k.


(T ) = limk T k (0)/k may even not exist if the action

spaces are infinite (Kohlberg, Neyman)

However. . .
If the graph of T is semi-algebraic, then (T ) does
exists. Neyman 04, extending Bewley and Kohlberg 76.

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

29 / 85

By subadditivity, the following limits (indep of x Rn ) do

exist
kT k (x) xk
kT k (x) xk
= inf
k
k1
k
k
lim

t(T k (x) x)
t(T k (x) x)
= inf
(T ) := lim
k1
k
k
k
b(T k (x) x)
b(T k (x) x)
(T ) := lim
= sup
k
k
k
k1
t(z) := max zi ,
i

Stephane Gaubert (INRIA and CMAP)

b(z) := min zi .

Tropical & dynamic programming

IHP

30 / 85

In general, think of T as a Perron-Frobenius operator in

log-glasses:
F = exp T log,

Rn+ Rn+

F extends continuously from int Rn+ to Rn+ Burbanks,

Nussbaum, Sparrow.
Theorem (non-linear Collatz-Wielandt, Nussbaum, LAA 86)
(F ) = lim kF k (x)k1/k ,
k

x Int Rn+

= max{ R+ | F (v ) = v , v Rn+ , v =
6 0}
= max{ R+ | F (v ) v , v Rn+ , v =
6 0}
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

31 / 85

(T ) := lim max [T k (0)]j /k = log (F )

k 1jn

SG, Gunawardena, TAMS 04: there always exists an initial

state which achieves the best payoff

x Rn ,

j, [T k (x)]j k(T ) + xj ,

Theorem (non-linear Collatz-Wielandt, Nussbaum, LAA 86)

(F ) = lim kF k (x)k1/k ,
k

x Int Rn+

= max{ R+ | F (v ) = v , v Rn+ , v =
6 0}
= max{ R+ | F (v ) v , v Rn+ , v =
6 0}
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

31 / 85

Correspondence between tropical convexity and

zero-sum games
Theorem (Akian, SG, Guterman, arXiv:0912.2462 IJAC)
TFAE:
C closed tropical convex cone
C = {u (R {})n | u T (u)} for some
Shapley operator T
and MAX has at least one winning state ((T ) 0) if
and only if
C 6= {(, . . . , )} .
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

32 / 85

Recall C (R {})n is a tropical convex cone if

u, v C , R{} = sup(u, v ) C , +u C .
Easy implication: T order preserving and additively
homogeneous = {u | u T (u)} is a closed tropical
convex cone

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

33 / 85

Recall C (R {})n is a tropical convex cone if

u, v C , R{} = sup(u, v ) C , +u C .
Easy implication: T order preserving and additively
homogeneous = {u | u T (u)} is a closed tropical
convex cone
Remark: {u | u T (u)} is a dual tropical (min-plus)
cone.

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

33 / 85

Conversely, any closed tropical convex cone can be

written as
\
C=
Hi
iI

where (Hi )iI is a family of tropical half-spaces.

Hi : Ai x Bi x

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

34 / 85

Conversely, any closed tropical convex cone can be

written as
\
C=
Hi
iI

where (Hi )iI is a family of tropical half-spaces.

Hi : max aij +xj max bik +xk ,
1jn

1kn

aij , bij R{}

[T (x)]j = inf aij + max bik + xk .

iI

Stephane Gaubert (INRIA and CMAP)

1kn

Tropical & dynamic programming

IHP

34 / 85

Conversely, any closed tropical convex cone can be

written as
\
C=
Hi
iI

where (Hi )iI is a family of tropical half-spaces.

Hi : max aij +xj max bik +xk ,
1jn

aij , bij R{}

1kn

[T (x)]j = inf aij + max bik + xk .

iI

1kn

x T (x) max aij + xj max bik + xk , i I .

1jn

Stephane Gaubert (INRIA and CMAP)

1kn

Tropical & dynamic programming

IHP

34 / 85

x3

x3

2x1 x2 3x3

V
b
x1

x2

x1

x2

2 + x1 max(x2 , 3 + x3 )
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

35 / 85

x3

b
x1

x2
c

2 + x1 max(x2 , 3 + x3 )
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

35 / 85

Hi : max aij + xj max bik + xk

1jn

1kn

[T (x)]j = inf aij + max bik + xk .

iI

1kn

Interpretation of the game

State of MIN: variable xj , j {1, . . . , n}
State of MAX: half-space Hi , i I
In state xj , Player MIN chooses a tropical half-space
Hi with xj in the LHS
In state Hi , player MAX chooses a variable xk at the
RHS of Hi
Payment aij + bik .
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

36 / 85

Now, (T ) 0 C 6= {} follows from

Nussbaums Collatz-Wielandt theorem, F := exp T log,
(T ) 0
(F ) 1
v Rn+ , v 6 0, F (v ) v
u 6 , T (u) u

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

37 / 85

Polyhedral case

Theorem (Akian, SG, Guterman arXiv:0912.2462 IJAC)

If the game is deterministic with finite action spaces (i.e.
C is a tropical polyhedron), then the set of winning states
is the support of C :
{i | u C , ui 6= } = {i | i (T ) 0}

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

38 / 85

x1 a + max(x2 2, x3 1)
2 + x2 a + max(x1 , x3 1)
max(x2 2, x3 a) x1 + 2

(H1 )
(H2 )
(H3 )

value (T )j = (2a + 1)/2, j.

0

a2

a
2

a1
2

a1
2

a1
2

a1
2

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

3
IHP

39 / 85

x3
x3

H3

H1
x1

H3

H2

H2

x1

x2

x2
H1

a = 3/2, victorious strategy of Min: certificate of

emptyness involving d inequalities (Helly)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

40 / 85

x3
x3

H3

H1
x1

H3

H2

x1

H2
x2

x2
H1

a = 1, victorious strategy of Max: tropical polytrope 6=

included in the convex set

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

40 / 85

Corollary
Feasibiliby in tropical linear programming, i.e.,
?u (R{})n , max aij +uj max bij +uj , 1 i p
j

is polynomial-time equivalent to mean payoff games.

Mean payoff games: Gurvich, Karzanov, Khachyan 86; are in
NP coNP: Zwick, Paterson 96.
Tropical convex sets are log-limits of classical convex sets:
polynomial time solvability of mean payoff games might
follow from a strongly polynomial-time algorithm in linear
programming (Schewe).
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

41 / 85

Other problems in tropical programming, like tropical

Farkas (Ax Bx = cx dx?) also equivalent to
mean payoff games by Allamigeon, SG, Katz, LAA 11.

See also SG, Katz, Sergeev for linear-fractional tropical

programming

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

42 / 85

An application: perturbation of eigenvalues

Exercise.

Stephane Gaubert (INRIA and CMAP)

1 4
A = 0 2 ,
2 0

Tropical & dynamic programming

IHP

43 / 85

An application: perturbation of eigenvalues

Exercise.

1 4
A = 0 2 ,
2 0

Show without computation that the eigenvalues have the

following asymptotics as  0
L1 1/3 , L2 j1/3 , L3 j 2 1/3 .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

43 / 85

Assume that the entries of A have Puiseux series

expansions in , or even that A = a + b, a, b Cnn .
L1 , . . . , Ln eigenvalues of A .
v (s): opposite of the smallest exponent of a Puiseux
series s.
1 n : tropical eigenvalues of v (A ).
Theorem (Akian, Bapat, SG CRAS04, arXiv:0402090)
v (L1 ) + + v (Ln ) 1 + + n
and equality holds under generic (Lidski-type) conditions.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

44 / 85

The maximal tropical eigenvalue 1 coincides with the

ergodic constant of the one-player game


+ ui = max val(A )ij + uj , i
1jn

is the maximal circuit mean.

In general, tropical eigenvalues are non-differentiability
points of a parametric optimal assignment problem =
Legendre transform a the generic Newton polygon

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

45 / 85


1 4
A = 0 2 ,
2 0

1 0 4
A = 1 2 .
1 2

We have 1 = 1/3, corresponding to the critical circuit:

2

Eigenvalues:
L1 1/3 , L2 j1/3 , L3 j 2 1/3 .
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

46 / 85

More algorithmic issues . . .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

47 / 85

Tropical double description,

Allamigeon,SG, Goubault,

STACS 10

Can compute efficiently all the extreme generators of

P := {x | Ax Bx}, where A, B Rpd
max (analogue of
Fukuda/Motzkin).

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

48 / 85

Tropical double description,

Allamigeon,SG, Goubault,

STACS 10

For d = 4 and p = 10, only 24 vertices, but 1215

pseudo-vertices

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

48 / 85

(Coarse) worst case bound of double description

O(p 2 d(d)(p + d)d1 ) where is the inverse of the
Ackermann function.
Better experimental behavior. Implementation in
TPLib/caml (Allamigeon).
Tropical polyhedra have fewer extreme points than in the
classical case (McMullen bound is not tight, Allamigeon,
SG, Katz, JCTA 11, exact bound for the number of extreme
points of Ax Bx: open).
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

49 / 85

Bubble sort
Variables : i , j , k , x , y , z
Program :
local t {
i := x ;
j := y ;
k := z ;
i f x > y then
i := y ;

j := x ;
fi ;
i f j > z then
k := j ;
j := z ;
fi ;
i f i > j then
t := j ;
j := i ;
i := t ;
fi ;
};

Can prove
automatically that
k = max(x, y, z)?
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

50 / 85

and even that. . .

y = max(k , y ) ; max(k , z ) = z ;
max( j ,x , z ) = max(x , z ) ;
j = max( j ,k ) ; max(y , z ) = max( j ,y , z ) ;
max ( j , y , z ) = max ( y , z ) ;
z = max ( i , z ) ; x = max(k , x ) ;
max(x , y ) = max( j ,x , y ) ;
i = max( i , x ) ;
max(x ,y , z ) = max( i ,k ) ; x = max ( i , x ) ;
max ( j , x , z ) = max ( x , z ) ;
max ( i , y ) = y ; max ( j , x , y ) = max ( x , y ) ;
j = max ( i , j ) ; k = max ( x , y , z )
Allamigeon, SG, Goubault, SAS08

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

51 / 85

Such invariants can be found by abstract interpretation.

Equivalent to solving a game (monotone fixed point

problem)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

52 / 85

An application of infinite dimensional tropical convexity

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

53 / 85

Lagrange problem / Lax-Oleinik semigroup

Z
v (t, x) =

L(x(s), x(s))ds
+ (x(t))

sup
x(0)=x, x()

Lax-Oleinik semigroup: (S t )t0 , S t := v (t, ).

Superposition principle: R, , ,
S t (sup(, )) = sup(S t , S t )
S t ( + )
= + St
So S t is max-plus linear.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

54 / 85

Lagrange problem / Lax-Oleinik semigroup

Z
v (t, x) =

L(x(s), x(s))ds
+ (x(t))

sup
x(0)=x, x()

Lax-Oleinik semigroup: (S t )t0 , S t := v (t, ).

Superposition principle: R, , ,
S t ( + ) = S t + S t
S t ()
= S t
So S t is max-plus linear.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

54 / 85

The function v is solution of the Hamilton-Jacobi

equation
v
v
= H(x, )
t
x

v (0, ) =

Max-plus linearity Hamiltonian convex in p

H(x, p) = sup(L(x, u) + p u)
u

Hopf formula, when L = L(u) concave:

v (t, x) = sup tL(
y Rn

Stephane Gaubert (INRIA and CMAP)

x y
) + (y ) .
t

Tropical & dynamic programming

IHP

55 / 85

The function v is solution of the Hamilton-Jacobi

equation
v
v
= H(x, )
t
x

v (0, ) =

Max-plus linearity Hamiltonian convex in p

H(x, p) = sup(L(x, u) + p u)
u

Hopf formula, when L = L(u) concave:

Z
v (t, x) = G (x y )(y )dy .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

55 / 85

Max-plus basis / finite-element method

Fleming, McEneaney 00-; Akian, Lakhoua, SG 04-

Approximate the value function by a linear comb. of

basis functions with coeffs. i (t) R:
v (t, ) '

i (t)wi

i[p]

The wi are given finite elements, to be chosen depending

on the regularity of v (t, )
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

56 / 85

Max-plus basis / finite-element method

Fleming, McEneaney 00-; Akian, Lakhoua, SG 04-

Approximate the value function by a linear comb. of

basis functions with coeffs. i (t) R:
v (t, ) ' sup i (t) + wi
i[p]

The wi are given finite elements, to be chosen depending

on the regularity of v (t, )
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

56 / 85

Best max-plus approximation

P(f ) := max{g f | g linear comb. of wi }
linear forms wi : x 7 hyi , xi

hyi , xi

adapted if v is convex
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

57 / 85

Best max-plus approximation

P(f ) := max{g f | g linear comb. of wi }
cone like functions wi : x 7 C kx xi k

xi

adapted if v is C -Lip
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

57 / 85

Use max-plus linearity of S h :

vt =

i (t)wi

i[p]

and look for new coefficients i (t + h) such that

t+h

'

i (t + h)wi

i[p]

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

58 / 85

Use max-plus linearity of S h :

v t+h = S h v t '

i (t)S h wi

i[p]

and look for new coefficients i (t + h) such that

t+h

'

i (t + h)wi

i[p]

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

58 / 85

Use max-plus linearity of S h :

v t+h = S h v t ' sup i (t) + S h wi
i[p]

and look for new coefficients i (t + h) such that

v t+h ' sup i (t + h) + wi

i[p]

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

58 / 85

Max-plus variational approach

Max-plus scalar product
Z
hw , zi := w (x)z(x)dx
For all test functions zj , j [q]
X
t+h
hv , zj i =
i (t + h)hwi , zj i
i[p]

k (t)hS h wk , zj i

k[p]

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

59 / 85

Max-plus variational approach

Max-plus scalar product
hw , zi := sup w (x) + z(x)
x

For all test functions zj , j [q]

sup i (t + h) + hwi , zj i
i[p]

= sup k (t) + hS h wk , zj i
k[p]

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

59 / 85

Theorem (Akian, SG, Lakhoua, SICON 04)

The approximation error of the max-plus finite element
method satisfies
kvht v t k C (t) sup kv s P(v s )k
0st

Results of the same nature (but no so simple) for other

versions of the method (Fleming, McEneaney; McEneaney,
Kluberg)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

60 / 85

McEneaneys curse of dimensionality reduction

Suppose the Hamiltonian is a finite max of Hamiltonians
arising from LQ problems
1
1
H = sup Hi , Hi = ( x Di x + x Ai p + p i p)
2
2
i[r ]
(=LQ with switching). Let S t and Sit denote the
corresponding Lax-Oleinik semigroups, Sit is exactly
known (Riccati!)
Want to solve v = S t v , t 0
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

61 / 85

Choose a quadratic function such that S t v as

t . Then, for t = hk large enough,
v ' (S h )k .
This is a sup of quadratic forms. Inessential terms are
trimmed dynamically using Shor relaxation (SDP)
solution of a typical instance in dim 6 on a single
processor
McEneaney, Desphande, SG; ACC 08; SG, McEneaney, Qu CDC 11

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

62 / 85

Choose a quadratic function such that S t v as

t . Then, for t = hk large enough,
X
v ' (
Sih )k .
i[r ]

This is a sup of quadratic forms. Inessential terms are

trimmed dynamically using Shor relaxation (SDP)
solution of a typical instance in dim 6 on a single
processor
McEneaney, Desphande, SG; ACC 08; SG, McEneaney, Qu CDC 11

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

62 / 85

Choose a quadratic function such that S t v as

t . Then, for t = hk large enough,
X
v '
Sih1 Sihk .
i1 , ,ik [r ]

This is a sup of quadratic forms. Inessential terms are

trimmed dynamically using Shor relaxation (SDP)
solution of a typical instance in dim 6 on a single
processor
McEneaney, Desphande, SG; ACC 08; SG, McEneaney, Qu CDC 11

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

62 / 85

Choose a quadratic function such that S t v as

t . Then, for t = hk large enough,
v'

sup
i1 , ,ik [r ]

Sih1 Sihk .

This is a sup of quadratic forms. Inessential terms are

trimmed dynamically using Shor relaxation (SDP)
solution of a typical instance in dim 6 on a single
processor
McEneaney, Desphande, SG; ACC 08; SG, McEneaney, Qu CDC 11

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

62 / 85

0.2

0.1

0
2

0.1
0.2
2

0
2
2
0

0
2 2

2
0

0
2 2

Figure: Backsubstitution error and optimal policy on the x1 ,x2 plane,

h = 0.1 SG, McEneaney, Qu 11
Error estimates: in terms of projection errors Akian, Lakhoua, SG 04-,
curse of dim free estimates (still exp. blowup) Kluberg, McEneaney 09
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

63 / 85

SG, McEneaney, Qu CDC 11: cant approximate a C 2 strictly

convex function by N affine max-plus finite elements in

dimension d with an approximation error better than
cst

1
N 2/d

Corollary of techniques/results of Gruber on

approximation of convex bodies.
Curse of dim is unavoidable, but certified rough
approximations is possible.

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

64 / 85

In program verification, the template method of Manna,

Sankaranarayanan, Sipma is a level-set version of max-plus
basis methods (in such applications 102 , 103 typically)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

65 / 85

Dessert: from games to metric geometry (generalizations

of Denjoy-Wolff)

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

66 / 85

Beyond games, still with a tropical flavor:

nonexpansive mappings

(X , d) metric space, T : X X ,
d(T (x), T (y )) d(x, y ) .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

67 / 85

Beyond games, still with a tropical flavor:

nonexpansive mappings
(X , d) metric space, T : X X ,
d(T (x), T (y )) d(x, y ) .
Define the escape rate
d(x, T k (x))
(T ) := lim
k
k
(independent of x X by nonexpansiveness, existence by
subadditivity).
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

67 / 85

Theorem (Kohlberg & Neyman, Isr. J. Math., 81)

Assume (T ) > 0. Then, there exists a linear form
X of norm one such that for all x X ,


(T ) = lim T k (x)/k = inf kT (y ) y k
k

Stephane Gaubert (INRIA and CMAP)

y X

Tropical & dynamic programming

IHP

68 / 85

Corollary (Kohlberg & Neyman, Isr. J. Math., 81, extending Reich 73

and Pazy 71)
The limit
T k (x)
lim
k
k
exists in the weak (resp. strong) topology if X is reflexive and strictly
convex (resp. if the norm of the dual space X ? is Frechet
differentiable).

T k (x)
k

T k (x)
k

R = (T )
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

69 / 85

Compare Collatz-Wielandt
(F ) = max{ R+ | F (v ) v , v Rn+ , v 6= 0}
= inf{ > 0 | F (w ) w , w int Rn+ }
= lim kF k (x)k1/k ,
k

x int Rn+

and so
(F (w ))i
(F (v ))i
=
(F
)
=
max
min
.
w int Rn+ 1in
v Rn+ 1in
wi
vi
inf

max

v 6=0

vi 6=0

with Kohlberg and Neyman

k
T (x)


= inf kT (y ) y k = lim T k (x)/k .
(T ) := lim


k
y X
k
k
Is there an explanation of this analogy ?
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

70 / 85

Collatz-Wielandt and Kohlberg-Neyman are special cases of a general

result.

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

71 / 85

Theorem (SG and Vigeral, Math. Proc. Phil. Soc. 11 )

Let T be a nonexpansive self-map of a complete hemi-metric space
(X , d) of non-positive curvature in the sense of Busemann. Let
d(x, T k (x))
k
k

(T ) := lim

Then, there exists a Martin function h such that

h(T (x)) (T ) + h(x),

Moreover,
(T ) = inf d(y , T (y )) .
y X

If in addition X is a metric space and (T ) > 0, then h is an

horofunction.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

72 / 85

Let us explain the different notions appearing in this theorem . . .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

73 / 85

Hemi-metric

is an hemi-metric on X if
(x, z) (x, y ) + (y , z)
(x, y ) = (y , x) = 0 if and only if x = y .
Variant: weak metric of Papadoupoulos, Troyanov.
(X , ) is complete if X is complete for the metric
d(x, y ) := max((x, y ), (y , x)).

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

74 / 85

The (reverse) Funk (hemi-)metric on a cone

C closed pointed cone, X = int C 6= ,
(x, y ) = RFunk(x, y ) := log inf{ > 0|x y }
Lemma
F : C C is order preserving and homogeneous of degree 1 iff
RFunk(F (x), F (y )) RFunk(x, y ),

x, y int C .

[simple but useful: Gunawardena, Keane, Sparrow, Lemmens,

Scheutzow, Walsh.]
(y )
(y )
= log max
Extr C (x)
\{0} (x)
yi
= log max
if C = Rn+ ,
1in xi

RFunk(x, y ) = log max

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

75 / 85

Busemann convexity / nonpositive curvature

condition
We say that (X , ) is metrically star-shaped with center x ? if there
exists a family of geodesics {y }y X , such that y joins the center x ?
to the point y , and
(y (s), z (s)) s(y , z),

(y , z) X 2 ,

s [0, 1] .

y
s (y )
x?
s (z)
z

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

76 / 85

The horoboundary of a metric space

Defined by Gromov (81), see also Rieffel (Doc. Math. 02).
Fix a basepoint x X .
i : X C (X ),
i(x) : y [i(x)](y ) := (
x , x) (y , x).
so that
i(x)(
x ) = 0,

x X

Martin space: M := i(X ) (eg: product topology)

Boundary: H := M \ i(X ). An element of H is an horofunction.
A Busemann point is the limit limt i(xt ), where (xt )t0 is an infinite
(almost) geodesic.
Busemann points boundary points, with equality for a polyhedral
norm.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

77 / 85

In the Poincare disk model, the level lines of horofunctions are

horocircles

The Wolff-Denjoy theorem (1926) says that the orbits of a fixed

point free analytic function leaving invariant the open disk converge
to a boundary point (and that horodisks are invariants).
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

78 / 85

Theorem (SG and Vigeral)

Let T be a nonexpansive self-map of a complete hemi-metric space
(X , d) of non-positive curvature in the sense of Busemann. Then,
there exists a Martin function h such that
h(T (x)) (T ) + h(x),

If in addition X is a metric space and (T ) > 0, then h is an

horofunction.
Kohlberg-Neyman is a direct corollary. Since h = lim k x k
modulo constants, h is concave. Take any h(x). Then,
(T k (x) x) h(T k (x)) h(x) k(T ) .

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

79 / 85

Collatz-Wielandt revisited
Let F : C C , where C is a symmetric cone (self-dual cone with a
group of automorphisms acting transitively on it), say C = Rn+ or
C = Sn+ .
Recall F is nonexpansive in RFunk iff it is order preserving and
homogeneous of degree one.
Walsh (Adv. Geom. 08): the horoboundary of C in the (reverse)
Funk metric is the Euclidean boundary: any Martin function h
corresponds to some u C \ {0}:
h(x) = RFunk(x, u) + RFunk(x , u) , x int C ,
h is a horofunction iff u C \ {0}.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

80 / 85

Corollary (Collatz-Wielandt recovered, and more)

Let T : int C int C , order-preserving and positively homogeneous,
C symmetric cone. Then,
RFunk(x, T k (x))
(T ) := lim
,
k
k
= inf RFunk(y , T (y ))

x int C

y int C

= log inf{ > 0 | y int C , T (y ) y }

= max RFunk(T (u), u)
uC \{0}

= log max{ 0 | u C \ {0}, T (u) u}

and there is a generator w of an extreme ray of C such that


log w , T k (x ) log (w , x) + k(T ),
k N
Refines Gunawardena and Walsh, Kibernetica, 03.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

81 / 85

T
T

Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

82 / 85

The special case of games recovered

Ti (x) = max min riab +
aAi bBi,a

Pijab xj ,

1i n

1jn

(T k (x))j
k 1jn
k

(T ) = (T ) = lim max

Corollary (SG, Gunawardena, TAMS 04 recovered)

For all x Rn , there exists 1 i n such that


k N .
T k (x) i xi + k(T ),
Initial state i guarantees the best reward per time unit.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

83 / 85

Conclusion
Nonexpansive maps/Perron-Frobenius techniques: tools to prove
combinatorial results.
Symmetric cones have a tropical flavor (log glasses, nonpositive
curvature)
Order preserving homogeneous maps should be thought of as
nonexpansive maps in RFunk(x, y ) := log inf{ > 0|x y }.
this leads to Denjoy-Wolff type results (nested invariant
horoballs)
Collatz-Wielandt and Kohlberg-Neyman recovered as special
cases.
Generalization of Edmondss good characterizations (NP
coNP membership of mean payoff games is a special case).
Current work SG+Zheng Qu: application to various Riccati-type
equations.
Stephane Gaubert (INRIA and CMAP)

Tropical & dynamic programming

IHP

84 / 85