activity
20192021
most citedSolving Ergodic Markov Decision Processes and Perfect Information Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration

1 citations · 2 across the 3 of their papers we have counts for

collaborators

3 papers

math.CO2021★ 1 cited

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

Marianne Akian, Stéphane Gaubert, Yang Qi +1

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, showi…

math.OC2020

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

Marianne Akian, Stéphane Gaubert, Zheng Qu +1

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…

math.OC2019★ 1 cited

Solving Ergodic Markov Decision Processes and Perfect Information Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration

Marianne Akian, Stéphane Gaubert, Zheng Qu +1

Recently, Sidford, Wang, Wu and Ye (2018) developed an algorithm combining variance reduction techniques with value iteration to solve discounted Markov decision processes. This al…