2 papers
math.PR2026
A forward algorithm for a class of Markov zero-sum stopping games
Nhat-Thang Le
In this paper, we propose a new efficient algorithm to compute the value function for zero-sum stopping games featuring two players with opposing interests. This can be seen as a g…
math.FA2024
Swarm dynamics for global optimisation on finite sets
Laurent Miclo, Nhat-Thang Le
Consider the global optimisation of a function defined on a finite set endowed with an irreducible and reversible Markov generator.By integration, we extend to the set…