111 citations · 694 across the 56 of their papers we have counts for
3 papers · 2 filters
Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming
Marianne Akian, Jean-Philippe Chancelier, Benoît Tran
We present an algorithm called Tropical Dynamic Programming (TDP) which builds upper and lower approximations of the Bellman value functions in risk-neutral Multistage Stochastic P…
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…
A convex programming approach to solve posynomial systems
Marianne Akian, Xavier Allamigeon, Marin Boyet +1
We exhibit a class of classical or tropical posynomial systems which can be solved by reduction to linear or convex programming problems. This relies on a notion of colorful vector…