334 citations · 2.6k across the 129 of their papers we have counts for
61 papers · 1 filter
Tropical low-rank approximation and application to optimal control of N-body systems
Marianne Akian, Stephane Gaubert, Shanqing Liu +1
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 fu…
Optimal strategy against straightforward bidding in clock auctions
Jad Zeroual, Marianne Akian, Aurélien Bechler +2
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 th…
Continuity and approximability of competitive spectral radii
Marianne Akian, Stéphane Gaubert, Loïc Marchesini +1
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…
The Competive Spectral Radius of Families of Nonexpansive Mappings
Marianne Akian, Stéphane Gaubert, Loïc Marchesini
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 nonexpa…
Analysis of the vanishing discount limit for optimal control problems in continuous and discrete time
Piermarco Cannarsa, Stephane Gaubert, Cristian Mendico +1
A classical problem in ergodic continuous time control consists of studying the limit behavior of the optimal value of a discounted cost functional with infinite horizon as the dis…
Solving irreducible stochastic mean-payoff games and entropy games by relative Krasnoselskii-Mann iteration
Marianne Akian, Stéphane Gaubert, Ulysse Naepels +1
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…