Mathematics – Optimization and Control
Scientific paper
2008-06-06
Mathematics
Optimization and Control
24 pages, 2 figures. We add new results, improvements and an example. Note that an initial version of the paper has appeared i
Scientific paper
The problem of computing the smallest fixed point of an order-preserving map arises in the study of zero-sum repeated games. It also arises in static analysis of programs by abstract interpretation. In this context, the discount rate may be negative. We characterize the minimality of a fixed point in terms of the nonlinear spectral radius of a certain semidifferential. We apply this characterization to design a policy iteration algorithm, which applies to the case of finite state and action spaces. The algorithm returns a locally minimal fixed point, which turns out to be globally minimal when the discount rate is nonnegative.
Adjé Assalé
Gaubert Stephane
Goubault Eric
No associations
LandOfFree
Computing the smallest fixed point of order-preserving nonexpansive mappings arising in game theory and static analysis of programs does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Computing the smallest fixed point of order-preserving nonexpansive mappings arising in game theory and static analysis of programs, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Computing the smallest fixed point of order-preserving nonexpansive mappings arising in game theory and static analysis of programs will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-172671