The tropical analogue of polar cones

We study the max-plus or tropical analogue of the notion of polar: the polar of a cone represents the set of linear inequalities satisfied by its elements. We establish an analogue of the bipolar theorem, which characterizes all the inequalities satisfied by the elements of a tropical convex cone. We derive this characterization from a new separation theorem. We also establish variants of these results concerning systems of linear equalities.Comment: 21 pages, 3 figures, example added, figures improved, notation change

Policy iteration for perfect information stochastic mean payoff games with bounded first return times is strongly polynomial

Recent results of Ye and Hansen, Miltersen and Zwick show that policy iteration for one or two player (perfect information) zero-sum stochastic games, restricted to instances with a fixed discount rate, is strongly polynomial. We show that policy iteration for mean-payoff zero-sum stochastic games is also strongly polynomial when restricted to instances with bounded first mean return time to a given state. The proof is based on methods of nonlinear Perron-Frobenius theory, allowing us to reduce the mean-payoff problem to a discounted problem with state dependent discount rate. Our analysis also shows that policy iteration remains strongly polynomial for discounted problems in which the discount rate can be state dependent (and even negative) at certain states, provided that the spectral radii of the nonnegative matrices associated to all strategies are bounded from above by a fixed constant strictly less than 1.Comment: 17 page

Tropical Kraus maps for optimal control of switched systems

Kraus maps (completely positive trace preserving maps) arise classically in quantum information, as they describe the evolution of noncommutative probability measures. We introduce tropical analogues of Kraus maps, obtained by replacing the addition of positive semidefinite matrices by a multivalued supremum with respect to the L\"owner order. We show that non-linear eigenvectors of tropical Kraus maps determine piecewise quadratic approximations of the value functions of switched optimal control problems. This leads to a new approximation method, which we illustrate by two applications: 1) approximating the joint spectral radius, 2) computing approximate solutions of Hamilton-Jacobi PDE arising from a class of switched linear quadratic problems studied previously by McEneaney. We report numerical experiments, indicating a major improvement in terms of scalability by comparison with earlier numerical schemes, owing to the "LMI-free" nature of our method.Comment: 15 page

Rational semimodules over the max-plus semiring and geometric approach of discrete event systems

We introduce rational semimodules over semirings whose addition is idempotent, like the max-plus semiring, in order to extend the geometric approach of linear control to discrete event systems. We say that a subsemimodule of the free semimodule S^n over a semiring S is rational if it has a generating family that is a rational subset of S^n, S^n being thought of as a monoid under the entrywise product. We show that for various semirings of max-plus type whose elements are integers, rational semimodules are stable under the natural algebraic operations (union, product, direct and inverse image, intersection, projection, etc). We show that the reachable and observable spaces of max-plus linear dynamical systems are rational, and give various examples.Comment: 24 pages, 9 postscript figures; example in section 4.3 expande

Tropical totally positive matrices

We investigate the tropical analogues of totally positive and totally nonnegative matrices. These arise when considering the images by the nonarchimedean valuation of the corresponding classes of matrices over a real nonarchimedean valued field, like the field of real Puiseux series. We show that the nonarchimedean valuation sends the totally positive matrices precisely to the Monge matrices. This leads to explicit polyhedral representations of the tropical analogues of totally positive and totally nonnegative matrices. We also show that tropical totally nonnegative matrices with a finite permanent can be factorized in terms of elementary matrices. We finally determine the eigenvalues of tropical totally nonnegative matrices, and relate them with the eigenvalues of totally nonnegative matrices over nonarchimedean fields.Comment: The first author has been partially supported by the PGMO Program of FMJH and EDF, and by the MALTHY Project of the ANR Program. The second author is sported by the French Chateaubriand grant and INRIA postdoctoral fellowshi