The level set method for the two-sided max-plus eigenproblem

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Publication:2393147

DOI10.1007/S10626-012-0137-ZzbMATH Open1279.15024arXiv1006.5702OpenAlexW2109513024MaRDI QIDQ2393147FDOQ2393147


Authors: Stéphane Gaubert, Sergey M. Sergeev Edit this on Wikidata


Publication date: 7 August 2013

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Abstract: We consider the max-plus analogue of the eigenproblem for matrix pencils Ax=lambda Bx. We show that the spectrum of (A,B) (i.e., the set of possible values of lambda), which is a finite union of intervals, can be computed in pseudo-polynomial number of operations, by a (pseudo-polynomial) number of calls to an oracle that computes the value of a mean payoff game. The proof relies on the introduction of a spectral function, which we interpret in terms of the least Chebyshev distance between Ax and lambda Bx. The spectrum is obtained as the zero level set of this function.


Full work available at URL: https://arxiv.org/abs/1006.5702




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