1. Tropical Linear Regression and Mean Payoff Games: Or, How to Measure the Distance to Equilibria
- Author
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Marianne Akian, Stéphane Gaubert, Yang Qi, Omar Saadi, TROPICAL (TROPICAL), Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)-Inria Saclay - Ile de France, and Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
- Subjects
FOS: Computer and information sciences ,Computer Science::Computer Science and Game Theory ,Optimization and Control (math.OC) ,Computer Science - Computer Science and Game Theory ,General Mathematics ,FOS: Mathematics ,Mathematics - Combinatorics ,Combinatorics (math.CO) ,[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] ,MSC Primary 06F20, 14T10, 15A80, 16Y20, 16Y60, Secondary 20N20, 15A24 ,Mathematics - Optimization and Control ,Physics::Atmospheric and Oceanic Physics ,Computer Science and Game Theory (cs.GT) - Abstract
We study a tropical linear regression problem consisting in finding the best approximation of a set of points by a tropical hyperplane. We establish a strong duality theorem, showing that the value of this problem coincides with the maximal radius of a Hilbert's ball included in a tropical polyhedron. We also show that this regression problem is polynomial-time equivalent to mean payoff games. We illustrate our results by solving an inverse problem from auction theory. In this setting, a tropical hyperplane represents the set of equilibrium prices. Tropical linear regression allows us to quantify the distance of a market to the set of equilibria, and infer secret preferences of a decision maker.
- Published
- 2023