A constructive fixed point theorem for min-max functions
Authors: Cochet-Terrasson J.; Gaubert S.; Gunawardena J.
Source: Dynamics and Stability of Systems, Volume 14, Number 4, 1 December 1999 , pp. 407-433(27)
Publisher: Taylor and Francis Ltd
Abstract:
Min-max functions, F :Rn Rn, arise in modelling the dynamic behaviour of discrete event systems. They form a dense subset of those functions which are homogeneous, Fi(x1 + h, .. . , xn + h) = Fi(x1, . . . , xn) + h, monotonic , x y F(x) F(y), and nonexpansive in the linfinity norm-so-called topical functions-which have appeared recently in the work of several authors. Our main result characterizes those min-max functions which have a (generalized) fixed point, where Fi(x) = xi + h for some h R. We deduce several earlier fixed point results. The proof is inspired by Howard's policy improvement scheme in optimal control and yields an algorithm for finding a fixed point, which appears efficient in an important special case. An extended introduction sets the context for this paper in recent work on the dynamics of topical functions.Language: English
Document Type: Research article
Publication date: 1999-12-01
- In this: publication
- By this: publisher
- In this Subject: Electrical & Nuclear Engineering , Mathematics and Statistics
- By this author: Cochet-Terrasson J. ; Gaubert S. ; Gunawardena J.

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