An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix.

DOI10.1016/j.laa.2003.05.002zbMath1048.15018OpenAlexW2026321937MaRDI QIDQ1414717

Rolando Cavazos-Cadena

Publication date: 4 December 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2003.05.002

zbMATH Keywords

mean value theoremprojective distancevalue iteration algorithmrisk-sensitive dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items (9)

Statistical inference versus mean field limit for Hawkes processes ⋮ Birkhoff's contraction coefficient ⋮ Constant-length random substitutions and Gibbs measures ⋮ A central limit theorem for normalized products of random matrices ⋮ Loss of memory of hidden Markov models and Lyapunov exponents ⋮ A Perron theorem for positive componentwise bilinear maps ⋮ Shannon entropy rate of hidden Markov processes ⋮ Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion ⋮ The contractivity of cone-preserving multilinear mappings

Cites Work

• Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
• Non-negative matrices and Markov chains.
• Extensions of Jentzsch's Theorem
• An elementary proof of the Birkhoff-Hopf theorem
• Unnamed Item

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