A probabilistic proof of the <scp>Perron–Frobenius</scp> theorem

DOI10.1002/nav.22042arXiv1808.04964OpenAlexW4206202637MaRDI QIDQ6079112

Unnamed Author, Peter W. Glynn

Publication date: 25 October 2023

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04964

zbMATH Keywords

Monte Carlo algorithmPerron-Frobenius theoremMarkov population decision

Mathematics Subject Classification ID

Large deviations (60F10) Markov and semi-Markov decision processes (90C40)

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