Title of article
An alternative derivation of Birkhoff’s formula for the contraction coefficient of a positive matrix
Author/Authors
Rolando Cavazos-Cadena، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
7
From page
291
To page
297
Abstract
This note concerns the projective contraction coefficient τ(H) of a rectangular matrix H with positive entries. A simple proof of an explicit formula for τ(H), originally established by [Trans. Am. Math. Soc. 85 (1957) 219], is given. The motivation for this work comes from the area of Markov decision processes, and the argument is based on elementary differential calculus.
Keywords
Risk-sensitive dynamic programming , Value iterationalgorithm , Projective distance , Mean value theorem
Journal title
Linear Algebra and its Applications
Serial Year
2003
Journal title
Linear Algebra and its Applications
Record number
824130
Link To Document