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
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
Journal title :
Linear Algebra and its Applications