• 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