Totally expanding multiplicative systems

DOI10.1016/J.LAA.2005.03.033zbMath1078.15017OpenAlexW2087466158MaRDI QIDQ2566759

Eric V. Denardo, Uriel G. Rothblum

Publication date: 28 September 2005

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

Full work available at URL: https://doi.org/10.1016/j.laa.2005.03.033

zbMATH Keywords

growth ratesdecision makingspectral radiusPerron-Frobenius theorynon-negative matricesmultiplicative systemsexpanding systems

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items (4)

Polynomial Time Algorithms for Branching Markov Decision Processes and Probabilistic Min(Max) Polynomial Bellman Equations ⋮ Greatest fixed points of probabilistic min/max polynomial equations, and reachability for branching Markov decision processes ⋮ Unnamed Item ⋮ Recursive Markov Decision Processes and Recursive Stochastic Games

Cites Work

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• Theorems of the Alternative for Cones and Lyapunov Regularity of Matrices
• Scientific Applications: An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix
• Risk-Sensitive Markov Decision Processes

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