Three dimensional line stochastic matrices and extreme points (Q1063663)

A three-dimensional matrix array \(A=(a_{ijk})\), \(a_{ijk}\geq 0\), \(1\leq i,j,k\leq n\), is said to be triply line stochastic if \(\sum^{n}_{r=1}a_{pqr}=\sum^{n}_{r=1}a_{rpq}=\sum^{n}_{r=1 }a_{qrp}=1\) for all \(1\leq p\), \(q\leq n\). It is said to be triply plane stochastic if \(\sum_{p,q}a_{pqr}=\sum_{p,q}a_{rpq}=\sum_{p,q}a_{qrp}=1\) for all \(r=1,...,n\). The paper is concerned with the extreme points of the triply line stochastic matrices. Several interesting facts are developed, but no complete characterization of the extreme points is obtained. Three questions posed by Bruoldi and Csima concerning triply plane stochastic matrices are answered in the negative.