An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix. (Q1414717)

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An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix.
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    An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix. (English)
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    4 December 2003
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    Author' s abstract: This note concerns the projective contraction coefficient \({\tau}(H)\) of a rectangular matrix \(H\) with positive entries. A simple proof of an explicit formula for \({\tau}(H)\), originally established by \textit{G. Birkhoff} [Trans. Am. Math. Soc. 85, 219--227 (1957; Zbl 0079.13502)], is given. The motivation for this work comes from the area of Markov decision processes, and the argument is based on elementary differential calculus.
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    projective distance
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    mean value theorem
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    risk-sensitive dynamic programming
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    value iteration algorithm
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