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