A canonical form for pencils of matrices with applications to asymptotic linear programs
DOI10.1016/0024-3795(95)00090-9zbMATH Open0841.15007OpenAlexW2047700711MaRDI QIDQ1908190FDOQ1908190
Publication date: 29 July 1996
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(95)00090-9
canonical formlinear programsMarkov decision chainsasymptotic linear programmingregular pencil of matricesasymptotic simplex methodasymptotic pencils
Linear programming (90C05) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Laurent expansion of pencils that are singular at the origin
- Linear Programming in O([n3/ln n]L) Operations
- Discrete Dynamic Programming
- An improved algorithm for the computation of Kronecker's canonical form of a singular pencil
- Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
- Time-invariant descriptor systems
- Applications of the Drazin Inverse to Linear Systems of Differential Equations with Singular Constant Coefficients
- There Cannot be any Algorithm for Integer Programming with Quadratic Constraints
- Multiplicative Markov Decision Chains
- Hierarchical algorithms for discounted and weighted Markov decision processes
- A generalized inverse method for asymptotic linear programming
- An efficient basis update for asymptotic linear programming
- Discrete Dynamic Programming with a Small Interest Rate
- Matrix pencils. Proceedings of a Conference Held at Pite Havsbad, Sweden, March 22-24, 1982
- Normalized Markov Decision Chains I; Sensitive Discount Optimality
- Singulary perturbed Markov control problem: Limiting average cost
Cited In (16)
- L-structured quaternion matrices and quaternion linear matrix equations
- On Hermitian solutions of the reduced biquaternion matrix equation (AXB,CXD) = (E,G)
- Asymptotic sign-solvability, multiple objective linear programming, and the nonsubstitution theorem
- Title not available (Why is that?)
- A quaternion matrix equation with two different restrictions
- On the general solutions to some systems of quaternion matrix equations
- On Hermitian solutions of the split quaternion matrix equation \(AXB+CXD=E\)
- Consistency of split quaternion matrix equations \(AX^{\star }-XB=CY+D\) and \(X-AX^\star B=CY+D\)
- Least-squares problem for the quaternion matrix equationAXB+CYD=Eover different constrained matrices
- Least squares Ξ·-bi-Hermitian problems of the quaternion matrix equation (AXB,CXD) = (E,F)
- The asymptotic optimal partition and extensions of the nonsubstitution theorem
- An asymptotic simplex method for singularly perturbed linear programs
- On the Kronecker Canonical Form of Singular Mixed Matrix Pencils
- Least squares solution of the quaternion matrix equation with the least norm
- An iterative algorithm to solve the generalized Sylvester tensor equations
- Explicit solutions to the quaternion matrix equationsXβAXF=CandXβA[Xtilde]F=C
Recommendations
- Title not available (Why is that?) π π
- A generalized inverse method for asymptotic linear programming π π
- An efficient basis update for asymptotic linear programming π π
- An asymptotic simplex method for singularly perturbed linear programs π π
- Title not available (Why is that?) π π
- Title not available (Why is that?) π π
- Title not available (Why is that?) π π
- Influence of fluid therapy on the haemostatic system of intensive care patients π π
- Title not available (Why is that?) π π
- Title not available (Why is that?) π π
This page was built for publication: A canonical form for pencils of matrices with applications to asymptotic linear programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1908190)
