A structure of the Bang-Bang representation for 3�3 embeddable matrices

DOI10.1007/BF00531440MaRDI QIDQ3879835zbMATH OpenFDO

Authors Halina Frydman

Publication date 1980

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00531440

zbMATH Keywords

bang-bang representationembeddable matrices

Mathematics Subject Classification ID

Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Optimality conditions for problems involving randomness (49K45)

Cites work

• A Bang-Bang representation for 3�3 embeddable stochastic matrices
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• An intrinsic time for non-stationary finite markov chains
• The Bang-Bang problem for stochastic matrices
• The combinatorial structure of non-homogeneous Markov chains
• The embedding problem for Markov chains with three states
• Total positivity and the embedding problem for Markov chains

Cited in

(8)

• On a number of Poisson matrices in bang-bang representations for 3x3 embeddable matrices
• A structure of doubly stochastic Markov chains
• On the imbedding problem for stochastic and doubly stochastic matrices
• A solution to the reversible embedding problem for finite Markov chains
• Embedding of Markov matrices for d 4
• On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues
• The Markov chain embedding problem in a one-jump setting
• Decreasing paths of polygons

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