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

DOI10.1007/BF00531440zbMath0438.49020MaRDI QIDQ3879835

Halina Frydman

Publication date: 1980

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

zbMATH Keywords

bang-bang representationembeddable matrices

Mathematics Subject Classification ID

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

Related Items

A solution to the reversible embedding problem for finite Markov chains, On the imbedding problem for stochastic and doubly stochastic matrices, On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues, On a number of Poisson matrices in bang-bang representations for 3x3 embeddable matrices, A structure of doubly stochastic Markov chains

Cites Work

• The embedding problem for Markov chains with three states
• [https://portal.mardi4nfdi.de/wiki/Publication:4159481 A Bang-Bang representation for 3�3 embeddable stochastic matrices]
• Total positivity and the embedding problem for Markov chains
• An intrinsic time for non-stationary finite markov chains
• The combinatorial structure of non-homogeneous Markov chains
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• The Bang-Bang problem for stochastic matrices