Stochastic pth root approximation of a stochastic matrix: A Riemannian optimization approach

DOI10.1137/23M1589463MaRDI QIDQ6445175zbMATH OpenOpenAlexFDO

Authors Fabio Durastante, B. Meini

Publication date 26 July 2023

Full work available at URL https://doi.org/10.1137/23m1589463

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical mathematical programming methods (65K05) Methods of local Riemannian geometry (53B21) Numerical computation of matrix exponential and similar matrix functions (65F60)

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