Nonnegative matrices, generalized eigenvectors and dynamic programming

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Abstract

In this paper we present a detailed analysis of the structure of a set of nonnegative matrices (not necessarily stochastic) which plays a role in several dynamic programming recursions (Makov decision processes, Leontief substitution systems). We investigate the asymptotic behaviour of these recursions and give an application, arising from the study of sensitive optimality criteria in Markov decision processes.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages7
Publication statusPublished - 1980

Publication series

NameMemorandum COSOR
Volume8013
ISSN (Print)0926-4493

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