Research Reports from the Department of Operations
Document Type
Report
Publication Date
3-1-1976
Abstract
It is proven that two matrices, each of which has the property that all its rowsums are equal, and which have the property that one can be obtained from the other by adding, for every column, the same number to all elements of that column, have essentially the same set of eigenvalues. This result is used to give an upper bound for the absolute value of the "next-to-dominating" eigenvalue of a markov matrix. The two foregoing results together are used to suggest an iterative procedure for the value-determination step in markov-decision processes.
Keywords
Operations research, Matrices, Eigenvalues, Markov processes, Iterative methods (Mathematics)
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 396
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Ott, Teunis J., "On the Next-to-Dominating Eigenvalues of a Markov Matrix" (1976). Research Reports from the Department of Operations. 369.
https://commons.case.edu/wsom-ops-reports/369