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Complexity of the Problem of Approximation of Stochastic Matrix by Rational Elements
Complexity of the Problem of Approximation of Stochastic Matrix by Rational Elements
1987
V. M. Zacharov
S.E. Kuznetsov
Keywords:
Stochastic control
Stochastic matrix
Discrete mathematics
Combinatorics
Sparse matrix
Matrix function
Mathematical optimization
Nonnegative matrix
Stochastic optimization
Doubly stochastic matrix
Continuous-time stochastic process
Mathematics
Stochastic approximation
Correction
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