Skip to main content
Log in

Extremality of stochastic matrices in nonusual cones

  • Contributed Papers
  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

The set of doubly stochastic matrices can be regarded as a set in a cone. Thus, one can perturb the cone in different ways, in such a way that it is important to characterize the new extremals. In addition, we study some special families of cones obtaining the corresponding extremals.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Brualdi, R. A., andCsima, J.,Extremals Plane Stochastic Matrices, Linear Algebra and Applications, Vol. 11, pp. 105–133, 1960.

    Google Scholar 

  2. Jurkar, W. B., andRyser, H. J.,Extremal Configuration and Decomposition Theorem, Journal of Algebra, Vol. 8, pp. 194–222, 1968.

    Google Scholar 

  3. Marchi, E., andTarazaga, P.,About (k, n) Stochastic Matrices, Linear Algebra and Applications, Vol. 26, pp. 15–30, 1979.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by G. Leitmann

This paper has been supported by a grant from CONICET, Buenos Aires, Argentina.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Marchi, E., Neme, A. & Tarazaga, P. Extremality of stochastic matrices in nonusual cones. J Optim Theory Appl 66, 47–59 (1990). https://doi.org/10.1007/BF00940532

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00940532

Key Words

Navigation