Proceedings of the American Mathematical Society

Paper

01 Jan 1967

Reduction of a matrix with positive elements to a doubly stochastic matrix

Abstract

No abstract available.

Related

Conference paper

Projection techniques to update the truncated SVD of evolving matrices with applications

Conference paper

A Stochastic Linearized Augmented Lagrangian Method for Decentralized Bilevel Optimization

Conference paper

On optimal portfolios of dynamic resource allocations

Conference paper

Regression Optimization For System-level Production Control

View all publications