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math.OC2024
A Non-convex Optimization Approach of Searching Algebraic Degree Phase-type Representations for General Phase-type Distributions
Yujie Liu, Dacheng Yao, Hanqin Zhang
For a continuous-time phase-type distribution, starting with its Laplace-Stieltjes transform, we obtain a necessary and sufficient condition for its minimal phase-type representati…
math.OC2024
On Substochastic Inverse Eigenvalue Problems with the Corresponding Eigenvector Constraints
Yujie Liu, Dacheng Yao, Hanqin Zhang
We consider the inverse eigenvalue problem of constructing a substochastic matrix from the given spectrum parameters with the corresponding eigenvector constraints. This substochas…