Hamiltonian cycles and singularly perturbed Markov chains

V Ejov, JA Filar, MT Nguyen - Mathematics of Operations …, 2004 - pubsonline.informs.org
… the Hamiltonian cycle problem embedded in a singularly perturbed Markov decision
process… We also consider a functional on the space of deterministic policies of the process that …

Markov chains and optimality of the Hamiltonian cycle

N Litvak, V Ejov - Mathematics of Operations Research, 2009 - pubsonline.informs.org
… a set of Markov chains corresponding to a given graph. We prove that Hamiltonian cycles are
… Such sensitivity finds its explanation in the theory of singularly perturbed Markov chains. A …

[图书][B] Hamiltonian cycle problem and Markov chains

VS Borkar, V Ejov, JA Filar, GT Nguyen - 2012 - books.google.com
… In the present approach, we embed a given graph in a singularly perturbed MDP in such
a way that we can identify Hamiltonian cycles with irreducible Markov chains and sub-cycles

Hamiltonian cycle problem and singularly perturbed Markov decision process

JA Filar, K Liu - Lecture Notes-Monograph Series, 1996 - JSTOR
… We shall now consider the Hamiltonian cycle problem. It would be … In graph theoretic terms,
the problem is to find a simple cycle … Observe that / also induces a Markov chain with the …

Geometric interpretation of Hamiltonian cycles problem via singularly perturbed Markov decision processes

V Ejov, JA Filar, J Thredgold - Optimization, 2003 - Taylor & Francis
… in a singularly perturbed MDP in such a way that we can identify Hamiltonian cycles with
irreducible Markov chains and … Indirectly, this allows us to search for a Hamiltonian cycle in the …

[PDF][PDF] Hamiltonian Cycles and Singularly Perturbed

MT Nguyen - Mathematics of Operations Research, 2004 - core.ac.uk
… the Hamiltonian cycle problem embedded in a singularly perturbed Markov decision process
We emphasize that the perturbation is chosen to ensure that the Markov chain defined by P, …

Proof of the Hamiltonicity-trace conjecture for singularly perturbed Markov chains

V Ejov, N Litvak, GT Nguyen… - Journal of applied …, 2011 - cambridge.org
… They conjectured that the optimality of Hamiltonian cycles for the trace function still holds
over the set of Markov chains when we apply a singular perturbation to the Markov chains

The fundamental matrix of singularly perturbed Markov chains

KE Avrachenkov, JB Lasserre - Advances in Applied Probability, 1999 - cambridge.org
… We consider a singularly perturbed (finite state) Markov chain … the singular part is obtained
via a reduction process similar to … Markov chains of much smaller dimension than the original …

Controlled Markov chains, graphs, and Hamiltonicity

JA Filar - Foundations and Trends® in Stochastic Systems, 2007 - nowpublishers.com
… In the present approach, we embedded a given graph in a singularly perturbed MDP in
such a way that we can identify Hamiltonian Cycles with irreducible Markov chains and sub…

[图书][B] Random perturbations of Hamiltonian systems

MI Freĭdlin, AD Wentzell - 1994 - books.google.com
Hamiltonian. In the case of white-noise type perturbations, the limiting process will be a
diffusion process on the graph… Its characteristics are expressed through the Hamiltonian and the …