In this survey we present a unified treatment of both singular and regular perturbations in finite Markov chains and decision processes. The treatment is based on the analysis of …
This research monograph summarizes a line of research that maps certain classical problems of discrete mathematics and operations research-such as the Hamiltonian Cycle …
EA Feinberg, MT Curry - Mathematical Methods of Operations Research, 2005 - Springer
This paper studies a non-preemptive infinite-horizon scheduling problem with a single server and a fixed set of recurring jobs. Each job is characterized by two given positive …
Markov Chain Based Algorithms for the Hamiltonian Cycle Problem Page 1 Markov Chain Based Algorithms for the Hamiltonian Cycle Problem A dissertation submitted for the degree …
N Litvak, V Ejov - Mathematics of Operations Research, 2009 - pubsonline.informs.org
We consider the Hamiltonian cycle problem (HCP) embedded in a controlled Markov decision process. In this setting, HCP reduces to an optimization problem on a set of Markov …
JA Filar - Foundations and Trends® in Stochastic Systems, 2007 - nowpublishers.com
This manuscript summarizes a line of research that maps certain classical problems of discrete mathematics—such as the Hamiltonian Cycle and the Traveling Salesman …
We consider two classes of games in which players are the vertices of a directed graph. Initially, nature chooses one player according to some fixed distribution and gives the player …
We consider the Hamiltonian cycle problem embedded in singularly perturbed (controlled) Markov chains. We also consider a functional on the space of stationary policies of the …
We consider the Hamiltonian cycle problem embedded in singularly perturbed (controlled) Markov chains. We also consider a functional on the space of stationary policies of the …