On transition matrices of Markov chains corresponding to Hamiltonian cycles

DOI10.1007/s10479-014-1642-2zbMath1387.60111OpenAlexW1966488526MaRDI QIDQ338897

Ali Eshragh, Jerzy A. Filar, Konstantin E. Avrachenkov

Publication date: 7 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01402827/file/HamMatrixRev1.pdf

zbMATH Keywords

Markov chainHamiltonian cycleHamiltonian transition matrices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Stochastic matrices (15B51)

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A new heuristic for detecting non-Hamiltonicity in cubic graphs ⋮ Hamiltonian Cycles and Subsets of Discounted Occupational Measures ⋮ Identification of unidentified equality constraints for integer programming problems ⋮ On the fastest finite Markov processes ⋮ Hamiltonian cycle curves in the space of discounted occupational measures ⋮ Feasible Bases for a Polytope Related to the Hamilton Cycle Problem

Cites Work

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• Stationary distributions and mean first passage times of perturbed Markov chains
• Constrained Discounted Markov Decision Processes and Hamiltonian Cycles
• Analytic Perturbation Theory and Its Applications
• On the Hamiltonicity Gap and doubly stochastic matrices
• Hamiltonian Cycles and Markov Chains
• Controlled Markov Chains, Graphs, and Hamiltonicity

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