Hamiltonian Cycles and Singularly Perturbed Markov Chains

DOI10.1287/moor.1030.0066zbMath1082.60063OpenAlexW2104052567MaRDI QIDQ5704163

Nguyen Minh Tuan, Jerzy A. Filar, Vladimir V. Ežov

Publication date: 11 November 2005

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

Full work available at URL: http://hdl.handle.net/2328/26400

zbMATH Keywords

singular perturbationMarkov decision processoptimal policy

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Eulerian and Hamiltonian graphs (05C45)

Related Items (7)

On regularly perturbed fundamental matrices ⋮ Necessary and sufficient conditions for the inversion of linearly-perturbed bounded linear operators on Banach space using Laurent series ⋮ On the Hamiltonicity Gap and doubly stochastic matrices ⋮ Consistent behavior of certain perturbed determinants induced by graphs ⋮ Proof of the Hamiltonicity-Trace Conjecture for Singularly Perturbed Markov Chains ⋮ Hamiltonian cycle curves in the space of discounted occupational measures ⋮ The Buck-Passing Game

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