Controlled Markov Chains, Graphs and Hamiltonicity

✍ Scribed by Jerzy A. Filar

• Publisher: Now Publishers,
• Year: 1961
• Tongue: English
• Leaves: 96
• Series: Foundations and Trends in Stochastic Systems
• Category: Library

✦ Synopsis

Controlled Markov Chains, Graphs & Hamiltonicity summarizes a line of research that maps certain classical problems of discrete mathematics - such as the Hamiltonian cycle and the Traveling Salesman problems - into convex domains where continuum analysis can be carried out.

✦ Table of Contents

Contents......Page 10
Introduction......Page 12
A Graph and A Markov Decision Process......Page 16
Perturbed Embedding......Page 21
Background from Markov Chains and MDPs......Page 25
HCP and Minimal Variance of Hitting Times......Page 30
Determinant of the Inverse of Fundamental Matrix......Page 45
HCP in the Frequency Space of the Long-Run Average MDP......Page 50
An Interior-Point Method in Frequency Space......Page 58
HCP in the Frequency Space of the Discounted MDP......Page 67
Branch and Fix Methods in the Frequency Space......Page 71
A Fast Heuristic......Page 75
Introduction......Page 78
Fractal-like Structure of Regular Graphs......Page 80
Conclusions and Some Speculative Comments......Page 85
Acknowledgments......Page 90
References......Page 92