On transition matrices of Markov chains corresponding to Hamiltonian cycles
DOI10.1007/S10479-014-1642-2zbMATH Open1387.60111OpenAlexW1966488526MaRDI QIDQ338897FDOQ338897
Authors: Ali Eshragh, Jerzy Filar, Konstantin 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
Recommendations
Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)
Cites Work
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- Stationary distributions and mean first passage times of perturbed Markov chains
- Analytic perturbation theory and its applications
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- Hamiltonian Cycles and Markov Chains
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- A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
Cited In (8)
- On the fastest finite Markov processes
- Title not available (Why is that?)
- Hamiltonian cycle curves in the space of discounted occupational measures
- Feasible Bases for a Polytope Related to the Hamilton Cycle Problem
- Controlled Markov Chains, Graphs, and Hamiltonicity
- A new heuristic for detecting non-Hamiltonicity in cubic graphs
- Identification of unidentified equality constraints for integer programming problems
- Hamiltonian cycles and subsets of discounted occupational measures
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