Hamiltonian Cycles and Markov Chains

DOI10.1287/MOOR.19.1.223zbMATH Open0801.90113OpenAlexW2109532129MaRDI QIDQ4294740FDOQ4294740

Authors: Dmitry Krass, Jerzy Filar 

Publication date: 1 December 1994

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

Full work available at URL: https://doi.org/10.1287/moor.19.1.223

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zbMATH Keywords

directed graphHamiltonian cyclesTraveling Salesmanperturbed controlled Markov chainsquadratic entropy-like function

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Paths and cycles (05C38)

Cited In (21)

• On the determinant and its derivatives of the rank-one corrected generator of a Markov chain on a graph
• Title not available (Why is that?)
• Markov chains and optimality of the Hamiltonian cycle
• On the fastest finite Markov processes
• The buck-passing game
• Hamiltonian cycle curves in the space of discounted occupational measures
• Analyzing the dynamics of stigmergetic interactions through pheromone games
• Feasible Bases for a Polytope Related to the Hamilton Cycle Problem
• On transition matrices of Markov chains corresponding to Hamiltonian cycles
• Controlled Markov Chains, Graphs, and Hamiltonicity
• Consistent behavior of certain perturbed determinants induced by graphs
• A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
• Resource-constrained management of heterogeneous assets with stochastic deterioration
• Hidden Hamiltonian cycle recovery via linear programming
• The first Laurent series coefficients for singularly perturbed stochastic matrices
• Markov chains, Hamiltonian cycles and volumes of convex bodies
• Hamiltonian cycle problem and Markov chains.
• On the Hamiltonicity gap and doubly stochastic matrices
• Proof of the hamiltonicity-trace conjecture for singularly perturbed Markov chains
• Hamiltonian cycles and subsets of discounted occupational measures
• Geometric interpretation of Hamiltonian cycles problem via singularly perturbed Markov decision processes

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