On transition matrices of Markov chains corresponding to Hamiltonian cycles-Reference-Cited by-同舟云学术

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On transition matrices of Markov chains corresponding to Hamiltonian cycles

Published:2014-06-19 Issue:1-2 Volume:243 Page:19-35
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Avrachenkov Konstantin,Eshragh Ali,Filar Jerzy A.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/s10479-014-1642-2.pdf

Reference10 articles.

1. Avrachenkov, K. E., Filar, J. A., & Howlett, P. G. (2013). Analytic perturbation theory and its applications. Philadelphia: SIAM.

2. Borkar, V. S., Ejov, V., & Filar, J. (2009). On the Hamiltonicity gap and doubly stochastic matrices. Random Structures & Algorithms, 34(4), 502–519.

3. Eshragh, A., Filar, J. A., & Haythorpe, M. (2011). A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem. Annals of Operations Research, 189(1), 103–125.

4. Feinberg, E. A. (2000). Constrained discounted Markov decision processes and Hamiltonian cycles. Mathematics of Operations Research, 25(1), 130–140.

5. Filar, J. A., & Krass, D. (1994). Hamiltonian cycles and Markov chains. Mathematics of Operations Research, 19(1), 223–237.

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