Author:
Ejov Vladimir,Litvak Nelly,Nguyen Giang T.,Taylor Peter G.
Abstract
We prove the conjecture formulated in Litvak and Ejov (2009), namely, that the trace of the fundamental matrix of a singularly perturbed Markov chain that corresponds to a stochastic policy feasible for a given graph is minimised at policies corresponding to Hamiltonian cycles.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
4 articles.
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