Hamiltonian Cycles and Singularly Perturbed Markov Chains
Published Online:1 Feb 2004https://doi.org/10.1287/moor.1030.0066
References
- Solving problems with min-type functions by disjunctive programming. J. Global Optim. (2002) 24(2):115–132Crossref, Google Scholar
- , Pardalos P. M. Hamiltonian cycle problem via Markov chains and min-type approaches. Approximation and Complexity in Numerical Optimization: Continuous and Discrete Problems (2000) (Kluwer Academic Publishers, Dordrecht, The Netherlands) 31–47Crossref, Google Scholar
- Discrete dynamic programming. Ann. Math. Statist. (1962) 33:719–726Crossref, Google Scholar
- , Floudas C. A., Pardalos P. M. Hamiltonian cycles, quadratic programming and ranking of extreme points. Recent Advances in Global Optimization (1992) (Princeton University Press, Princeton, NJ) 32–49Google Scholar
- MDP-based optimization algorithm for the HCP. J. Global Optim. (2002) . ForthcomingGoogle Scholar
- Constrained discounted Markov decision processes with Hamiltonian cycles. Math. Oper. Res. (2000) 25:130–140Link, Google Scholar
- Hamiltonian cycles and Markov chains. Math. Oper. Res. (1994) 19:223–227Link, Google Scholar
- A non-standard branch and bound method for the hamiltonian cycle problem. Australian & New Zealand Indust. Appl. Math. J. (2000) 42(E):C556–C577Google Scholar
- Hamiltonian cycle problem and singularly perturbed decision process. Statistics, Probability and Game Theory: Papers in Honor of David Blackwell (1996) 30(Institute of Mathematical Statistics, Hayward, CA) IMS Lecture Notes—Monograph Series.Crossref, Google Scholar
- Competitive Markov Decision Processes (1996) (Springer-Verlag, New York) Crossref, Google Scholar
- Constrained undiscounted stochastic dynamic programming. Math. Oper. Res. (1984) 9:276–289Link, Google Scholar
- Mathematical Centre Tracts 148.. Linear Programming and Finite Markovian Control Problems (1983) (Mathematical Centre, Amsterdam, The Netherlands) Google Scholar
- , Feiberg E., Shwartz A. Finite state and action MDPs. Handbook of Markov Decision Processes (2002) (Kluwer, Boston) 21–87Google Scholar
- Randomized and past-dependent policies for Markov decision processes with multiple constraints. Oper. Res. (1989) 37:474–477Link, Google Scholar

