Hamiltonian Cycles, Random Walks, and Discounted Occupational Measures

Published Online:https://doi.org/10.1287/moor.1110.0492

References

  • Bollobas B.Random Graphs (2001) 2nd ed.(Cambridge University Press, Cambridge, UK) CrossrefGoogle Scholar
  • Borkar V. S., Feinberg E. A., Shwartz A. Convex analytic methods in Markov dcision processes. Handbook of Markov Decision Processes (2002) (Kluwer, Boston) 347–375CrossrefGoogle Scholar
  • Borkarm V. S., Ejov V., Filar J. On the Hamiltonicity gap and doubly stochastic matrices. Random Structures Algorithms (2009) 34(4):502–519CrossrefGoogle Scholar
  • Ejov V., Filar J., Haythorpe M., Nguyen G. Refined MDP-based branch-and-bound algorithm for the Hamiltonian cycles problem. Math. Oper. Res. (2009) 34(3):758–768LinkGoogle Scholar
  • Eshragh A., Filar J. A., Haythorpe M. A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem. Ann. Oper. Res. (2009) . ForthcomingGoogle Scholar
  • Feinberg E. A. Constrained discounted Markov decision processes and Hamiltonian cycles. Math. Oper. Res. (2000) 25(1):130–140LinkGoogle Scholar
  • Filar J. A. Controlled Markov chains, graphs and Hamiltonicity. Foundation and Trends® in Stochastic Systems (2006) 1(2):77–162CrossrefGoogle Scholar
  • Filar J. A., Krass D. Hamiltonian cycles and Markov chains. Math. Oper. Res. (1994) 19(1):223–237LinkGoogle Scholar
  • Filar J. A., Altman E., Avrachenkov K. E. An asymptotic simplex method for singularly perturbed linear programs. Oper. Res. Lett. (2002) 30(5):295–307CrossrefGoogle Scholar
  • Garey M. R., Johnson D. S.Computers and Intractability: A Guide to the Theory of NP-Completeness (1979) (W.H. Freeman & Co., New York) Google Scholar
  • Gentle J. E.Random Number Generation and Monte Carlo Methods (2004) (Springer, New York) Google Scholar
  • Kallenberg L. C. M.Linear Programming and Finite Markovian Control Problems (1983) (Mathematical Centre Tract 148, Mathematical Centre, Amsterdam) Google Scholar
  • Litvak N., Ejov V. Markov chains and optimality of the Hamiltonian cycle. Math. Oper. Res. (2009) 34(1):71–82LinkGoogle Scholar
  • Luenberger D. G.Linear and Nonlinear Programming (2003) 2nd ed.(Kluwer Academic Publishers, Dordrecht, The Netherlands) Google Scholar
  • Norris J. R.Markov Chains (1997) (Cambridge University Press, Cambridge, UK) CrossrefGoogle Scholar
  • Puterman M. L.Markov Decision Processes: Discrete Stochastic Dynamic Programming (2005) 1st ed.(Wiley-Interscience, Hoboken, NJ) Google Scholar
  • Rubinstein R. Y., Kroese D. P.Simulation and the Monte Carlo Method (2008) 2nd ed.(John Wiley & Sons, Hoboken, NJ) Google Scholar
  • Ziegler G. M.Lectures on Polytopes (2007) (Springer-Verlag, New York) Google Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.