Proof of the Hamiltonicity-Trace conjecture for singularly perturbed Markov chains

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Ejov, V. and Litvak, N. and Nguyen, G. (2008) Proof of the Hamiltonicity-Trace conjecture for singularly perturbed Markov chains. [Report]

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Abstract:We prove the conjecture formulated in the paper by N. Litvak and V. Ejov ("Markov Chains and Optimality of The Hamiltonian Cycle", to appear in Math. Oper. Res., 2008), namely, that the trace of the fundamental matrix of a singularly perturbed Markov chain is minimized at policies corresponding to Hamiltonian cycles, over the set of all stochastic policies feasible for a given graph.
Item Type:Report
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/64811
Official URL:http://www.math.utwente.nl/publications
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Metis ID: 251008