Abstract
We prove the conjecture formulated in Litvak and Ejov (2009), 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.
| Original language | English |
|---|---|
| Pages (from-to) | 901-910 |
| Number of pages | 10 |
| Journal | Journal of applied probability |
| Volume | 48 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2011 |
Keywords
- 2024 OA procedure
- MSC-60J10
- MSC-05C45
- MSC-11C20
- Perturbed Markov chain
- Hamiltonian cycle
- Stochastic matrix