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.
Original language | English |
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Pages (from-to) | 901-910 |
Number of pages | 10 |
Journal | JOURNAL OF APPLIED PROBABILITY |
Volume | 48 |
Issue number | 4 |
DOIs | |
Publication status | Published - Dec 2011 |
Keywords
- Hamiltonian cycle
- Perturbed Markov chain
- Stochastic matrix