5 citations · 9 across the 16 of their papers we have counts for
4 papers · 1 filter
A Note on Using the Resistance-Distance Matrix to solve Hamiltonian Cycle Problem
Vladimir Ejov, Jerzy A Filar, Michael Haythorpe +2
An instance of Hamiltonian cycle problem can be solved by converting it to an instance of Travelling salesman problem, assigning any choice of weights to edges of the underlying gr…
On the Determinant and its Derivatives of the Rank-one Corrected Generator of a Markov Chain on a Graph
Jerzy A Filar, Michael Haythorpe, Walter Murray
We present an algorithm to find the determinant and its first and second derivatives of a rank-one corrected generator matrix of a doubly stochastic Markov chain. The motivation ar…
Ordered field property for zero-sum stochastic games
K. Avrachenkov, V. Ejov, J. A. Filar +1
We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the lim…
Singularly perturbed linear programs and Markov decision processes
Konstantin Avrachenkov, Jerzy Filar, Vladimir Gaitsgory +1
Linear programming formulations for the discounted and long-run average MDPs have evolved along separate trajectories. In 2006, E. Altman conjectured that the two linear programmin…