Controlled Markov Chains, Graphs and Hamiltonicity

Controlled Markov Chains, Graphs and Hamiltonicity PDF Author: Jerzy A. Filar
Publisher: Now Publishers Inc
ISBN: 1601980884
Category : Mathematics
Languages : en
Pages : 95

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Book Description
"Controlled Markov Chains, Graphs & Hamiltonicity" summarizes a line of research that maps certain classical problems of discrete mathematics--such as the Hamiltonian cycle and the Traveling Salesman problems--into convex domains where continuum analysis can be carried out. (Mathematics)

Controlled Markov Chains, Graphs and Hamiltonicity

Controlled Markov Chains, Graphs and Hamiltonicity PDF Author: Jerzy A. Filar
Publisher: Now Publishers Inc
ISBN: 1601980884
Category : Mathematics
Languages : en
Pages : 95

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Book Description
"Controlled Markov Chains, Graphs & Hamiltonicity" summarizes a line of research that maps certain classical problems of discrete mathematics--such as the Hamiltonian cycle and the Traveling Salesman problems--into convex domains where continuum analysis can be carried out. (Mathematics)

Analytic Perturbation Theory and Its Applications

Analytic Perturbation Theory and Its Applications PDF Author: Konstantin E. Avrachenkov
Publisher: SIAM
ISBN: 1611973139
Category : Mathematics
Languages : en
Pages : 384

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Book Description
Mathematical models are often used to describe complex phenomena such as climate change dynamics, stock market fluctuations, and the Internet. These models typically depend on estimated values of key parameters that determine system behavior. Hence it is important to know what happens when these values are changed. The study of single-parameter deviations provides a natural starting point for this analysis in many special settings in the sciences, engineering, and economics. The difference between the actual and nominal values of the perturbation parameter is small but unknown, and it is important to understand the asymptotic behavior of the system as the perturbation tends to zero. This is particularly true in applications with an apparent discontinuity in the limiting behavior?the so-called singularly perturbed problems. Analytic Perturbation Theory and Its Applications includes a comprehensive treatment of analytic perturbations of matrices, linear operators, and polynomial systems, particularly the singular perturbation of inverses and generalized inverses. It also offers original applications in Markov chains, Markov decision processes, optimization, and applications to Google PageRank? and the Hamiltonian cycle problem as well as input retrieval in linear control systems and a problem section in every chapter to aid in course preparation.

Hamiltonian Cycle Problem and Markov Chains

Hamiltonian Cycle Problem and Markov Chains PDF Author: Vivek S. Borkar
Publisher: Springer Science & Business Media
ISBN: 1461432324
Category : Business & Economics
Languages : en
Pages : 205

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Book Description
This research monograph summarizes a line of research that maps certain classical problems of discrete mathematics and operations research - such as the Hamiltonian Cycle and the Travelling Salesman Problems - into convex domains where continuum analysis can be carried out. Arguably, the inherent difficulty of these, now classical, problems stems precisely from the discrete nature of domains in which these problems are posed. The convexification of domains underpinning these results is achieved by assigning probabilistic interpretation to key elements of the original deterministic problems. In particular, the approaches summarized here build on a technique that embeds Hamiltonian Cycle and Travelling Salesman Problems in a structured singularly perturbed Markov decision process. The unifying idea is to interpret subgraphs traced out by deterministic policies (including Hamiltonian cycles, if any) as extreme points of a convex polyhedron in a space filled with randomized policies. The above innovative approach has now evolved to the point where there are many, both theoretical and algorithmic, results that exploit the nexus between graph theoretic structures and both probabilistic and algebraic entities of related Markov chains. The latter include moments of first return times, limiting frequencies of visits to nodes, or the spectra of certain matrices traditionally associated with the analysis of Markov chains. However, these results and algorithms are dispersed over many research papers appearing in journals catering to disparate audiences. As a result, the published manuscripts are often written in a very terse manner and use disparate notation, thereby making it difficult for new researchers to make use of the many reported advances. Hence the main purpose of this book is to present a concise and yet easily accessible synthesis of the majority of the theoretical and algorithmic results obtained so far. In addition, the book discusses numerous open questions and problems that arise from this body of work and which are yet to be fully solved. The approach casts the Hamiltonian Cycle Problem in a mathematical framework that permits analytical concepts and techniques, not used hitherto in this context, to be brought to bear to further clarify both the underlying difficulty of NP-completeness of this problem and the relative exceptionality of truly difficult instances. Finally, the material is arranged in such a manner that the introductory chapters require very little mathematical background and discuss instances of graphs with interesting structures that motivated a lot of the research in this topic. More difficult results are introduced later and are illustrated with numerous examples.

Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1156

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Book Description


Introduction to Random Graphs

Introduction to Random Graphs PDF Author: Alan Frieze
Publisher: Cambridge University Press
ISBN: 1107118506
Category : Mathematics
Languages : en
Pages : 483

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Book Description
The text covers random graphs from the basic to the advanced, including numerous exercises and recommendations for further reading.

The Cross-Entropy Method

The Cross-Entropy Method PDF Author: Reuven Y. Rubinstein
Publisher: Springer Science & Business Media
ISBN: 1475743211
Category : Computers
Languages : en
Pages : 316

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Book Description
Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1572

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Book Description


Digraphs

Digraphs PDF Author: Jorgen Bang-Jensen
Publisher: Springer Science & Business Media
ISBN: 1447138864
Category : Mathematics
Languages : en
Pages : 769

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Book Description
The study of directed graphs (digraphs) has developed enormously over recent decades, yet the results are rather scattered across the journal literature. This is the first book to present a unified and comprehensive survey of the subject. In addition to covering the theoretical aspects, the authors discuss a large number of applications and their generalizations to topics such as the traveling salesman problem, project scheduling, genetics, network connectivity, and sparse matrices. Numerous exercises are included. For all graduate students, researchers and professionals interested in graph theory and its applications, this book will be essential reading.

Probability Theory

Probability Theory PDF Author: Vivek S. Borkar
Publisher: Springer Science & Business Media
ISBN: 1461207916
Category : Mathematics
Languages : en
Pages : 149

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Book Description
This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.

Government Reports Announcements & Index

Government Reports Announcements & Index PDF Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 990

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Book Description