Article ID: | iaor20072031 |
Country: | United States |
Volume: | 29 |
Issue: | 1 |
Start Page Number: | 114 |
End Page Number: | 131 |
Publication Date: | Feb 2004 |
Journal: | Mathematics of Operations Research |
Authors: | Filar Jerzy A., Ejov Vladimir, Nguyen Minh-Tuan |
We consider the Hamiltonian cycle problem embedded in a singularly perturbed Markov decision process. We also consider a functional on the space of deterministic policies of the process that consists of the (1,1)-entry of the fundamental matrices of the Markov chains induced by the same policies. We show that when the perturbation parameter, ϵ, is less than or equal to