Controlled Markov chains, graphs, and Hamiltonicity
Foundations and Trends® in Stochastic Systems
Journal of Global Optimization
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We consider the Hamiltonian cycle problem on a given graph $G$. With such a graph we can associate a family $\mathcal{F}$ of probability transition matrices of Markov chains whose entries represent the probabilities of traversing corresponding arcs of the graph. When the underlying graph is Hamiltonian, we show the transition probability matrix induced by a Hamiltonian cycle maximizes—over $\mathcal{F}$—the determinant of a matrix that is a rank-one correction of the generator matrix of a Markov chain. In the case when the graph does not possess a Hamiltonian cycle, the above maximization yields a transition matrix of a chain with a longest simple cycle (in $G$) comprising that chain's unique ergodic class. These problems also have analogous eigenvalue interpretations.