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    Connected co-spectral graphs are not necessarily both Hamiltonian 

    Filar, Jerzy A; Gupta, A; Lucas, Stephen K (Australian Mathematical Society, 2005)
    There are many examples of co-spectral graphs where one is connected while the other is not. A Hamiltonian cycle is a closed path that visits every vertex exactly once. Naturally, a graph needs to be connected to be ...
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    A non-standard branch and bound method for the Hamiltonian cycle problem 

    Filar, Jerzy A; Lasserre, Jean B (Australian Mathematical Society, 2000)
    In this note, we consider an embedding of a Hamiltonian cycle problem in a Markov decision process (MDP). We propose a branch and bound type method based on the frequency polytope resulting from this embedding. Among the ...
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    Analytic perturbations and systematic bias in staistical modeling and inference 

    Filar, Jerzy A; Hudson, Irene; Mathew, Thomas; Sinha, Bimal (Institute of Mathematical Statistics, 2008)
    In this paper we provide a comprehensive study of statistical inference in linear and allied models which exhibit some analytic perturbations in their design and covariance matrices. We also indicate a few potential ...
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    Decomposition and parallel processing techniques for two-time scale controlled Markov chains 

    Filar, Jerzy A; Gondzio, Jacek; Haurie, Alain; Moresino, Francesco; Vial, Jean-Philippe (Institute of Electrical and Electronic Engineers, 2000)
    This paper deals with a class of ergodic control problems for systems described by Markov chains with strong and weak interactions. These systems are composed of a set of m subchains that are weakly coupled. Using results ...
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    Control of singularly perturbed hybrid stochastic systems 

    Filar, Jerzy A; Gaitsgory, Vladimir; Haurie, Alain (Institute of Electrical and Electronic Engineers, 2001)
    In this paper, we study a class of optimal stochastic control problems involving two different time scales. The fast mode of the system is represented by deterministic state equations whereas the slow mode of the system ...
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    Stochastic target hitting time and the problem of early retirement 

    Boda, Kang; Filar, Jerzy A; Lin, Yuanlie; Spanjers, Lieneke (Institute of Electrical and Electronic Engineers, 2004)
    We consider a problem of optimal control of a “retirement investment fund” over a finite time horizon with a target hitting time criteria. That is, we wish to decide, at each stage, what percentage of the current retirement ...
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    Hamiltonian cycles and singularly perturbed Markov chains 

    Ejov, Vladimir; Filar, Jerzy A; Nguyen, Minh-Tuan (INFORMS, 2004)
    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 consist of the (1,1)-entry of ...
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    Refined MDP-based branch-and-fix algorithm for the Hamiltonian cycle problem 

    Ejov, Vladimir; Filar, Jerzy A; Haythorpe, Michael; Nguyen, Giang T (INFORMS, 2009)
    We consider the famous Hamiltonian cycle problem (HCP) embedded in a Markov decision process (MDP). More specifically, we consider the HCP as an optimisation problem over the space of occupation measures induced by the ...

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    AuthorFilar, Jerzy A (8)Ejov, Vladimir (2)Haurie, Alain (2)Boda, Kang (1)Gaitsgory, Vladimir (1)Gondzio, Jacek (1)Gupta, A (1)Haythorpe, Michael (1)Hudson, Irene (1)Lasserre, Jean B (1)... View MoreSubject
    Mathematics (8)
    Hamiltonian cycle problem (4)Markov decision process (3)Markov Decision Processes (2)Stochastic Modelling (2)Analytic perturbation (1)Design matrix (1)Factor analysis (1)Graph theory (1)... View MoreDate Issued2009 (1)2008 (1)2005 (1)2004 (2)2001 (1)2000 (2)

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