| Abstract: | We consider the Hamiltonian cycle problem (HCP) embedded in a singularly perturbed Markov decision process (MDP). More specifically, we consider the HCP as an optimization problem over the space of long-run state-action frequencies induced by the MDP's stationary policies. We also consider two quadratic functionals over the same space. We show that when the perturbation parameter, ? is sufficiently small the Hamiltonian cycles of the given directed graph are precisely the maximizers of one of these quadratic functionals over the frequency space intersected with an appropriate (single) contour of the second quadratic functional. In particular, all these maximizers have a known Euclidean distance of z m (?) from the origin. Geometrically, this means that Hamiltonian cycles, if any, are the points in the frequency polytope where the circle of radius z m (?) intersects a certain ellipsoid. |
