D. Coppersmith et al., RANDOM-WALKS ON WEIGHTED GRAPHS AND APPLICATIONS TO ONLINE ALGORITHMS, Journal of the Association for Computing Machinery, 40(3), 1993, pp. 421-453
The design and analysis of randomized on-line algorithms are studied.
This problem is shown to be closely related to the synthesis of random
walks on graphs with positive real costs on their edges. A theory is
developed for the synthesis of such walks, and it is employed to desig
n competitive on-line algorithms.