Large deviations principle for discrete-time mean-field games.
Naci SaldiPublished in: Syst. Control. Lett. (2021)
Keyphrases
- large deviations
- markov processes
- markov chain
- importance sampling
- heavy tailed
- state dependent
- queueing systems
- queue length
- markov random field
- belief networks
- stochastic processes
- generalization bounds
- steady state
- asymptotically optimal
- em algorithm
- mathematical programming
- higher order
- closed form
- non stationary
- random fields
- posterior distribution
- data dependent
- markov process
- monte carlo