Empirical measure large deviations for reinforced chains on finite spaces.

Amarjit Budhiraja Adam Waterbury

Published in: Syst. Control. Lett. (2022)

Keyphrases

large deviations
similarity measure
theoretical analysis
asymptotically optimal
importance sampling
distance measure
state dependent
machine learning
feature selection
probability distribution
supervised learning
queue length
markov processes
queueing systems