Large Deviations for Additive Functionals of Reflected Jump-Diffusions.

Lea Popovic Giovanni Zoroddu

Published in: SIAM J. Appl. Math. (2022)

Keyphrases

large deviations
queue length
markov chain
higher order
special case
heavy tailed
state dependent
anisotropic diffusion
importance sampling
asymptotically optimal
markov processes
queueing systems
machine learning
learning algorithm
maximum likelihood
mathematical programming