On the Undecidability of Computing Stationary Distributions and Large Deviation Rates for Constrained Random Walks.

Published in: Math. Oper. Res. (2007)

Keyphrases

large deviations
queue length
stationary distribution
state dependent
markov chain
steady state
queueing networks
importance sampling
queueing systems
markov process
generalization bounds
learning algorithm
multiresolution
state space
monte carlo