Empirical measure large deviations for reinforced chains on finite spaces
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Publication:2107618
DOI10.1016/j.sysconle.2022.105379zbMath1505.93251arXiv2205.09291MaRDI QIDQ2107618
Amarjit Budhiraja, Adam Waterbury
Publication date: 2 December 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.09291
reinforced random walks; stochastic approximation; large deviation principle; empirical measure; time-reversal; infinite horizon discounted cost
60G50: Sums of independent random variables; random walks
60F10: Large deviations
93E03: Stochastic systems in control theory (general)