Empirical measure large deviations for reinforced chains on finite spaces

DOI10.1016/j.sysconle.2022.105379zbMath1505.93251arXiv2205.09291OpenAlexW4297330031MaRDI QIDQ2107618

Adam Waterbury, Amarjit Budhiraja

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

zbMATH Keywords

reinforced random walksstochastic approximationlarge deviation principleempirical measuretime-reversalinfinite horizon discounted cost

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Stochastic systems in control theory (general) (93E03)

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