Search Results - subject:"Large deviations"

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Recursive preferences, learning and large deviations

Dave, Chetan; Tsang, Kwok Ping - In: Economics letters 124 (2014) 3, pp. 329-334

Persistent link: https://www.econbiz.de/10010493978

Learning, large deviations and rare events

Benhabib, Jess; Dave, Chetan - In: Review of economic dynamics 17 (2014) 3, pp. 367-382

Persistent link: https://www.econbiz.de/10011280982

Risk-sensitive control for the multiclass many-server queues in the moderate deviation regime

Biswas, Anup - In: Mathematics of operations research 39 (2014) 3, pp. 908-929

Persistent link: https://www.econbiz.de/10010402946

Large deviations for the stationary measure of networks under proportional fair allocations

Jonckheere, Matthieu; López, Sergio - In: Mathematics of operations research 39 (2014) 2, pp. 418-431

Persistent link: https://www.econbiz.de/10010384199

Escape dynamics : a continuous-time approximation

Kolyuzhnov, Dmitri; Bogomolova, Anna; Slobodyan, Sergey - In: Journal of economic dynamics & control 38 (2014), pp. 161-183

Persistent link: https://www.econbiz.de/10010387850

Rare-event simulation for many-server queues

Blanchet, Jose; Lam, Henry - In: Mathematics of operations research 39 (2014) 4, pp. 1142-1178

Persistent link: https://www.econbiz.de/10010462154

An escape time interpretation of robust control

Cho, In-Koo; Kasa, Kenneth - In: Journal of economic dynamics & control 42 (2014), pp. 1-12

Persistent link: https://www.econbiz.de/10010426626

A Large Deviation Approach to the Measurement of Mobility

Aebi, Robert; Neusser, Klaus; Steiner, Peter - In: Swiss Journal of Economics and Statistics (SJES) 142 (2006) II, pp. 195-222

distribution. Based on large deviations techniques, we show how the two aspects of mobility are related and how the second one can …

Persistent link: https://www.econbiz.de/10005077353

Escape Dynamics: A Continuous—Time Approximation

Kolyuzhnov, Dmitri; Bogomolova, Anna; Slobodyan, Sergey - Center for Economic Research and Graduate Education and … - 2006

constant gain. This approach is based on applying results of continuous—time version of large deviations theory to the … considerations and formulae generate much better mean escape time results than the large deviations theory. We explain it by …

Persistent link: https://www.econbiz.de/10005086597

Large Deviations Theory and Empirical Estimator Choice

Grendar, Marian; Judge, George G. - Department of Agricultural and Resource Economics, … - 2006

in this paper. Large Deviations Theory is used to evaluate the choice of estimator in the case of two fundamental …

Persistent link: https://www.econbiz.de/10010676540

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