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  • Search: subject:"sample path large deviations"
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Year of publication
Subject
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Sample path large deviations 4 optimal paths 4 rate function 4 Mathematische Optimierung 2 Probability theory 2 Wahrscheinlichkeitsrechnung 2 Warteschlangentheorie 2 sample path large deviations 2 Euler-Lagrange equations 1 Evolutionary game theory 1 Evolutionäre Spieltheorie 1 Game theory 1 Laplace principle 1 Lindley recursion 1 Markov chain 1 Markov chains 1 Markov-Kette 1 Mathematical programming 1 Queueing theory 1 Random Walk 1 Random walk 1 Spieltheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic game 1 Stochastic process 1 Stochastischer Prozess 1 Stochastisches Spiel 1 Theorie 1 Theory 1 busy period asymptotics 1 congestion games 1 evolutionary game theory 1 heavy tails 1 potential games 1 reneging 1 sample-path large deviations 1 single-server queue 1 stochastic stability 1 the reneging paradox 1
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Online availability
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Free 4 Undetermined 3
Type of publication
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Book / Working Paper 4 Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 5 Undetermined 2
Author
All
Ridder, Ad 4 Shwartz, Adam 4 Atar, Rami 1 Bazhba, Mihail 1 Blanchet, Jose 1 Budhiraja, Amarjit 1 Dupuis, Paul 1 Rhee, Chang-Han 1 Sandholm, William H. 1 Staudigl, Mathias 1 Wu, Ruoyu 1 Zwart, Bert 1
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Institution
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Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Mathematics of operations research 3 Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
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ECONIS (ZBW) 4 RePEc 2 EconStor 1
Showing 1 - 7 of 7
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Sample-path large deviations for unbounded additive functionals of the reflected random walk
Bazhba, Mihail; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert - In: Mathematics of operations research 50 (2025) 1, pp. 711-742
Persistent link: https://www.econbiz.de/10015211764
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Large deviations for the single-server queue and the reneging paradox
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu - In: Mathematics of operations research 47 (2022) 1, pp. 232-258
Persistent link: https://www.econbiz.de/10013364860
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Sample path large deviations for stochastic evolutionary game dynamics
Sandholm, William H.; Staudigl, Mathias - In: Mathematics of operations research 43 (2018) 4, pp. 1348-1377
Persistent link: https://www.econbiz.de/10011957096
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Large deviations without principle : join the shortest queue
Ridder, Ad; Shwartz, Adam - 2005
We develop a methodology for studying large deviations type questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...
Persistent link: https://www.econbiz.de/10011342544
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Cover Image
Large Deviations without Principle: Join the Shortest Queue
Ridder, Ad; Shwartz, Adam - 2004
We develop a methodology for studying large deviations type questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...
Persistent link: https://www.econbiz.de/10010325426
Saved in:
Cover Image
Large Deviations without Principle: Join the Shortest Queue
Ridder, Ad; Shwartz, Adam - Tinbergen Instituut - 2004
This discussion paper resulted in a publication in the <I>Mathematical Methods of Operations Research</I> (2005). Volume 62, issue 3, pages 467-483.<P> We develop a methodology for studying "large deviations type" questions. Our approach does not require that the large deviations principle holds, and is...</p></i>
Persistent link: https://www.econbiz.de/10011257602
Saved in:
Cover Image
Large Deviations without Principle: Join the Shortest Queue
Ridder, Ad; Shwartz, Adam - Tinbergen Institute - 2004
We develop a methodology for studying "large deviations type" questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...
Persistent link: https://www.econbiz.de/10005144565
Saved in:
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