Stochastic Systems
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 SSY Home > Vol. 1 (2011) open journal systems 

Focusing on the interface of applied probability and operations research, Stochastic Systems is the flagship journal of the INFORMS Applied Probability Society and is published through a cooperative agreement between INFORMS and the Institute of Mathematical Statistics. This open-access journal seeks to publish high-quality papers that substantively contribute to the modeling, analysis, and control of stochastic systems. The contribution may lie in the formulation of new mathematical models, in the development of new mathematical methods, or in the innovative application of existing methods.

A partial list of applications domains that are germane to this journal include: service operations; logistics, transportation, and communications networks (including the Internet); computer systems; finance and risk management; manufacturing operations and supply chains; and revenue management.

Stochastic Systems is sponsored by INFORMS Applied Probability Society.

 Issue 1, Volume 1  
 Diffusion limits for shortest remaining processing time queues   Abstract | PDF
 
  H. Christian Gromoll, Lukasz Kruk and Amber L. Puha
 Pages: 1-16

 Solving variational inequalities with stochastic mirror-prox algorithm   Abstract | PDF
 
  Anatoli B. Juditsky, Arkadi S. Nemirovski and Claire Tauvel
 Pages: 17-58

 An ODE for an overloaded X model involving a stochastic averaging principle   Abstract | PDF
 
  Ohad Perry and Ward Whitt
 Pages: 59-108

 Portfolio rebalancing error with jumps and mean reversion in asset prices   Abstract | PDF
 
  Paul Glasserman and Xingbo Xu
 Pages: 109-145

 Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution   Abstract | PDF
 
  Jim Dai and Masakiyo Miyazawa
 Pages: 146-208

 Issue 2, Volume 1  
 On the superposition of heterogeneous traffic at large time scales   Abstract | PDF
 
  Luis Lopez-Oliveros and Sidney I. Resnick
 Pages: 209-245

 The missing piece syndrome in peer-to-peer communication   Abstract | PDF
 
  Bruce Hajek and Ji Zhu
 Pages: 246-273

 Subsampling algorithms for semidefinite programming   Abstract | PDF
 
  Alexandre W. d'Aspremont
 Pages: 274-305

 Analysis of a splitting estimator for rare event probabilities in Jackson networks   Abstract | PDF
 
  Jose Blanchet, Kevin Leder and Yixi Shi
 Pages: 306-339

 Nearly periodic behavior in the overloaded G/D/s+GI queue   Abstract | PDF
 
  Yunan Liu and Ward Whitt
 Pages: 340-410

 Lévy-driven polling systems and continuous-state branching processes   Abstract | PDF
 
  Onno Boxma, Jevgenijs Ivanovs, Kamil Marcin Kosiński and Michel Mandjes
 Pages: 411-436




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Stochastic Systems. ISSN: 1946-5238


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