Stochastic Systems
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 SSY Home > Vol. 3 (2013) 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. The Applied Probability Society is pleased to acknowledge the generous support of:

Brown University Library
Cambridge University Library
Columbia University Library
Cornell University Library
Stanford University Library

in partially financing the journal.

 Issue 1, Volume 3  
 Some new results on information percolation   Abstract | PDF
 
  Alain Bélanger and Gaston Giroux
 Pages: 1-10

 Stability of a stochastic model for demand-response   Abstract | PDF
 
  Jean-Yves Le Boudec and Dan-Cristian Tomozei
 Pages: 11-37

 On the convergence of simulation-based iterative methods for solving singular linear systems   Abstract | PDF
 
  Mengdi Wang and Dimitri P. Bertsekas
 Pages: 38-95

 Many-server queues with customer abandonment: Numerical analysis of their diffusion model   Abstract | PDF
 
  Shuangchi He and Jim Dai
 Pages: 96-146

 Directed random graphs with given degree distributions   Abstract | PDF
 
  Ningyuan Chen and Mariana Olvera-Cravioto
 Pages: 147-186

 Optimal paths in large deviations of symmetric reflected Brownian motion in the octant   Abstract | PDF
 
  Ziyu Liang and John J. Hasenbein
 Pages: 187-229

 A linear response bandit problem   Abstract | PDF
 
  Alexander Goldenshluger and Assaf Zeevi
 Pages: 230-261

 Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment   Abstract | PDF
 
  Otis B. Jennings and Amber L. Puha
 Pages: 262-321

 Issue 2, Volume 3  
 Tuning approximate dynamic programming policies for ambulance redeployment via direct search   Abstract | PDF
 
  Matthew S. Maxwell, Shane G. Henderson and Huseyin Topaloglu
 Pages: 322-361

 Learning loosely connected Markov random fields   Abstract | PDF
 
  Rui Wu, R. Srikant and Jian Ni
 Pages: 362-404

 The supermarket game   Abstract | PDF
 
  Jiaming Xu and Bruce Hajek
 Pages: 405-441

 Brownian inventory models with convex holding cost, Part 1: Average-optimal controls   Abstract | PDF
 
  Jim Dai and Dacheng Yao
 Pages: 442-499

 Brownian inventory models with convex holding cost, Part 2: Discount-optimal controls   Abstract | PDF
 
  Jim Dai and Dacheng Yao
 Pages: 500-573

 Two coupled Lévy queues with independent input   Abstract | PDF
 
  Jevgenijs Ivanovs and Onno Boxma
 Pages: 574-590

 Second order corrections for the limits of normalized ruin times in the presence of heavy tails   Abstract | PDF
 
  Dominik Kortschak and Søren Asmussen
 Pages: 591-633

 Additional Accepted Papers  
 Power identities for Lévy risk models under taxation and capital injections   Abstract | PDF
 
  Hansjörg Albrecher and Jevgenijs Ivanovs
 Pages: 1-16

 Large deviations of the interference in the Ginibre network model   Abstract | PDF
 
  Giovanni Luca Torrisi and Emilio Leonardi
 Pages: 1-33

 Two-parameter sample path large deviations for infinite-server queues   Abstract | PDF
 
  Jose H. Blanchet, Xinyun Chen and Henry Lam
 Pages: 1-44

 Large deviation asymptotics for busy periods   Abstract | PDF
 
  Ken R. Duffy and Sean P. Meyn
 Pages: 1-20

 Distributed user profiling via spectral methods   Abstract | PDF
 
  Dan-Cristian Tomozei and Laurent Massoulié
 Pages: 1-43

 Mean square convergence rates for maximum quasi-likelihood estimators   Abstract | PDF
 
  Arnoud den Boer and Bert Zwart
 Pages: 1-29

 Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization   Abstract | PDF
 
  Anatoli Juditsky and Yuri Nesterov
 Pages: 1-37




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Stochastic Systems. ISSN: 1946-5238


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