Stochastic Systems
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 SSY Home > Vol. 4 (2014) 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 4  
 Distributed user profiling via spectral methods   Abstract | PDF
 
  Dan-Cristian Tomozei and Laurent Massoulié
 Pages: 1-43

 Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization   Abstract | PDF
 
  Anatoli Juditsky and Yuri Nesterov
 Pages: 44-80

 Queue-based random-access algorithms: Fluid limits and stability issues   Abstract | PDF
 
  Javad Ghaderi, Sem C. Borst and Philip A. Whiting
 Pages: 81-156

 Power identities for Lévy risk models under taxation and capital injections   Abstract | PDF
 
  Hansjörg Albrecher and Jevgenijs Ivanovs
 Pages: 157-172

 Large deviations of the interference in the Ginibre network model   Abstract | PDF
 
  Giovanni Luca Torrisi and Emilio Leonardi
 Pages: 173-205

 Two-parameter sample path large deviations for infinite-server queues   Abstract | PDF
 
  Jose H. Blanchet, Xinyun Chen and Henry Lam
 Pages: 206-249

 A skill based parallel service system under FCFS-ALIS ‒ steady state, overloads and abandonments   Abstract | PDF
 
  Ivo Adan and Gideon Weiss
 Pages: 250-299

 Large deviation asymptotics for busy periods   Abstract | PDF
 
  Ken R. Duffy and Sean P. Meyn
 Pages: 300-319

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

 Bandwidth sharing networks with multiscale traffic   Abstract | PDF
 
  Mathieu Feuillet, Matthieu Jonckheere and Balakrishna J. Prabhu
 Pages: 1-30

 On the dynamic control of matching queues   Abstract | PDF
 
  Itai Gurvich and Amy R. Ward
 Pages: 1-45

 Resource sharing networks: Overview and an open problem   Abstract | PDF
 
  J. Michael Harrison, Chinmoy V. Mandayam, Devavrat Shah and Yang Yang
 Pages: 1-32

 State-independent importance sampling for random walks with regularly varying increments   Abstract | PDF
 
  Karthyek Rajhaa Annaswamy Murthy, Sandeep Juneja and Jose Blanchet
 Pages: 1-54

 A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications   Abstract | PDF
 
  Ning Cai and Chao Shi
 Pages: 1-45




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Stochastic Systems. ISSN: 1946-5238


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