Stochastic Systems
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 SSY Home > Vol. 2 (2012) 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 2  
 On the power of (even a little) resource pooling   Abstract | PDF
 
  John N. Tsitsiklis and Kuang Xu
 Pages: 1-66

 Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes   Abstract | PDF
 
  Masakiyo Miyazawa and Bert Zwart
 Pages: 67-114

 Flow-level convergence and insensitivity for multi-class queueing networks   Abstract | PDF
 
  Neil S. Walton
 Pages: 115-148

 Spectral gap of the Erlang A model in the Halfin-Whitt regime   Abstract | PDF
 
  Johan S.H. van Leeuwaarden and Charles Knessl
 Pages: 149-207

 Stability of a Markov-modulated Markov chain, with application to a wireless network governed by two protocols   Abstract | PDF
 
  Sergey Foss, Seva Shneer and Andrey Turlikov
 Pages: 208-231

 Issue 2, Volume 2  
 Asymptotically optimal dynamic pricing for network revenue management   Abstract | PDF
 
  Rami Atar and Martin I. Reiman
 Pages: 232-276

 Diffusion approximation for an input-queued switch operating under a maximum weight matching policy   Abstract | PDF
 
  Weining Kang and Ruth J. Williams
 Pages: 277-321

 Asymptotics of the invariant measure in mean field models with jumps   Abstract | PDF
 
  Vivek Shripad Borkar and Rajesh Sundaresan
 Pages: 322-380

 Tightness of invariant distributions of a large-scale flexible service system under a priority discipline   Abstract | PDF
 
  Alexander L. Stolyar and Elena Yudovina
 Pages: 381-408

 Asynchronous stochastic approximation with differential inclusions   Abstract | PDF
 
  Steven Perkins and David S. Leslie
 Pages: 409-446

 Additional Accepted Papers  
 Many-server queues with customer abandonment: Numerical analysis of their diffusion model   Abstract | PDF
 
  Shuangchi He and Jim Dai
 Pages: 1-51

 Brownian inventory models with convex holding cost, Part 1: Average-optimal controls   Abstract | PDF
 
  Jim Dai and Dacheng Yao
 Pages: 1-58

 Brownian inventory models with convex holding cost, Part 2: Discount-optimal controls   Abstract | PDF
 
  Jim Dai and Dacheng Yao
 Pages: 1-74

 Stability of a stochastic model for demand-response   Abstract | PDF
 
  Jean-Yves Le Boudec and Dan-Cristian Tomozei
 Pages: 1-27

 Some new results on information percolation   Abstract | PDF
 
  Alain Belanger and Gaston Giroux
 Pages: 1-10

 On the convergence of simulation-based iterative methods for solving singular linear systems   Abstract | PDF
 
  Mengdi Wang and Dimitri P. Bertsekas
 Pages: 1-58

 Directed random graphs with given degree distributions   Abstract | PDF
 
  Ningyuan Chen and Mariana Olvera-Cravioto
 Pages: 1-40




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Stochastic Systems. ISSN: 1946-5238


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