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Gupta, Varun; Zhang, Jiheng Approximations and optimal control for state-dependent limited processor sharing queues. (English) Zbl 1496.60113 Stoch. Syst. 12, No. 2, 205-225 (2022). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 90B22 93E20 PDFBibTeX XMLCite \textit{V. Gupta} and \textit{J. Zhang}, Stoch. Syst. 12, No. 2, 205--225 (2022; Zbl 1496.60113) Full Text: DOI arXiv
Braverman, Anton The prelimit generator comparison approach of Stein’s method. (English) Zbl 1496.60112 Stoch. Syst. 12, No. 2, 181-204 (2022). MSC: 60K25 90B22 60F05 PDFBibTeX XMLCite \textit{A. Braverman}, Stoch. Syst. 12, No. 2, 181--204 (2022; Zbl 1496.60112) Full Text: DOI arXiv
Liu, Tianyi; Chen, Zhehui; Zhou, Enlu; Zhao, Tuo A diffusion approximation theory of momentum stochastic gradient descent in nonconvex optimization. (English) Zbl 1489.90097 Stoch. Syst. 11, No. 4, 265-281 (2021). MSC: 90C20 90C15 90C52 PDFBibTeX XMLCite \textit{T. Liu} et al., Stoch. Syst. 11, No. 4, 265--281 (2021; Zbl 1489.90097) Full Text: DOI arXiv
Mandjes, Michel; Storm, Jaap A diffusion-based analysis of a multiclass road traffic network. (English) Zbl 1460.90063 Stoch. Syst. 11, No. 1, 60-81 (2021). MSC: 90B20 60F17 60K25 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{J. Storm}, Stoch. Syst. 11, No. 1, 60--81 (2021; Zbl 1460.90063) Full Text: DOI arXiv
Cohen, Asaf Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty. (English) Zbl 1447.60134 Stoch. Syst. 9, No. 4, 359-391 (2019). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{A. Cohen}, Stoch. Syst. 9, No. 4, 359--391 (2019; Zbl 1447.60134) Full Text: DOI arXiv
Ying, Lei On the approximation error of mean-field models. (English) Zbl 1446.60077 Stoch. Syst. 8, No. 2, 126-142 (2018). MSC: 60K25 60J60 90B15 90B22 PDFBibTeX XMLCite \textit{L. Ying}, Stoch. Syst. 8, No. 2, 126--142 (2018; Zbl 1446.60077) Full Text: DOI
Braverman, Anton; Dai, J. G.; Feng, Jiekun Stein’s method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models. (English) Zbl 1359.60108 Stoch. Syst. 6, No. 2, 301-366 (2016). MSC: 60K25 60F99 60J60 PDFBibTeX XMLCite \textit{A. Braverman} et al., Stoch. Syst. 6, No. 2, 301--366 (2016; Zbl 1359.60108) Full Text: DOI arXiv Euclid
Liu, Xin; Gong, Qi; Kulkarni, Vidyadhar G. Diffusion models for double-ended queues with renewal arrival processes. (English) Zbl 1331.60177 Stoch. Syst. 5, No. 1, 1-61 (2015). MSC: 60K25 60J60 60F05 60F17 60K05 90B22 PDFBibTeX XMLCite \textit{X. Liu} et al., Stoch. Syst. 5, No. 1, 1--61 (2015; Zbl 1331.60177) Full Text: DOI arXiv Euclid
Kang, Weining; Williams, Ruth J. Diffusion approximation for an input-queued switch operating under a maximum weight matching policy. (English) Zbl 1296.60212 Stoch. Syst. 2, No. 2, 277-321 (2012). MSC: 60J60 60J70 60K30 90B36 PDFBibTeX XMLCite \textit{W. Kang} and \textit{R. J. Williams}, Stoch. Syst. 2, No. 2, 277--321 (2012; Zbl 1296.60212) Full Text: DOI
Glasserman, Paul; Xu, Xingbo Portfolio rebalancing error with jumps and mean reversion in asset prices. (English) Zbl 1291.91193 Stoch. Syst. 1, No. 1, 109-145 (2011). MSC: 91G10 60F05 60H35 60J75 PDFBibTeX XMLCite \textit{P. Glasserman} and \textit{X. Xu}, Stoch. Syst. 1, No. 1, 109--145 (2011; Zbl 1291.91193) Full Text: DOI