## Stochastic Systems

 Short Title: Stoch. Syst. Publisher: Institute for Operations Research and the Management Sciences (INFORMS), Applied Probability Society (APS), Catonsville, MD; Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD ISSN: 1946-5238/e Online: https://pubsonline.informs.org/loi/stsyhttps://projecteuclid.org/all/euclid.ssy Comments: Indexed cover-to-cover; Published electronic only as of Vol. 1 (2011). This journal is available open access.
 Documents Indexed: 160 Publications (since 2011) References Indexed: 143 Publications with 4,493 References.
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### Latest Issues

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### Authors

 7 Whitt, Ward 6 Dai, J. G. (Jim) 6 Mandjes, Michel Robertus Hendrikus 6 van Leeuwaarden, Johan S. H. 6 Zwart, Bert P. 5 Atar, Rami 5 Borst, Sem C. 4 Blanchet, Jose H. 4 Tsitsiklis, John N. 3 Borkar, Vivek Shripad 3 Boxma, Onno Johan 3 Braverman, Anton 3 Chen, Xinyun 3 Ivanovs, Jevgeņijs 3 Lipshutz, David 3 Liu, Yunan 3 Maguluri, Siva Theja 3 Miyazawa, Masakiyo 3 Pang, Guodong 3 Puha, Amber L. 3 Shah, Devavrat 3 Stolyar, Alexander L. 3 Ward, Amy R. 3 Whiting, Philip A. 3 Williams, Ruth J. 2 Arapostathis, Aristotle 2 Arlotto, Alessandro 2 Gamarnik, David 2 Glynn, Peter W. 2 Goldenshluger, Alexander 2 Gurvich, Itai 2 Hajek, Bruce Edward 2 Hassin, Refael 2 Heemskerk, Mariska 2 Hurtado-Lange, Daniela 2 Iyer, Krishnamurthy 2 Juditsky, Anatoli B. 2 Kruk, Łukasz 2 Leder, Kevin 2 Liu, Xin 2 Mukherjee, Debankur 2 Olvera-Cravioto, Mariana 2 Özkan, Erhun 2 Perry, Ohad 2 Resnick, Sidney Ira 2 Sirignano, Justin A. 2 Spiliopoulos, Konstantinos V. 2 Tomozei, Dan-Cristian 2 Topaloglu, Huseyin 2 Walton, Neil S. 2 Xu, Kuang 2 Yao, Dacheng 2 Zeevi, Assaf J. 2 Zhong, Yuan 1 Adan, Ivo J. B. F. 1 Akan, Mustafa 1 Albrecher, Hansjörg 1 Aldous, David John 1 Anselmi, Jonatha 1 Aprahamian, Hrayer 1 Armony, Mor 1 Arnosti, Nick 1 Asmussen, Søren 1 Ata, Baris 1 Aveklouris, Angelos 1 Bar-Lev, Shaul K. 1 Bélanger, Alain 1 Bertsekas, Dimitri Panteli 1 Besbes, Omar 1 Bet, Gianmarco 1 Bish, Douglas R. 1 Bish, Ebru K. 1 Biswas, Anup 1 Boţ, Radu Ioan 1 Budhiraja, Amarjit S. 1 Cai, Ning 1 Cecchi, Fabio 1 Chen, Ningyuan 1 Chen, Zhehui 1 Cohen, Asaf 1 Das, Anirban 1 Das, Bikramjit 1 d’Aspremont, Alexandre 1 Daw, Andrew 1 Del Moral, Pierre 1 den Boer, Arnoud V. 1 Doroudi, Sherwin 1 Down, Douglas G. 1 Duffy, Ken R. 1 Dupuis, Paul G. 1 Erturk, Mine Su 1 Farias, Vivek F. 1 Feng, Jiekun 1 Feuillet, Mathieu 1 Filipović, Damir 1 Foss, Sergey G. 1 Fralix, Brian H. 1 Franceschi, Sandro 1 Frazier, Peter I. 1 Fu, Yingjia ...and 159 more Authors
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### Fields

 133 Probability theory and stochastic processes (60-XX) 87 Operations research, mathematical programming (90-XX) 27 Computer science (68-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Systems theory; control (93-XX) 17 Statistics (62-XX) 8 Numerical analysis (65-XX) 7 Combinatorics (05-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX)

### Citations contained in zbMATH Open

111 Publications have been cited 694 times in 550 Documents Cited by Year
Solving variational inequalities with stochastic mirror-prox algorithm. Zbl 1291.49006
Juditsky, Anatoli B.; Nemirovski, Arkadi S.; Tauvel, Claire
2011
On patient flow in hospitals: a data-based queueing-science perspective. Zbl 1359.60116
Armony, Mor; Israelit, Shlomo; Mandelbaum, Avishai; Marmor, Yariv N.; Tseytlin, Yulia; Yom-Tov, Galit B.
2015
Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization. Zbl 1297.90097
Juditsky, Anatoli; Nesterov, Yuri
2014
Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution. Zbl 1291.60168
Dai, Jim G.; Miyazawa, Masakiyo
2011
On the dynamic control of matching queues. Zbl 1327.60177
Gurvich, Itai; Ward, Amy
2014
A skill based parallel service system under FCFS-ALIS – steady state, overloads, and abandonments. Zbl 1305.60091
2014
On the power of (even a little) resource pooling. Zbl 1296.60253
Tsitsiklis, John N.; Xu, Kuang
2012
Brownian inventory models with convex holding cost. I: Average-optimal controls. Zbl 1295.60096
Dai, Jim; Yao, Dacheng
2013
Directed random graphs with given degree distributions. Zbl 1297.05212
Chen, Ningyuan; Olvera-Cravioto, Mariana
2013
Brownian inventory models with convex holding cost. II: Discount-optimal controls. Zbl 1298.60084
Dai, Jim; Yao, Dacheng
2013
Queues driven by Hawkes processes. Zbl 1446.60064
Daw, Andrew; Pender, Jamol
2018
Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067
Albrecher, Hansjörg; Ivanovs, Jevgenijs
2014
Spectral gap of the Erlang A model in the Halfin-Whitt regime. Zbl 1296.60256
van Leeuwaarden, Johan S. H.; Knessl, Charles
2012
Stein’s method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models. Zbl 1359.60108
Braverman, Anton; Dai, J. G.; Feng, Jiekun
2016
A linear response bandit problem. Zbl 1352.91009
Goldenshluger, Alexander; Zeevi, Assaf
2013
Diffusion models for double-ended queues with renewal arrival processes. Zbl 1331.60177
Liu, Xin; Gong, Qi; Kulkarni, Vidyadhar G.
2015
The morphing of fluid queues into Markov-modulated Brownian motion. Zbl 1336.60151
Latouche, Guy; Nguyen, Giang T.
2015
Heavy traffic approximation for the stationary distribution of a generalized Jackson network: the BAR approach. Zbl 1370.60162
Braverman, Anton; Dai, J. G.; Miyazawa, Masakiyo
2017
Dynamic matching for real-time ride sharing. Zbl 1446.90064
Özkan, Erhun; Ward, Amy R.
2020
An ODE for an overloaded $$X$$ model involving a stochastic averaging principle. Zbl 1291.60191
2011
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
2011
Tightness of invariant distributions of a large-scale flexible service system under a priority discipline. Zbl 1296.60252
Stolyar, Alexander L.; Yudovina, Elena
2012
Heavy traffic queue length behavior in a switch under the MaxWeight algorithm. Zbl 1356.60146
Maguluri, Siva Theja; Srikant, R.
2016
Queue-based random-access algorithms: fluid limits and stability issues. Zbl 1301.60104
2014
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
2017
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees. Zbl 1390.60121
Lakner, Peter; Reed, Josh; Simatos, Florian
2017
Diffusion limits for shortest remaining processing time queues. Zbl 1291.60187
Gromoll, H. Christian; Kruk, Łukasz; Puha, Amber L.
2011
The supermarket game. Zbl 1311.60109
Xu, Jiaming; Hajek, Bruce
2013
An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic. Zbl 1310.60124
Atar, Rami; Shifrin, Mark
2014
Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime. Zbl 1331.60180
Stolyar, Alexander L.
2015
Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes. Zbl 1296.60249
Miyazawa, Masakiyo; Zwart, Bert
2012
Asynchronous stochastic approximation with differential inclusions. Zbl 1311.62125
Perkins, Steven; Leslie, David S.
2012
Many-server queues with customer abandonment: numerical analysis of their diffusion model. Zbl 1296.60243
He, Shuangchi; Dai, Jim
2013
Universality of power-of-$$d$$ load balancing in many-server systems. Zbl 1446.60073
Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A.
2018
Resource sharing networks: overview and an open problem. Zbl 1314.68024
Harrison, J. Michael; Mandayam, Chinmoy; Shah, Devavrat; Yang, Yang
2014
Asymptotics of the invariant measure in mean field models with jumps. Zbl 1296.60258
2012
Two coupled Lévy queues with independent input. Zbl 1296.60241
Boxma, Onno; Ivanovs, Jevgenijs
2013
Clearing analysis on phases: exact limiting probabilities for skip-free, unidirectional, quasi-birth-death processes. Zbl 1359.60096
Doroudi, Sherwin; Fralix, Brian; Harchol-Balter, Mor
2016
Heavy-traffic limits for a fork-join networkin the Halfin-Whitt regime. Zbl 1359.60045
Lu, Hongyuan; Pang, Guodong
2016
Models with hidden regular variation: generation and detection. Zbl 1346.60073
Das, Bikramjit; Resnick, Sidney I.
2015
Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach. Zbl 1365.60072
Franceschi, Sandro; Kourkova, Irina
2017
Polynomial jump-diffusion models. Zbl 1450.60038
2020
A blood bank model with perishable blood and demand impatience. Zbl 1390.60340
Bar-Lev, Shaul K.; Boxma, Onno; Mathijsen, Britt; Perry, David
2017
Nearly periodic behavior in the overloaded $$G/D/s+GI$$ queue. Zbl 1291.60189
Liu, Yunan; Whitt, Ward
2011
Tuning approximate dynamic programming policies for ambulance redeployment via direct search. Zbl 1295.90099
Maxwell, Matthew S.; Henderson, Shane G.; Topaloglu, Huseyin
2013
Delay, memory, and messaging tradeoffs in distributed service systems. Zbl 1446.60066
Gamarnik, David; Tsitsiklis, John N.; Zubeldia, Martin
2018
Optimal exploration-exploitation in a multi-armed bandit problem with non-stationary rewards. Zbl 1447.93371
Besbes, Omar; Gur, Yonatan; Zeevi, Assaf
2019
On queue-size scaling for input-queued switches. Zbl 1355.60118
Shah, D.; Tsitsiklis, J. N.; Zhong, Y.
2016
Heavy-traffic limit for the initial content process. Zbl 1367.60115
Korhan Aras, A.; Liu, Yunan; Whitt, Ward
2017
Transform methods for heavy-traffic analysis. Zbl 1456.60240
2020
The missing piece syndrome in peer-to-peer communication. Zbl 1291.68033
Hajek, Bruce; Zhu, Ji
2011
Stability of a Markov-modulated Markov chain, with application to a wireless network governed by two protocols. Zbl 1292.93139
Foss, Sergey; Shneer, Seva; Turlikov, Andrey
2012
Asymptotically optimal dynamic pricing for network revenue management. Zbl 1293.91069
Atar, Rami; Reiman, Martin I.
2012
A concentration bound for stochastic approximation via Alekseev’s formula. Zbl 1442.62187
Thoppe, Gugan; Borkar, Vivek
2019
Optimal control of Markov-modulated multiclass many-server queues. Zbl 1446.60061
Arapostathis, Ari; Das, Anirban; Pang, Guodong; Zheng, Yi
2019
Minimizing the maximum expected waiting time in a periodic single-server queue with a service-rate control. Zbl 1446.60071
Ma, Ni; Whitt, Ward
2019
Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty. Zbl 1447.60134
Cohen, Asaf
2019
Chattering and congestion collapse in an overload switching control. Zbl 1356.60155
2016
Solving the drift control problem. Zbl 1350.60088
Matoglu, Melda Ormeci; Vate, John Vande; Wang, Huizhu
2015
Diffusion approximation for an input-queued switch operating under a maximum weight matching policy. Zbl 1296.60212
Kang, Weining; Williams, Ruth J.
2012
Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment. Zbl 1296.60244
Jennings, Otis B.; Puha, Amber L.
2013
Uniformly bounded regret in the multisecretary problem. Zbl 1446.60033
Arlotto, Alessandro; Gurvich, Itai
2019
Dynamic scheduling for parallel server systems in heavy traffic: graphical structure, decoupled workload matrix and some sufficient conditions for solvability of the Brownian control problem. Zbl 1356.60156
Pesic, V.; Williams, R. J.
2016
Randomized assignment of jobs to servers in heterogeneous clusters of shared servers for low delay. Zbl 1356.60150
Mukhopadhyay, Arpan; Karthik, A.; Mazumdar, Ravi R.
2016
Asymptotic behavior of a critical fluid model for a processor sharing queue via relative entropy. Zbl 1359.60113
Puha, Amber L.; Williams, Ruth J.
2016
Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies. Zbl 1336.60175
Anselmi, Jonatha; Gaujal, Bruno; Nesti, Tommaso
2015
Distributed user profiling via spectral methods. Zbl 1315.68024
Tomozei, Dan-Cristian; Massoulié, Laurent
2014
Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066
Blanchet, Jose; Chen, Xinyun; Lam, Henry
2014
Large deviation asymptotics for busy periods. Zbl 1310.60130
Duffy, Ken R.; Meyn, Sean P.
2014
Waves in a spatial queue. Zbl 1364.60108
Aldous, David
2017
Functional limit theorems for shot noise processes with weakly dependent noises. Zbl 1450.60029
Pang, Guodong; Zhou, Yuhang
2020
Stochastic gradient descent in continuous time: a central limit theorem. Zbl 1450.60020
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
An ergodic control problem for many-server multiclass queueing systems with cross-trained servers. Zbl 1382.93036
Biswas, Anup
2017
Optimal admission control for many-server systems with QED-driven revenues. Zbl 1390.90255
Sanders, Jaron; Borst, S. C.; Janssen, A. J. E. M.; van Leeuwaarden, J. S. H.
2017
Analysis of a splitting estimator for rare event probabilities in Jackson networks. Zbl 1291.60150
Blanchet, Jose; Leder, Kevin; Shi, Yixi
2011
Optimal paths in large deviations of symmetric reflected Brownian motion in the octant. Zbl 1323.60046
Liang, Ziyu; Hasenbein, John J.
2013
Learning loosely connected Markov random fields. Zbl 1352.62133
Wu, Rui; Srikant, R.; Ni, Jian
2013
Delay-based service differentiation with many servers and time-varying arrival rates. Zbl 1446.60075
Sun, Xu; Whitt, Ward
2018
Mean field equilibria for resource competition in spatial settings. Zbl 1445.91025
Yang, Pu; Iyer, Krishnamurthy; Frazier, Peter
2018
Moderate deviations for recursive stochastic algorithms. Zbl 1335.60050
Dupuis, Paul; Johnson, Dane
2015
Giant component in random multipartite graphs with given degree sequences. Zbl 1358.05258
Gamarnik, David; Misra, Sidhant
2015
Large deviations of the interference in the Ginibre network model. Zbl 1323.60048
Torrisi, Giovanni Luca; Leonardi, Emilio
2014
Static risk-based group testing schemes under imperfectly observable risk. Zbl 1461.62077
Aprahamian, Hrayer; Bish, Ebru K.; Bish, Douglas R.
2020
Detecting Markov chain instability: a Monte Carlo approach. Zbl 1390.60332
Mandjes, M.; Patch, B.; Walton, N. S.
2017
Subsampling algorithms for semidefinite programming. Zbl 1291.90169
d’Aspremont, Alexandre
2011
Some new results on information percolation. Zbl 1296.91244
Bélanger, Alain; Giroux, Gaston
2013
Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Zbl 1300.60108
Kortschak, Dominik; Asmussen, Søren
2013
Empirical $$Q$$-value iteration. Zbl 1461.68184
Kalathil, Dileep; Borkar, Vivek S.; Jain, Rahul
2021
A diffusion-based analysis of a multiclass road traffic network. Zbl 1460.90063
Mandjes, Michel; Storm, Jaap
2021
Distributional properties of the mixture of continuous-time absorbing Markov chains moving at different speeds. Zbl 1446.60054
Surya, B. A.
2018
Heavy-traffic limit of the $$GI/GI/1$$ stationary departure process and its variance function. Zbl 1446.60076
Whitt, Ward; You, Wei
2018
Asynchronous optimization over weakly coupled renewal systems. Zbl 1446.60060
Wei, Xiaohan; Neely, Michael J.
2018
When fixed price meets priority auctions: competing firms with different pricing and service rules. Zbl 1443.91166
Gao, Jiayang; Iyer, Krishnamurthy; Topaloglu, Huseyin
2019
Glynn, Peter W.; Olvera-Cravioto, Mariana
2019
A Monte Carlo method for estimating sensitivities of reflected diffusions in convex polyhedral domains. Zbl 07213005
Lipshutz, David; Ramanan, Kavita
2019
Nonparametric estimation of service time characteristics in infinite-server queues with nonstationary Poisson input. Zbl 1446.60067
Goldenshluger, Alexander; Koops, David T.
2019
Open problem: Convergence and asymptotic optimality of the relative value iteration in ergodic control. Zbl 1447.93370
Arapostathis, Ari
2019
Open problem: Load balancing using delayed information. Zbl 1446.60070
Lipshutz, David
2019
Join idle queue with service elasticity: large-scale asymptotics of a nonmonotone system. Zbl 1447.60138
Mukherjee, Debankur; Stolyar, Alexander
2019
Convergence properties of weighted particle islands with application to the double bootstrap algorithm. Zbl 1381.60069
Del Moral, Pierre; Moulines, Eric; Olsson, Jimmy; Vergé, Christelle
2016
Erratum to: “Transform methods for heavy-traffic analysis”. Zbl 1489.60146
2022
Empirical $$Q$$-value iteration. Zbl 1461.68184
Kalathil, Dileep; Borkar, Vivek S.; Jain, Rahul
2021
A diffusion-based analysis of a multiclass road traffic network. Zbl 1460.90063
Mandjes, Michel; Storm, Jaap
2021
Minibatch forward-backward-forward methods for solving stochastic variational inequalities. Zbl 1489.90195
Boţ, Radu Ioan; Mertikopoulos, Panayotis; Staudigl, Mathias; Vuong, Phan Tu
2021
Efficient steady-state simulation of high-dimensional stochastic networks. Zbl 07547871
Blanchet, Jose; Chen, Xinyun; Si, Nian; Glynn, Peter W.
2021
Dynamic matching for real-time ride sharing. Zbl 1446.90064
Özkan, Erhun; Ward, Amy R.
2020
Polynomial jump-diffusion models. Zbl 1450.60038
2020
Transform methods for heavy-traffic analysis. Zbl 1456.60240
2020
Functional limit theorems for shot noise processes with weakly dependent noises. Zbl 1450.60029
Pang, Guodong; Zhou, Yuhang
2020
Stochastic gradient descent in continuous time: a central limit theorem. Zbl 1450.60020
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Static risk-based group testing schemes under imperfectly observable risk. Zbl 1461.62077
Aprahamian, Hrayer; Bish, Ebru K.; Bish, Douglas R.
2020
Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards. Zbl 1441.90103
Arlotto, Alessandro; Xie, Xinchang
2020
Fluctuation bounds for the max-weight policy with applications to state space collapse. Zbl 1462.90030
Sharifnassab, Arsalan; Tsitsiklis, John N.; Jamaloddin Golestani, S.
2020
Big jobs arrive early: from critical queues to random graphs. Zbl 1456.60238
Bet, Gianmarco; van der Hofstad, Remco; van Leeuwaarden, Johan S. H.
2020
Optimal exploration-exploitation in a multi-armed bandit problem with non-stationary rewards. Zbl 1447.93371
Besbes, Omar; Gur, Yonatan; Zeevi, Assaf
2019
A concentration bound for stochastic approximation via Alekseev’s formula. Zbl 1442.62187
Thoppe, Gugan; Borkar, Vivek
2019
Optimal control of Markov-modulated multiclass many-server queues. Zbl 1446.60061
Arapostathis, Ari; Das, Anirban; Pang, Guodong; Zheng, Yi
2019
Minimizing the maximum expected waiting time in a periodic single-server queue with a service-rate control. Zbl 1446.60071
Ma, Ni; Whitt, Ward
2019
Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty. Zbl 1447.60134
Cohen, Asaf
2019
Uniformly bounded regret in the multisecretary problem. Zbl 1446.60033
Arlotto, Alessandro; Gurvich, Itai
2019
When fixed price meets priority auctions: competing firms with different pricing and service rules. Zbl 1443.91166
Gao, Jiayang; Iyer, Krishnamurthy; Topaloglu, Huseyin
2019
Glynn, Peter W.; Olvera-Cravioto, Mariana
2019
A Monte Carlo method for estimating sensitivities of reflected diffusions in convex polyhedral domains. Zbl 07213005
Lipshutz, David; Ramanan, Kavita
2019
Nonparametric estimation of service time characteristics in infinite-server queues with nonstationary Poisson input. Zbl 1446.60067
Goldenshluger, Alexander; Koops, David T.
2019
Open problem: Convergence and asymptotic optimality of the relative value iteration in ergodic control. Zbl 1447.93370
Arapostathis, Ari
2019
Open problem: Load balancing using delayed information. Zbl 1446.60070
Lipshutz, David
2019
Join idle queue with service elasticity: large-scale asymptotics of a nonmonotone system. Zbl 1447.60138
Mukherjee, Debankur; Stolyar, Alexander
2019
Queues driven by Hawkes processes. Zbl 1446.60064
Daw, Andrew; Pender, Jamol
2018
Universality of power-of-$$d$$ load balancing in many-server systems. Zbl 1446.60073
Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A.
2018
Delay, memory, and messaging tradeoffs in distributed service systems. Zbl 1446.60066
Gamarnik, David; Tsitsiklis, John N.; Zubeldia, Martin
2018
Delay-based service differentiation with many servers and time-varying arrival rates. Zbl 1446.60075
Sun, Xu; Whitt, Ward
2018
Mean field equilibria for resource competition in spatial settings. Zbl 1445.91025
Yang, Pu; Iyer, Krishnamurthy; Frazier, Peter
2018
Distributional properties of the mixture of continuous-time absorbing Markov chains moving at different speeds. Zbl 1446.60054
Surya, B. A.
2018
Heavy-traffic limit of the $$GI/GI/1$$ stationary departure process and its variance function. Zbl 1446.60076
Whitt, Ward; You, Wei
2018
Asynchronous optimization over weakly coupled renewal systems. Zbl 1446.60060
Wei, Xiaohan; Neely, Michael J.
2018
Heavy traffic approximation for the stationary distribution of a generalized Jackson network: the BAR approach. Zbl 1370.60162
Braverman, Anton; Dai, J. G.; Miyazawa, Masakiyo
2017
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
2017
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees. Zbl 1390.60121
Lakner, Peter; Reed, Josh; Simatos, Florian
2017
Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach. Zbl 1365.60072
Franceschi, Sandro; Kourkova, Irina
2017
A blood bank model with perishable blood and demand impatience. Zbl 1390.60340
Bar-Lev, Shaul K.; Boxma, Onno; Mathijsen, Britt; Perry, David
2017
Heavy-traffic limit for the initial content process. Zbl 1367.60115
Korhan Aras, A.; Liu, Yunan; Whitt, Ward
2017
Waves in a spatial queue. Zbl 1364.60108
Aldous, David
2017
An ergodic control problem for many-server multiclass queueing systems with cross-trained servers. Zbl 1382.93036
Biswas, Anup
2017
Optimal admission control for many-server systems with QED-driven revenues. Zbl 1390.90255
Sanders, Jaron; Borst, S. C.; Janssen, A. J. E. M.; van Leeuwaarden, J. S. H.
2017
Detecting Markov chain instability: a Monte Carlo approach. Zbl 1390.60332
Mandjes, M.; Patch, B.; Walton, N. S.
2017
Stein’s method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models. Zbl 1359.60108
Braverman, Anton; Dai, J. G.; Feng, Jiekun
2016
Heavy traffic queue length behavior in a switch under the MaxWeight algorithm. Zbl 1356.60146
Maguluri, Siva Theja; Srikant, R.
2016
Clearing analysis on phases: exact limiting probabilities for skip-free, unidirectional, quasi-birth-death processes. Zbl 1359.60096
Doroudi, Sherwin; Fralix, Brian; Harchol-Balter, Mor
2016
Heavy-traffic limits for a fork-join networkin the Halfin-Whitt regime. Zbl 1359.60045
Lu, Hongyuan; Pang, Guodong
2016
On queue-size scaling for input-queued switches. Zbl 1355.60118
Shah, D.; Tsitsiklis, J. N.; Zhong, Y.
2016
Chattering and congestion collapse in an overload switching control. Zbl 1356.60155
2016
Dynamic scheduling for parallel server systems in heavy traffic: graphical structure, decoupled workload matrix and some sufficient conditions for solvability of the Brownian control problem. Zbl 1356.60156
Pesic, V.; Williams, R. J.
2016
Randomized assignment of jobs to servers in heterogeneous clusters of shared servers for low delay. Zbl 1356.60150
Mukhopadhyay, Arpan; Karthik, A.; Mazumdar, Ravi R.
2016
Asymptotic behavior of a critical fluid model for a processor sharing queue via relative entropy. Zbl 1359.60113
Puha, Amber L.; Williams, Ruth J.
2016
Convergence properties of weighted particle islands with application to the double bootstrap algorithm. Zbl 1381.60069
Del Moral, Pierre; Moulines, Eric; Olsson, Jimmy; Vergé, Christelle
2016
Construction of asymptotically optimal control for crisscross network from a free boundary problem. Zbl 1359.60109
Budhiraja, Amarjit; Liu, Xin; Saha, Subhamay
2016
On patient flow in hospitals: a data-based queueing-science perspective. Zbl 1359.60116
Armony, Mor; Israelit, Shlomo; Mandelbaum, Avishai; Marmor, Yariv N.; Tseytlin, Yulia; Yom-Tov, Galit B.
2015
Diffusion models for double-ended queues with renewal arrival processes. Zbl 1331.60177
Liu, Xin; Gong, Qi; Kulkarni, Vidyadhar G.
2015
The morphing of fluid queues into Markov-modulated Brownian motion. Zbl 1336.60151
Latouche, Guy; Nguyen, Giang T.
2015
Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime. Zbl 1331.60180
Stolyar, Alexander L.
2015
Models with hidden regular variation: generation and detection. Zbl 1346.60073
Das, Bikramjit; Resnick, Sidney I.
2015
Solving the drift control problem. Zbl 1350.60088
Matoglu, Melda Ormeci; Vate, John Vande; Wang, Huizhu
2015
Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies. Zbl 1336.60175
Anselmi, Jonatha; Gaujal, Bruno; Nesti, Tommaso
2015
Moderate deviations for recursive stochastic algorithms. Zbl 1335.60050
Dupuis, Paul; Johnson, Dane
2015
Giant component in random multipartite graphs with given degree sequences. Zbl 1358.05258
Gamarnik, David; Misra, Sidhant
2015
Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization. Zbl 1297.90097
Juditsky, Anatoli; Nesterov, Yuri
2014
On the dynamic control of matching queues. Zbl 1327.60177
Gurvich, Itai; Ward, Amy
2014
A skill based parallel service system under FCFS-ALIS – steady state, overloads, and abandonments. Zbl 1305.60091
2014
Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067
Albrecher, Hansjörg; Ivanovs, Jevgenijs
2014
Queue-based random-access algorithms: fluid limits and stability issues. Zbl 1301.60104
2014
An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic. Zbl 1310.60124
Atar, Rami; Shifrin, Mark
2014
Resource sharing networks: overview and an open problem. Zbl 1314.68024
Harrison, J. Michael; Mandayam, Chinmoy; Shah, Devavrat; Yang, Yang
2014
Distributed user profiling via spectral methods. Zbl 1315.68024
Tomozei, Dan-Cristian; Massoulié, Laurent
2014
Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066
Blanchet, Jose; Chen, Xinyun; Lam, Henry
2014
Large deviation asymptotics for busy periods. Zbl 1310.60130
Duffy, Ken R.; Meyn, Sean P.
2014
Large deviations of the interference in the Ginibre network model. Zbl 1323.60048
Torrisi, Giovanni Luca; Leonardi, Emilio
2014
State-independent importance sampling for random walks with regularly varying increments. Zbl 1319.60094
Murthy, Karthyek R. A.; Juneja, Sandeep; Blanchet, Jose
2014
Mean square convergence rates for maximum quasi-likelihood estimators. Zbl 1309.62051
den Boer, Arnoud V.; Zwart, Bert
2014
A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications. Zbl 1310.44002
Cai, Ning; Shi, Chao
2014
Bandwidth sharing networks with multiscale traffic. Zbl 1309.90017
Feuillet, Mathieu; Jonckheere, Matthieu; Prabhu, Balakrishna
2014
Brownian inventory models with convex holding cost. I: Average-optimal controls. Zbl 1295.60096
Dai, Jim; Yao, Dacheng
2013
Directed random graphs with given degree distributions. Zbl 1297.05212
Chen, Ningyuan; Olvera-Cravioto, Mariana
2013
Brownian inventory models with convex holding cost. II: Discount-optimal controls. Zbl 1298.60084
Dai, Jim; Yao, Dacheng
2013
A linear response bandit problem. Zbl 1352.91009
Goldenshluger, Alexander; Zeevi, Assaf
2013
The supermarket game. Zbl 1311.60109
Xu, Jiaming; Hajek, Bruce
2013
Many-server queues with customer abandonment: numerical analysis of their diffusion model. Zbl 1296.60243
He, Shuangchi; Dai, Jim
2013
Two coupled Lévy queues with independent input. Zbl 1296.60241
Boxma, Onno; Ivanovs, Jevgenijs
2013
Tuning approximate dynamic programming policies for ambulance redeployment via direct search. Zbl 1295.90099
Maxwell, Matthew S.; Henderson, Shane G.; Topaloglu, Huseyin
2013
Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment. Zbl 1296.60244
Jennings, Otis B.; Puha, Amber L.
2013
Optimal paths in large deviations of symmetric reflected Brownian motion in the octant. Zbl 1323.60046
Liang, Ziyu; Hasenbein, John J.
2013
Learning loosely connected Markov random fields. Zbl 1352.62133
Wu, Rui; Srikant, R.; Ni, Jian
2013
Some new results on information percolation. Zbl 1296.91244
Bélanger, Alain; Giroux, Gaston
2013
Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Zbl 1300.60108
Kortschak, Dominik; Asmussen, Søren
2013
On the power of (even a little) resource pooling. Zbl 1296.60253
Tsitsiklis, John N.; Xu, Kuang
2012
Spectral gap of the Erlang A model in the Halfin-Whitt regime. Zbl 1296.60256
van Leeuwaarden, Johan S. H.; Knessl, Charles
2012
Tightness of invariant distributions of a large-scale flexible service system under a priority discipline. Zbl 1296.60252
Stolyar, Alexander L.; Yudovina, Elena
2012
Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes. Zbl 1296.60249
Miyazawa, Masakiyo; Zwart, Bert
2012
Asynchronous stochastic approximation with differential inclusions. Zbl 1311.62125
Perkins, Steven; Leslie, David S.
2012
Asymptotics of the invariant measure in mean field models with jumps. Zbl 1296.60258
2012
Stability of a Markov-modulated Markov chain, with application to a wireless network governed by two protocols. Zbl 1292.93139
Foss, Sergey; Shneer, Seva; Turlikov, Andrey
2012
...and 11 more Documents
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### Cited by 771 Authors

 20 Whitt, Ward 15 Pang, Guodong 14 Boxma, Onno Johan 14 Miyazawa, Masakiyo 11 Borst, Sem C. 11 van Leeuwaarden, Johan S. H. 10 Mandjes, Michel Robertus Hendrikus 9 Shanbhag, Uday V. 8 Gasnikov, Alexander V. 8 Kruk, Łukasz 8 Maguluri, Siva Theja 7 Arapostathis, Aristotle 7 Cohen, Asaf 7 Pender, Jamol 7 Weiss, Gideon 6 Atar, Rami 6 Budhiraja, Amarjit S. 6 Dai, J. G. (Jim) 6 Ivanovs, Jevgeņijs 6 Liu, Yunan 6 Moyal, Pascal 6 Mukherjee, Debankur 6 Perry, Ohad 6 Zwart, Bert P. 5 Adan, Ivo J. B. F. 5 Hurtado-Lange, Daniela 5 Lan, Guanghui 5 Latouche, Guy 5 Nedić, Angelia 5 Nguyen, Giang Thu 5 Özkan, Erhun 5 Stolyar, Alexander L. 5 Xu, Kuang 5 Yao, Dacheng 5 Zhao, Yiqiang Q. 4 Avram, Florin 4 Blanchet, Jose H. 4 Borkar, Vivek Shripad 4 Foss, Sergey G. 4 Franceschi, Sandro 4 Gamarnik, David 4 Gao, Xuefeng 4 Horst, Ulrich 4 Jofré, Alejandro 4 Mandelbaum, Avi 4 Mertikopoulos, Panayotis 4 Nemirovski, Arkadi S. 4 Ouyang, Yuyuan 4 Rand, Richard H. 4 Whiting, Philip A. 4 Williams, Ruth J. 4 Yao, David D. W. 4 Yousefian, Farzad 3 Albrecher, Hansjörg 3 Boon, Marko A. A. 3 Bouman, Niek J. 3 Chan, Carri W. 3 Chen, Xinyun 3 Cui, Lirong 3 Das, Bikramjit 3 Dieker, A. B. 3 Dvurechensky, Pavel E. 3 Gardner, Kristen 3 Glynn, Peter W. 3 Heemskerk, Mariska 3 Honnappa, Harsha 3 Huang, Junfei 3 Iusem, Alfredo Noel 3 Kella, Offer 3 Kobayashi, Masahiro 3 Kreher, Dörte 3 Li, Quanlin 3 Lipshutz, David 3 Lu, Hongyuan 3 Massoulié, Laurent 3 Mathijsen, Britt W. J. 3 Momčilović, Petar 3 Nazin, Aleksandr V. 3 Peralta, Oscar 3 Ramanan, Kavita 3 Resnick, Sidney Ira 3 Saksena, Mayank 3 Sarantsev, Andrey 3 Selen, Jori 3 Shneer, Vsevolod Vladislavovich 3 Simatos, Florian 3 Simon, Matthieu 3 Sun, Xu 3 Tsitsiklis, John N. 3 Vũ, Bằng Công 3 Ward, Amy R. 3 Xu, Yangyang 3 Ye, Hengqing 3 Ying, Lei 3 Yom-Tov, Galit B. 3 You, Wei 3 Zhang, Hanqin 3 Zhang, Jiheng 3 Zheng, Yi 3 Zhong, Yuan ...and 671 more Authors
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### Cited in 113 Journals

 83 Queueing Systems 40 Operations Research 37 Stochastic Systems 35 Mathematics of Operations Research 24 Advances in Applied Probability 24 The Annals of Applied Probability 20 Journal of Applied Probability 17 European Journal of Operational Research 17 Mathematical Programming. Series A. Series B 14 Stochastic Models 13 Stochastic Processes and their Applications 12 SIAM Journal on Optimization 10 Operations Research Letters 7 Annals of Operations Research 6 SIAM Journal on Control and Optimization 6 Bernoulli 6 INFORMS Journal on Computing 6 Probability in the Engineering and Informational Sciences 5 Statistics & Probability Letters 5 Mathematical Methods of Operations Research 4 Applied Mathematics and Optimization 4 Automatica 4 Insurance Mathematics & Economics 4 Automation and Remote Control 4 Computational Optimization and Applications 4 Top 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Journal of Machine Learning Research (JMLR) 4 SIAM Journal on Financial Mathematics 3 Journal of Statistical Physics 3 The Annals of Statistics 3 Journal of Optimization Theory and Applications 3 Computational Mathematics and Mathematical Physics 3 Finance and Stochastics 3 Optimization Methods & Software 3 Extremes 3 Scandinavian Actuarial Journal 3 Stochastics 3 SIAM Journal on Mathematics of Data Science 2 Journal of the American Statistical Association 2 Journal of Multivariate Analysis 2 Systems & Control Letters 2 Probability and Mathematical Statistics 2 Chinese Annals of Mathematics. Series B 2 Computers & Operations Research 2 Machine Learning 2 Discrete Event Dynamic Systems 2 SIAM Review 2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 2 Theory of Probability and Mathematical Statistics 2 Statistica Sinica 2 The Journal of Artificial Intelligence Research (JAIR) 2 Electronic Journal of Probability 2 Methodology and Computing in Applied Probability 2 Internet Mathematics 2 Mathematics and Financial Economics 2 Electronic Journal of Statistics 2 Set-Valued and Variational Analysis 1 Information Processing Letters 1 Journal of the Franklin Institute 1 Journal of Mathematical Biology 1 Lithuanian Mathematical Journal 1 Physica A 1 Ukrainian Mathematical Journal 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 Calcolo 1 Computing 1 Journal of Computational and Applied Mathematics 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Journal of Statistical Planning and Inference 1 Naval Research Logistics 1 Theoretical Computer Science 1 Acta Applicandae Mathematicae 1 Optimization 1 Probability Theory and Related Fields 1 Statistical Science 1 Asia-Pacific Journal of Operational Research 1 Journal of Theoretical Probability 1 SIAM Journal on Discrete Mathematics 1 Applied Mathematical Modelling 1 SIAM Journal on Applied Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Distributed Computing 1 Cybernetics and Systems Analysis 1 SIAM Journal on Scientific Computing 1 International Transactions in Operational Research 1 ACM Transactions on Modeling and Computer Simulation 1 European Journal of Control 1 Nonlinear Dynamics 1 Journal of Combinatorial Optimization 1 Chaos 1 International Journal of Theoretical and Applied Finance 1 SIAM Journal on Applied Dynamical Systems 1 Analysis and Applications (Singapore) 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Industrial and Management Optimization 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis ...and 13 more Journals
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### Cited in 26 Fields

 344 Probability theory and stochastic processes (60-XX) 328 Operations research, mathematical programming (90-XX) 97 Computer science (68-XX) 81 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Statistics (62-XX) 45 Systems theory; control (93-XX) 37 Numerical analysis (65-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 20 Combinatorics (05-XX) 8 Biology and other natural sciences (92-XX) 7 Ordinary differential equations (34-XX) 6 Partial differential equations (35-XX) 5 Operator theory (47-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Functions of a complex variable (30-XX) 4 Information and communication theory, circuits (94-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Measure and integration (28-XX) 2 Special functions (33-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX)