VOL. 1 · NO. 1 | 2011
H. Christian Gromoll, Łukasz Kruk, Amber L. Puha
Stoch. Syst. 1 (1), 1-16, (2011) DOI: 10.1214/10-SSY016
KEYWORDS: heavy traffic, Queueing, shortest remaining processing time, diffusion limit, 60K25, 60F17, 60G57, 68M20, 90B22
Anatoli Juditsky, Arkadi Nemirovski, Claire Tauvel
Stoch. Syst. 1 (1), 17-58, (2011) DOI: 10.1214/10-SSY011
KEYWORDS: Variational inequalities with monotone operators, stochastic convex-concave saddle-point problem, large scale stochastic approximation, reduced complexity algorithms for convex optimization, 90C15, 65K10, 90C47
Ohad Perry, Ward Whitt
Stoch. Syst. 1 (1), 59-108, (2011) DOI: 10.1214/10-SSY009
KEYWORDS: Many-server queues, averaging principle, separation of time scales, heavy traffic, deterministic fluid approximation, quasi-birth-death processes, ordinary differential equations, overload control, 60K25, 60K30, 60F17, 90B15, 90B22, 37C75, 93D05
Paul Glasserman, Xingbo Xu
Stoch. Syst. 1 (1), 109-145, (2011) DOI: 10.1214/10-SSY015
KEYWORDS: jump-diffusion processes, portfolio analysis, strong approximation, Ito-Taylor expansion, 91G10, 60F05, 60H35
J. G. Dai, Masakiyo Miyazawa
Stoch. Syst. 1 (1), 146-208, (2011) DOI: 10.1214/10-SSY022
KEYWORDS: diffusion process, heavy traffic, Queueing network, tail behavior, large deviations, 60J60, 60K65, 60K25, 60G42, 90C33
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