VOL. 2 · NO. 2 | 2012
 
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Articles
Rami Atar, Martin I. Reiman
Stoch. Syst. 2 (2), 232-276, (2012) DOI: 10.1214/12-SSY062
KEYWORDS: Revenue management, dynamic pricing, the Gallego and Van Ryzin model, fluid optimization problem, diffusion control problem, asymptotic optimality, Brownian bridge, bridge policy, 60F17, 93E20
W. N. Kang, R. J. Williams
Stoch. Syst. 2 (2), 277-321, (2012) DOI: 10.1214/12-SSY061
KEYWORDS: Input-queued switch, maximum weight matching policy, diffusion approximation, heavy traffic, semimartingale reflecting Brownian motion (SRBM), 60J60, 60J70, 60K30, 90B36
Vivek S. Borkar, Rajesh Sundaresan
Stoch. Syst. 2 (2), 322-380, (2012) DOI: 10.1214/12-SSY064
KEYWORDS: Decoupling approximation, fluid limit, invariant measure, McKean-Vlasov equation, mean field limit, small noise limit, stationary measure, stochastic Liouville equation, 60K35, 60F10, 68M20, 90B18, 49J15, 34H05
Alexander L. Stolyar, Elena Yudovina
Stoch. Syst. 2 (2), 381-408, (2012) DOI: 10.1214/12-SSY063
KEYWORDS: Many server models, fluid limits, tightness of invariant distributions, 60K25, 60F17
Steven Perkins, David S. Leslie
Stoch. Syst. 2 (2), 409-446, (2012) DOI: 10.1214/11-SSY056
KEYWORDS: Asynchronous stochastic approximation, Differential inclusion, two-timescales
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