VOL. 3 · NO. 1 | 2013
 
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Articles
Alain Bélanger, Gaston Giroux
Stoch. Syst. 3 (1), 1-10, (2013) DOI: 10.1214/12-SSY066
KEYWORDS: Large interacting sets, market equilibrium, ordinary differential equations, Continuous-time Markov chains, 34A34, 82C31, 60G55
Jean-Yves Le Boudec, Dan-Cristian Tomozei
Stoch. Syst. 3 (1), 11-37, (2013) DOI: 10.1214/11-SSY048
KEYWORDS: General state Markov chain stability, smart grids, demand-response, macroscopic model, 60J05, 93E15
Mengdi Wang, Dimitri P. Bertsekas
Stoch. Syst. 3 (1), 38-95, (2013) DOI: 10.1214/12-SSY074
KEYWORDS: Stochastic algorithm, singular system, Monte-Carlo estimation, simulation, proximal method, regularization, approximate dynamic programming, 15A06, 60H99, 65C05
J. G. Dai, Shuangchi He
Stoch. Syst. 3 (1), 96-146, (2013) DOI: 10.1214/11-SSY029
KEYWORDS: diffusion process, stationary distribution, phase-type distribution, Many-server queue, heavy traffic, customer abandonment, quality- and efficiency-driven regime, 60K25, 60J70, 65R20, 68M20
Ningyuan Chen, Mariana Olvera-Cravioto
Stoch. Syst. 3 (1), 147-186, (2013) DOI: 10.1214/12-SSY076
KEYWORDS: Directed random graphs, Simple graphs, configuration model, prescribed degree distributions, 05C80, 60C05
Ziyu Liang, John J. Hasenbein
Stoch. Syst. 3 (1), 187-229, (2013) DOI: 10.1214/12-SSY082
Alexander Goldenshluger, Assaf Zeevi
Stoch. Syst. 3 (1), 230-261, (2013) DOI: 10.1214/11-SSY032
KEYWORDS: Sequential allocation, estimation, bandit problems, regret, minimax, rate–optimal policy, 62L05, 60G40, 62C20
Otis B. Jennings, Amber L. Puha
Stoch. Syst. 3 (1), 262-321, (2013) DOI: 10.1214/12-SSY085
KEYWORDS: Overloaded queue, abandonment, first-in-first-out, multiclass queue, measure-valued state descriptor, queue-length vector, fluid limits, fluid model, invariant states, 60B12, 60F17, 60K25, 68M20, 90B22
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