VOL. 7 · NO. 2 | 2017
 
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Articles
Shaul K. Bar-Lev, Onno Boxma, Britt Mathijsen, David Perry
Stoch. Syst. 7 (2), 237-262, (2017) DOI: 10.1287/stsy.2017.0001
KEYWORDS: blood bank, level-crossings, shot-noise model, confluent hypergeometric functions, scaling limits, Ornstein-Uhlenbeck process, 60K30, 60J60, 33C15
Anup Biswas
Stoch. Syst. 7 (2), 263-288, (2017) DOI: 10.1287/stsy.2017.0002
KEYWORDS: Multi-class Markovian queues, reneging/abandonment, Halfin-Whitt (QED) regime, heavy-traffic, long time-average control, scheduling control, stable Markov optimal control, Hamilton-Jacobi-Bellman equation, asymptotic optimality, 93E20, 60H30, 35J60
M. Mandjes, B. Patch, N. S. Walton
Stoch. Syst. 7 (2), 289-314, (2017) DOI: 10.1287/stsy.2017.0003
KEYWORDS: Markov chains, stability, Monte Carlo algorithm, Queueing networks, Stochastic networks, 60K25, 90B22, 68W40, 68M20
Jaron Sanders, S. C. Borst, A. J. E. M. Janssen, J. S. H. van Leeuwaarden
Stoch. Syst. 7 (2), 315-341, (2017) DOI: 10.1287/stsy.2017.0004
KEYWORDS: Queueing, Quality-and-Efficiency-Driven (QED) regime, asymptotic analysis, optimal control, threshold control, variational calculus, 90B22, 60K25, 93E03, 65K10, 34E05
Peter Lakner, Josh Reed, Florian Simatos
Stoch. Syst. 7 (2), 342-373, (2017) DOI: 10.1287/stsy.2017.0005
KEYWORDS: limit order book, scaling limits, Lévy trees, 60F17, 60J25
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