×

zbMATH — the first resource for mathematics

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/stsy
https://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: 139 Publications (since 2011)
References Indexed: 122 Publications with 3,763 References.
all top 5

Authors

7 Whitt, Ward
6 Dai, J. G. (Jim)
6 Mandjes, Michel Robertus Hendrikus
5 van Leeuwaarden, Johan S. H.
5 Zwart, Bert P.
4 Atar, Rami
4 Borst, Sem C.
4 Tsitsiklis, John N.
3 Blanchet, Jose H.
3 Borkar, Vivek Shripad
3 Boxma, Onno Johan
3 Ivanovs, Jevgeņijs
3 Miyazawa, Masakiyo
3 Pang, Guodong
3 Puha, Amber L.
3 Shah, Devavrat
3 Ward, Amy R.
3 Williams, Ruth J.
2 Arapostathis, Aristotle
2 Arlotto, Alessandro
2 Braverman, Anton
2 Gamarnik, David
2 Goldenshluger, Alexander
2 Gurvich, Itai
2 Hajek, Bruce Edward
2 Hassin, Refael
2 Heemskerk, Mariska
2 Iyer, Krishnamurthy
2 Juditsky, Anatoli B.
2 Kruk, Łukasz
2 Lipshutz, David
2 Liu, Xin
2 Liu, Yunan
2 Maguluri, Siva Theja
2 Mukherjee, Debankur
2 Olvera-Cravioto, Mariana
2 Perry, Ohad
2 Resnick, Sidney Ira
2 Stolyar, Alexander L.
2 Tomozei, Dan-Cristian
2 Topaloglu, Huseyin
2 Walton, Neil S.
2 Whiting, Philip A.
2 Yao, Dacheng
2 Zeevi, Assaf J.
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 Asmussen, Søren
1 Ata, Baris
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 Budhiraja, Amarjit S.
1 Cai, Ning
1 Chen, Ningyuan
1 Chen, Xinyun
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 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
1 Gao, Jiayang
1 Gaujal, Bruno
1 Ghaderi, Javad
1 Giroux, Gaston
1 Glasserman, Paul
1 Glynn, Peter W.
1 Golestani, S. Jamaloddin
1 Gong, Qi
1 Graham, Carl
1 Gromoll, H. Christian
1 Grosof, Isaac
1 Gur, Yonatan
1 Harchol-Balter, Mor
1 Harrison, John Michael
...and 133 more Authors

Publications by Year

Citations contained in zbMATH Open

91 Publications have been cited 495 times in 405 Documents Cited by Year
Solving variational inequalities with stochastic mirror-prox algorithm. Zbl 1291.49006
Juditsky, Anatoli B.; Nemirovski, Arkadi S.; Tauvel, Claire
40
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.
31
2015
Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization. Zbl 1297.90097
Juditsky, Anatoli; Nesterov, Yuri
27
2014
Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution. Zbl 1291.60168
Dai, Jim G.; Miyazawa, Masakiyo
19
2011
On the dynamic control of matching queues. Zbl 1327.60177
Gurvich, Itai; Ward, Amy
18
2014
Brownian inventory models with convex holding cost. I: Average-optimal controls. Zbl 1295.60096
Dai, Jim; Yao, Dacheng
16
2013
On the power of (even a little) resource pooling. Zbl 1296.60253
Tsitsiklis, John N.; Xu, Kuang
15
2012
Brownian inventory models with convex holding cost. II: Discount-optimal controls. Zbl 1298.60084
Dai, Jim; Yao, Dacheng
13
2013
Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067
Albrecher, Hansjörg; Ivanovs, Jevgenijs
11
2014
A skill based parallel service system under FCFS-ALIS – steady state, overloads, and abandonments. Zbl 1305.60091
Adan, Ivo; Weiss, Gideon
11
2014
Spectral gap of the Erlang A model in the Halfin-Whitt regime. Zbl 1296.60256
van Leeuwaarden, Johan S. H.; Knessl, Charles
11
2012
Directed random graphs with given degree distributions. Zbl 1297.05212
Chen, Ningyuan; Olvera-Cravioto, Mariana
10
2013
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
10
2016
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
9
2011
Tightness of invariant distributions of a large-scale flexible service system under a priority discipline. Zbl 1296.60252
Stolyar, Alexander L.; Yudovina, Elena
9
2012
Diffusion models for double-ended queues with renewal arrival processes. Zbl 1331.60177
Liu, Xin; Gong, Qi; Kulkarni, Vidyadhar G.
8
2015
Queue-based random-access algorithms: fluid limits and stability issues. Zbl 1301.60104
Ghaderi, Javad; Borst, Sem; Whiting, Phil
7
2014
An ODE for an overloaded \(X\) model involving a stochastic averaging principle. Zbl 1291.60191
Perry, Ohad; Whitt, Ward
7
2011
An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic. Zbl 1310.60124
Atar, Rami; Shifrin, Mark
7
2014
The morphing of fluid queues into Markov-modulated Brownian motion. Zbl 1336.60151
Latouche, Guy; Nguyen, Giang T.
7
2015
Queues driven by Hawkes processes. Zbl 1446.60064
Daw, Andrew; Pender, Jamol
6
2018
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees. Zbl 1390.60121
Lakner, Peter; Reed, Josh; Simatos, Florian
6
2017
Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes. Zbl 1296.60249
Miyazawa, Masakiyo; Zwart, Bert
6
2012
Many-server queues with customer abandonment: numerical analysis of their diffusion model. Zbl 1296.60243
He, Shuangchi; Dai, Jim
6
2013
A linear response bandit problem. Zbl 1352.91009
Goldenshluger, Alexander; Zeevi, Assaf
6
2013
The supermarket game. Zbl 1311.60109
Xu, Jiaming; Hajek, Bruce
6
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
6
2016
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
6
2017
Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime. Zbl 1331.60180
Stolyar, Alexander L.
6
2015
Diffusion limits for shortest remaining processing time queues. Zbl 1291.60187
Gromoll, H. Christian; Kruk, Łukasz; Puha, Amber L.
5
2011
Nearly periodic behavior in the overloaded \(G/D/s+GI\) queue. Zbl 1291.60189
Liu, Yunan; Whitt, Ward
5
2011
Asymptotics of the invariant measure in mean field models with jumps. Zbl 1296.60258
Borkar, Vivek Shripad; Sundaresan, Rajesh
5
2012
Asynchronous stochastic approximation with differential inclusions. Zbl 1311.62125
Perkins, Steven; Leslie, David S.
5
2012
Tuning approximate dynamic programming policies for ambulance redeployment via direct search. Zbl 1295.90099
Maxwell, Matthew S.; Henderson, Shane G.; Topaloglu, Huseyin
5
2013
Resource sharing networks: overview and an open problem. Zbl 1314.68024
Harrison, J. Michael; Mandayam, Chinmoy; Shah, Devavrat; Yang, Yang
5
2014
Heavy traffic queue length behavior in a switch under the MaxWeight algorithm. Zbl 1356.60146
Maguluri, Siva Theja; Srikant, R.
5
2016
Heavy-traffic limits for a fork-join networkin the Halfin-Whitt regime. Zbl 1359.60045
Lu, Hongyuan; Pang, Guodong
5
2016
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
5
2017
Models with hidden regular variation: generation and detection. Zbl 1346.60073
Das, Bikramjit; Resnick, Sidney I.
5
2015
A blood bank model with perishable blood and demand impatience. Zbl 1390.60340
Bar-Lev, Shaul K.; Boxma, Onno; Mathijsen, Britt; Perry, David
4
2017
The missing piece syndrome in peer-to-peer communication. Zbl 1291.68033
Hajek, Bruce; Zhu, Ji
4
2011
Asymptotically optimal dynamic pricing for network revenue management. Zbl 1293.91069
Atar, Rami; Reiman, Martin I.
4
2012
On queue-size scaling for input-queued switches. Zbl 1355.60118
Shah, D.; Tsitsiklis, J. N.; Zhong, Y.
4
2016
Heavy-traffic limit for the initial content process. Zbl 1367.60115
Korhan Aras, A.; Liu, Yunan; Whitt, Ward
4
2017
Distributed user profiling via spectral methods. Zbl 1315.68024
Tomozei, Dan-Cristian; Massoulié, Laurent
3
2014
Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066
Blanchet, Jose; Chen, Xinyun; Lam, Henry
3
2014
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.
3
2018
Minimizing the maximum expected waiting time in a periodic single-server queue with a service-rate control. Zbl 1446.60071
Ma, Ni; Whitt, Ward
3
2019
Optimal exploration-exploitation in a multi-armed bandit problem with non-stationary rewards. Zbl 1447.93371
Besbes, Omar; Gur, Yonatan; Zeevi, Assaf
3
2019
Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty. Zbl 1447.60134
Cohen, Asaf
3
2019
Dynamic matching for real-time ride sharing. Zbl 1446.90064
Özkan, Erhun; Ward, Amy R.
3
2020
Polynomial jump-diffusion models. Zbl 1450.60038
Filipović, Damir; Larsson, Martin
3
2020
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
3
2012
Diffusion approximation for an input-queued switch operating under a maximum weight matching policy. Zbl 1296.60212
Kang, Weining; Williams, Ruth J.
3
2012
Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment. Zbl 1296.60244
Jennings, Otis B.; Puha, Amber L.
3
2013
Two coupled Lévy queues with independent input. Zbl 1296.60241
Boxma, Onno; Ivanovs, Jevgenijs
3
2013
Waves in a spatial queue. Zbl 1364.60108
Aldous, David
3
2017
Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies. Zbl 1336.60175
Anselmi, Jonatha; Gaujal, Bruno; Nesti, Tommaso
3
2015
Large deviation asymptotics for busy periods. Zbl 1310.60130
Duffy, Ken R.; Meyn, Sean P.
2
2014
Delay, memory, and messaging tradeoffs in distributed service systems. Zbl 1446.60066
Gamarnik, David; Tsitsiklis, John N.; Zubeldia, Martin
2
2018
Optimal control of Markov-modulated multiclass many-server queues. Zbl 1446.60061
Arapostathis, Ari; Das, Anirban; Pang, Guodong; Zheng, Yi
2
2019
Uniformly bounded regret in the multisecretary problem. Zbl 1446.60033
Arlotto, Alessandro; Gurvich, Itai
2
2019
An ergodic control problem for many-server multiclass queueing systems with cross-trained servers. Zbl 1382.93036
Biswas, Anup
2
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.
2
2017
Chattering and congestion collapse in an overload switching control. Zbl 1356.60155
Perry, Ohad; Whitt, Ward
2
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.
2
2016
Moderate deviations for recursive stochastic algorithms. Zbl 1335.60050
Dupuis, Paul; Johnson, Dane
2
2015
Solving the drift control problem. Zbl 1350.60088
Matoglu, Melda Ormeci; Vate, John Vande; Wang, Huizhu
2
2015
Large deviations of the interference in the Ginibre network model. Zbl 1323.60048
Torrisi, Giovanni Luca; Leonardi, Emilio
1
2014
Heavy-traffic limit of the \(GI/GI/1\) stationary departure process and its variance function. Zbl 1446.60076
Whitt, Ward; You, Wei
1
2018
Mean field equilibria for resource competition in spatial settings. Zbl 1445.91025
Yang, Pu; Iyer, Krishnamurthy; Frazier, Peter
1
2018
A concentration bound for stochastic approximation via Alekseev’s formula. Zbl 1442.62187
Thoppe, Gugan; Borkar, Vivek
1
2019
When fixed price meets priority auctions: competing firms with different pricing and service rules. Zbl 1443.91166
Gao, Jiayang; Iyer, Krishnamurthy; Topaloglu, Huseyin
1
2019
Likelihood ratio gradient estimation for steady-state parameters. Zbl 1435.60051
Glynn, Peter W.; Olvera-Cravioto, Mariana
1
2019
A Monte Carlo method for estimating sensitivities of reflected diffusions in convex polyhedral domains. Zbl 07213005
Lipshutz, David; Ramanan, Kavita
1
2019
Open problem: Convergence and asymptotic optimality of the relative value iteration in ergodic control. Zbl 1447.93370
Arapostathis, Ari
1
2019
Open problem: Load balancing using delayed information. Zbl 1446.60070
Lipshutz, David
1
2019
Stochastic gradient descent in continuous time: a central limit theorem. Zbl 1450.60020
Sirignano, Justin; Spiliopoulos, Konstantinos
1
2020
Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards. Zbl 1441.90103
Arlotto, Alessandro; Xie, Xinchang
1
2020
Subsampling algorithms for semidefinite programming. Zbl 1291.90169
d’Aspremont, Alexandre
1
2011
Analysis of a splitting estimator for rare event probabilities in Jackson networks. Zbl 1291.60150
Blanchet, Jose; Leder, Kevin; Shi, Yixi
1
2011
Some new results on information percolation. Zbl 1296.91244
Bélanger, Alain; Giroux, Gaston
1
2013
Optimal paths in large deviations of symmetric reflected Brownian motion in the octant. Zbl 1323.60046
Liang, Ziyu; Hasenbein, John J.
1
2013
Learning loosely connected Markov random fields. Zbl 1352.62133
Wu, Rui; Srikant, R.; Ni, Jian
1
2013
Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Zbl 1300.60108
Kortschak, Dominik; Asmussen, Søren
1
2013
State-independent importance sampling for random walks with regularly varying increments. Zbl 1319.60094
Murthy, Karthyek R. A.; Juneja, Sandeep; Blanchet, Jose
1
2014
Mean square convergence rates for maximum quasi-likelihood estimators. Zbl 1309.62051
den Boer, Arnoud V.; Zwart, Bert
1
2014
A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications. Zbl 1310.44002
Cai, Ning; Shi, Chao
1
2014
Bandwidth sharing networks with multiscale traffic. Zbl 1309.90017
Feuillet, Mathieu; Jonckheere, Matthieu; Prabhu, Balakrishna
1
2014
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.
1
2016
Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach. Zbl 1365.60072
Franceschi, Sandro; Kourkova, Irina
1
2017
Dynamic matching for real-time ride sharing. Zbl 1446.90064
Özkan, Erhun; Ward, Amy R.
3
2020
Polynomial jump-diffusion models. Zbl 1450.60038
Filipović, Damir; Larsson, Martin
3
2020
Stochastic gradient descent in continuous time: a central limit theorem. Zbl 1450.60020
Sirignano, Justin; Spiliopoulos, Konstantinos
1
2020
Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards. Zbl 1441.90103
Arlotto, Alessandro; Xie, Xinchang
1
2020
Minimizing the maximum expected waiting time in a periodic single-server queue with a service-rate control. Zbl 1446.60071
Ma, Ni; Whitt, Ward
3
2019
Optimal exploration-exploitation in a multi-armed bandit problem with non-stationary rewards. Zbl 1447.93371
Besbes, Omar; Gur, Yonatan; Zeevi, Assaf
3
2019
Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty. Zbl 1447.60134
Cohen, Asaf
3
2019
Optimal control of Markov-modulated multiclass many-server queues. Zbl 1446.60061
Arapostathis, Ari; Das, Anirban; Pang, Guodong; Zheng, Yi
2
2019
Uniformly bounded regret in the multisecretary problem. Zbl 1446.60033
Arlotto, Alessandro; Gurvich, Itai
2
2019
A concentration bound for stochastic approximation via Alekseev’s formula. Zbl 1442.62187
Thoppe, Gugan; Borkar, Vivek
1
2019
When fixed price meets priority auctions: competing firms with different pricing and service rules. Zbl 1443.91166
Gao, Jiayang; Iyer, Krishnamurthy; Topaloglu, Huseyin
1
2019
Likelihood ratio gradient estimation for steady-state parameters. Zbl 1435.60051
Glynn, Peter W.; Olvera-Cravioto, Mariana
1
2019
A Monte Carlo method for estimating sensitivities of reflected diffusions in convex polyhedral domains. Zbl 07213005
Lipshutz, David; Ramanan, Kavita
1
2019
Open problem: Convergence and asymptotic optimality of the relative value iteration in ergodic control. Zbl 1447.93370
Arapostathis, Ari
1
2019
Open problem: Load balancing using delayed information. Zbl 1446.60070
Lipshutz, David
1
2019
Queues driven by Hawkes processes. Zbl 1446.60064
Daw, Andrew; Pender, Jamol
6
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.
3
2018
Delay, memory, and messaging tradeoffs in distributed service systems. Zbl 1446.60066
Gamarnik, David; Tsitsiklis, John N.; Zubeldia, Martin
2
2018
Heavy-traffic limit of the \(GI/GI/1\) stationary departure process and its variance function. Zbl 1446.60076
Whitt, Ward; You, Wei
1
2018
Mean field equilibria for resource competition in spatial settings. Zbl 1445.91025
Yang, Pu; Iyer, Krishnamurthy; Frazier, Peter
1
2018
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees. Zbl 1390.60121
Lakner, Peter; Reed, Josh; Simatos, Florian
6
2017
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
6
2017
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
5
2017
A blood bank model with perishable blood and demand impatience. Zbl 1390.60340
Bar-Lev, Shaul K.; Boxma, Onno; Mathijsen, Britt; Perry, David
4
2017
Heavy-traffic limit for the initial content process. Zbl 1367.60115
Korhan Aras, A.; Liu, Yunan; Whitt, Ward
4
2017
Waves in a spatial queue. Zbl 1364.60108
Aldous, David
3
2017
An ergodic control problem for many-server multiclass queueing systems with cross-trained servers. Zbl 1382.93036
Biswas, Anup
2
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.
2
2017
Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach. Zbl 1365.60072
Franceschi, Sandro; Kourkova, Irina
1
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
10
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
6
2016
Heavy traffic queue length behavior in a switch under the MaxWeight algorithm. Zbl 1356.60146
Maguluri, Siva Theja; Srikant, R.
5
2016
Heavy-traffic limits for a fork-join networkin the Halfin-Whitt regime. Zbl 1359.60045
Lu, Hongyuan; Pang, Guodong
5
2016
On queue-size scaling for input-queued switches. Zbl 1355.60118
Shah, D.; Tsitsiklis, J. N.; Zhong, Y.
4
2016
Chattering and congestion collapse in an overload switching control. Zbl 1356.60155
Perry, Ohad; Whitt, Ward
2
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.
2
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.
1
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.
31
2015
Diffusion models for double-ended queues with renewal arrival processes. Zbl 1331.60177
Liu, Xin; Gong, Qi; Kulkarni, Vidyadhar G.
8
2015
The morphing of fluid queues into Markov-modulated Brownian motion. Zbl 1336.60151
Latouche, Guy; Nguyen, Giang T.
7
2015
Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime. Zbl 1331.60180
Stolyar, Alexander L.
6
2015
Models with hidden regular variation: generation and detection. Zbl 1346.60073
Das, Bikramjit; Resnick, Sidney I.
5
2015
Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies. Zbl 1336.60175
Anselmi, Jonatha; Gaujal, Bruno; Nesti, Tommaso
3
2015
Moderate deviations for recursive stochastic algorithms. Zbl 1335.60050
Dupuis, Paul; Johnson, Dane
2
2015
Solving the drift control problem. Zbl 1350.60088
Matoglu, Melda Ormeci; Vate, John Vande; Wang, Huizhu
2
2015
Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization. Zbl 1297.90097
Juditsky, Anatoli; Nesterov, Yuri
27
2014
On the dynamic control of matching queues. Zbl 1327.60177
Gurvich, Itai; Ward, Amy
18
2014
Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067
Albrecher, Hansjörg; Ivanovs, Jevgenijs
11
2014
A skill based parallel service system under FCFS-ALIS – steady state, overloads, and abandonments. Zbl 1305.60091
Adan, Ivo; Weiss, Gideon
11
2014
Queue-based random-access algorithms: fluid limits and stability issues. Zbl 1301.60104
Ghaderi, Javad; Borst, Sem; Whiting, Phil
7
2014
An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic. Zbl 1310.60124
Atar, Rami; Shifrin, Mark
7
2014
Resource sharing networks: overview and an open problem. Zbl 1314.68024
Harrison, J. Michael; Mandayam, Chinmoy; Shah, Devavrat; Yang, Yang
5
2014
Distributed user profiling via spectral methods. Zbl 1315.68024
Tomozei, Dan-Cristian; Massoulié, Laurent
3
2014
Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066
Blanchet, Jose; Chen, Xinyun; Lam, Henry
3
2014
Large deviation asymptotics for busy periods. Zbl 1310.60130
Duffy, Ken R.; Meyn, Sean P.
2
2014
Large deviations of the interference in the Ginibre network model. Zbl 1323.60048
Torrisi, Giovanni Luca; Leonardi, Emilio
1
2014
State-independent importance sampling for random walks with regularly varying increments. Zbl 1319.60094
Murthy, Karthyek R. A.; Juneja, Sandeep; Blanchet, Jose
1
2014
Mean square convergence rates for maximum quasi-likelihood estimators. Zbl 1309.62051
den Boer, Arnoud V.; Zwart, Bert
1
2014
A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications. Zbl 1310.44002
Cai, Ning; Shi, Chao
1
2014
Bandwidth sharing networks with multiscale traffic. Zbl 1309.90017
Feuillet, Mathieu; Jonckheere, Matthieu; Prabhu, Balakrishna
1
2014
Brownian inventory models with convex holding cost. I: Average-optimal controls. Zbl 1295.60096
Dai, Jim; Yao, Dacheng
16
2013
Brownian inventory models with convex holding cost. II: Discount-optimal controls. Zbl 1298.60084
Dai, Jim; Yao, Dacheng
13
2013
Directed random graphs with given degree distributions. Zbl 1297.05212
Chen, Ningyuan; Olvera-Cravioto, Mariana
10
2013
Many-server queues with customer abandonment: numerical analysis of their diffusion model. Zbl 1296.60243
He, Shuangchi; Dai, Jim
6
2013
A linear response bandit problem. Zbl 1352.91009
Goldenshluger, Alexander; Zeevi, Assaf
6
2013
The supermarket game. Zbl 1311.60109
Xu, Jiaming; Hajek, Bruce
6
2013
Tuning approximate dynamic programming policies for ambulance redeployment via direct search. Zbl 1295.90099
Maxwell, Matthew S.; Henderson, Shane G.; Topaloglu, Huseyin
5
2013
Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment. Zbl 1296.60244
Jennings, Otis B.; Puha, Amber L.
3
2013
Two coupled Lévy queues with independent input. Zbl 1296.60241
Boxma, Onno; Ivanovs, Jevgenijs
3
2013
Some new results on information percolation. Zbl 1296.91244
Bélanger, Alain; Giroux, Gaston
1
2013
Optimal paths in large deviations of symmetric reflected Brownian motion in the octant. Zbl 1323.60046
Liang, Ziyu; Hasenbein, John J.
1
2013
Learning loosely connected Markov random fields. Zbl 1352.62133
Wu, Rui; Srikant, R.; Ni, Jian
1
2013
Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Zbl 1300.60108
Kortschak, Dominik; Asmussen, Søren
1
2013
On the power of (even a little) resource pooling. Zbl 1296.60253
Tsitsiklis, John N.; Xu, Kuang
15
2012
Spectral gap of the Erlang A model in the Halfin-Whitt regime. Zbl 1296.60256
van Leeuwaarden, Johan S. H.; Knessl, Charles
11
2012
Tightness of invariant distributions of a large-scale flexible service system under a priority discipline. Zbl 1296.60252
Stolyar, Alexander L.; Yudovina, Elena
9
2012
Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes. Zbl 1296.60249
Miyazawa, Masakiyo; Zwart, Bert
6
2012
Asymptotics of the invariant measure in mean field models with jumps. Zbl 1296.60258
Borkar, Vivek Shripad; Sundaresan, Rajesh
5
2012
Asynchronous stochastic approximation with differential inclusions. Zbl 1311.62125
Perkins, Steven; Leslie, David S.
5
2012
Asymptotically optimal dynamic pricing for network revenue management. Zbl 1293.91069
Atar, Rami; Reiman, Martin I.
4
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
3
2012
Diffusion approximation for an input-queued switch operating under a maximum weight matching policy. Zbl 1296.60212
Kang, Weining; Williams, Ruth J.
3
2012
Solving variational inequalities with stochastic mirror-prox algorithm. Zbl 1291.49006
Juditsky, Anatoli B.; Nemirovski, Arkadi S.; Tauvel, Claire
40
2011
Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution. Zbl 1291.60168
Dai, Jim G.; Miyazawa, Masakiyo
19
2011
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
9
2011
An ODE for an overloaded \(X\) model involving a stochastic averaging principle. Zbl 1291.60191
Perry, Ohad; Whitt, Ward
7
2011
Diffusion limits for shortest remaining processing time queues. Zbl 1291.60187
Gromoll, H. Christian; Kruk, Łukasz; Puha, Amber L.
5
2011
Nearly periodic behavior in the overloaded \(G/D/s+GI\) queue. Zbl 1291.60189
Liu, Yunan; Whitt, Ward
5
2011
The missing piece syndrome in peer-to-peer communication. Zbl 1291.68033
Hajek, Bruce; Zhu, Ji
4
2011
Subsampling algorithms for semidefinite programming. Zbl 1291.90169
d’Aspremont, Alexandre
1
2011
Analysis of a splitting estimator for rare event probabilities in Jackson networks. Zbl 1291.60150
Blanchet, Jose; Leder, Kevin; Shi, Yixi
1
2011
all top 5

Cited by 571 Authors

19 Whitt, Ward
14 Miyazawa, Masakiyo
13 Boxma, Onno Johan
10 Pang, Guodong
9 Shanbhag, Uday V.
9 van Leeuwaarden, Johan S. H.
8 Borst, Sem C.
8 Mandjes, Michel Robertus Hendrikus
7 Gasnikov, Alexander V.
6 Cohen, Asaf
6 Dai, J. G. (Jim)
6 Ivanovs, Jevgeņijs
5 Adan, Ivo J. B. F.
5 Arapostathis, Aristotle
5 Atar, Rami
5 Kruk, Łukasz
5 Nedić, Angelia
5 Pender, Jamol
5 Stolyar, Alexander L.
5 Xu, Kuang
5 Yao, Dacheng
5 Zwart, Bert P.
4 Budhiraja, Amarjit S.
4 Gamarnik, David
4 Gao, Xuefeng
4 Horst, Ulrich
4 Jofré, Alejandro
4 Latouche, Guy
4 Liu, Yunan
4 Mandelbaum, Avi
4 Moyal, Pascal
4 Mukherjee, Debankur
4 Nemirovski, Arkadi S.
4 Perry, Ohad
4 Weiss, Gideon
4 Yao, David D. W.
4 Yousefian, Farzad
3 Albrecher, Hansjörg
3 Avram, Florin
3 Boon, Marko A. A.
3 Borkar, Vivek Shripad
3 Bouman, Niek J.
3 Das, Bikramjit
3 Dieker, A. B.
3 Foss, Sergey G.
3 Huang, Junfei
3 Iusem, Alfredo Noel
3 Kella, Offer
3 Kobayashi, Masahiro
3 Kreher, Dörte
3 Lu, Hongyuan
3 Maguluri, Siva Theja
3 Massoulié, Laurent
3 Mertikopoulos, Panayotis
3 Momčilović, Petar
3 Nazin, Alexander V.
3 Nguyen, Giang Thu
3 Ouyang, Yuyuan
3 Ramanan, Kavita
3 Rand, Richard H.
3 Saksena, Mayank
3 Tsitsiklis, John N.
3 Vũ, Bằng Công
3 Ying, Lei
3 You, Wei
3 Zhang, Jiheng
3 Zhong, Yuan
3 Zhou, Xiaowen
3 Zhu, Ji
3 Zhu, Lingjiong
2 Ahn, Soohan
2 Ahookhosh, Masoud
2 Anselmi, Jonatha
2 Asmussen, Søren
2 Banerjee, Sayan
2 Baron, Opher
2 Bayandina, A. S.
2 Blanchet, Jose H.
2 Büke, Burak
2 Bušić, Ana
2 Cao, Ping
2 Chen, Hanyi
2 Chen, Haoyu
2 Chen, Xinyun
2 Cui, Lirong
2 Decreusefond, Laurent
2 Dong, Jing
2 Doroudi, Sherwin
2 Dvurechensky, Pavel E.
2 Fasen-Hartmann, Vicky
2 Federgruen, Awi
2 Fralix, Brian H.
2 Franceschi, Sandro
2 Gardner, Kristen
2 Guigues, Vincent
2 Hajek, Bruce Edward
2 Harchol-Balter, Mor
2 Hassin, Refael
2 Heemskerk, Mariska
2 Horváth, Gábor
...and 471 more Authors
all top 5

Cited in 89 Journals

59 Queueing Systems
31 Mathematics of Operations Research
28 Stochastic Systems
25 Operations Research
17 Advances in Applied Probability
16 Mathematical Programming. Series A. Series B
15 Journal of Applied Probability
15 The Annals of Applied Probability
12 European Journal of Operational Research
12 Stochastic Models
11 Stochastic Processes and their Applications
10 SIAM Journal on Optimization
6 Annals of Operations Research
6 Bernoulli
6 Probability in the Engineering and Informational Sciences
5 SIAM Journal on Control and Optimization
5 Operations Research Letters
5 Mathematical Methods of Operations Research
4 Insurance Mathematics & Economics
4 Statistics & Probability Letters
4 Automation and Remote Control
4 Top
4 INFORMS Journal on Computing
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 Scandinavian Actuarial Journal
3 Journal of Machine Learning Research (JMLR)
3 SIAM Journal on Financial Mathematics
2 Automatica
2 Journal of the American Statistical Association
2 Probability and Mathematical Statistics
2 Chinese Annals of Mathematics. Series B
2 Discrete Event Dynamic Systems
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Computational Optimization and Applications
2 Theory of Probability and Mathematical Statistics
2 The Journal of Artificial Intelligence Research (JAIR)
2 Electronic Journal of Probability
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Optimization Methods & Software
2 Extremes
2 Mathematics and Financial Economics
2 Set-Valued and Variational Analysis
1 Information Processing Letters
1 Journal of Mathematical Biology
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 Calcolo
1 Computing
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Naval Research Logistics
1 Theoretical Computer Science
1 Systems & Control Letters
1 Acta Applicandae Mathematicae
1 Probability Theory and Related Fields
1 Statistical Science
1 Computers & Operations Research
1 Asia-Pacific Journal of Operational Research
1 SIAM Journal on Discrete Mathematics
1 Machine Learning
1 Applied Mathematical Modelling
1 SIAM Journal on Applied Mathematics
1 SIAM Review
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 Methodology and Computing in Applied Probability
1 Internet Mathematics
1 Analysis and Applications (Singapore)
1 Journal of Industrial and Management Optimization
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Optimization Letters
1 Inverse Problems and Imaging
1 Electronic Journal of Statistics
1 Dynamic Games and Applications
1 Statistics & Risk Modeling
1 SIAM Journal on Mathematics of Data Science

Citations by Year