A gateway is the collection of hardware and software required to interconnect two or more disparate networks, including performing protocol conversion.
USSD messages travel over GSM signalling channels, and are used to query information and trigger services.
SMS and MMS store and forward messages independently of the user session, similar to the way email is sent over the internet.
Apart from PSSR and USSN, there is another method called Unstructured Supplementary Service Request (USSR) message that initiates a session by USSD Gateway to a Mobile User.
Also, in the earlier phases of MAP (Mobile Application Part), PSSR message was called PSSD (PSS Data).