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Available Issues

August 2, 2017 - June 18, 2026

Available Issues

August 2, 2017 - June 18, 2026

Research Articles

Open Access
A Diffusion Approximation Theory of Momentum Stochastic Gradient Descent in Nonconvex Optimization

Pages:307–323

Published Online:October 21, 2021

https://doi.org/10.1287/stsy.2021.0083

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Open Access
Convergence of a Distributed Kiefer-Wolfowitz Algorithm

Pages:324–332

Published Online:September 13, 2021

https://doi.org/10.1287/stsy.2021.0080

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Open Access
Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions

Pages:333–367

Published Online:September 2, 2021

https://doi.org/10.1287/stsy.2021.0076

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Open Access
Optimal Liquidity-Based Trading Tactics

Pages:368–390

Published Online:October 28, 2021

https://doi.org/10.1287/stsy.2021.0078

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Applied Probability Society Student Paper Competition: Abstracts of 2019 Finalists

Open Access
Applied Probability Society Student Paper Competition: Abstracts of 2019 Finalists

Pages:391–393

Published Online:December 10, 2021

https://doi.org/10.1287/stsy.2021.0073

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