Igor Cialenco

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 5

Top Topics

Inductive Inference

Experimental Data

Difference Equations

Top Venues

Math. Oper. Res.

SIAM J. Financial Math.

Math. Methods Oper. Res.

Publications

Ziheng Guo, Igor Cialenco, Ming Zhong
Learning Stochastic Dynamics from Data. CoRR (2024)
Tomasz R. Bielecki, Igor Cialenco, Andrzej Ruszczynski
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty. Math. Methods Oper. Res. 98 (2) (2023)
Tomasz R. Bielecki, Tao Chen, Igor Cialenco, Areski Cousin, Monique Jeanblanc
Adaptive Robust Control under Model Uncertainty. SIAM J. Control. Optim. 57 (2) (2019)
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time. Math. Oper. Res. 43 (1) (2018)
Tomasz R. Bielecki, Igor Cialenco, Tao Chen
Dynamic Conic Finance via Backward Stochastic Difference Equations. SIAM J. Financial Math. 6 (1) (2015)
Igor Cialenco, Gregory E. Fasshauer, Qi Ye
Approximation of stochastic partial differential equations by a kernel-based collocation method. Int. J. Comput. Math. 89 (18) (2012)