Igor Cialenco

According to our database, Igor Cialenco authored at least 7 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Noise Guided Structural Learning from Observing Stochastic Dynamics.

Ziheng Guo, Igor Cialenco, Ming Zhong

CoRR, 2024

Learning Stochastic Dynamics from Data.

Ziheng Guo, Igor Cialenco, Ming Zhong

CoRR, 2024

2023

Risk filtering and risk-averse control of Markovian systems subject to model uncertainty.

Tomasz R. Bielecki, Igor Cialenco, Andrzej Ruszczynski

Math. Methods Oper. Res., October, 2023

2019

Adaptive Robust Control under Model Uncertainty.

Tomasz R. Bielecki, Tao Chen, Igor Cialenco, Areski Cousin, Monique Jeanblanc

SIAM J. Control. Optim., 2019

2018

A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time.

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera

Math. Oper. Res., 2018

2015

Dynamic Conic Finance via Backward Stochastic Difference Equations.

Tomasz R. Bielecki, Igor Cialenco, Tao Chen

SIAM J. Financial Math., 2015

2012

Approximation of stochastic partial differential equations by a kernel-based collocation method.

Igor Cialenco, Gregory E. Fasshauer, Qi Ye

Int. J. Comput. Math., 2012