Approximation of stochastic partial differential equations by a kernel-based collocation method. - Igor Cialenco; Gregory E. Fasshauer; Qi Ye (Int. J. Comput. Math., 2012)

Dynamic Conic Finance via Backward Stochastic Difference Equations. - Tomasz R. Bielecki; Igor Cialenco; Tao Chen 042 (SIAM J. Financial Math., 2015)

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)

Adaptive Robust Control under Model Uncertainty. - Tomasz R. Bielecki; Tao Chen 042; Igor Cialenco; Areski Cousin; Monique Jeanblanc (SIAM J. Control. Optim., 2019)

Risk filtering and risk-averse control of Markovian systems subject to model uncertainty. - Tomasz R. Bielecki; Igor Cialenco; Andrzej Ruszczynski (Math. Methods Oper. Res., 2023)

Learning Stochastic Dynamics from Data. - Ziheng Guo; Igor Cialenco; Ming Zhong (CoRR, 2024)

Noise Guided Structural Learning from Observing Stochastic Dynamics. - Ziheng Guo; Igor Cialenco; Ming Zhong (CoRR, 2024)

Short Communication: A Groundwater Market Model. - Igor Cialenco; Mike Ludkovski (SIAM J. Financial Math., 2025)