| Bayesian estimations for diagonalizable bilinear SPDEs Z Cheng, I Cialenco, R Gong Stochastic Processes and their Applications 130 (2), 845-877, 2020 | 9 | 2020 |
| Distributional dynamic risk measures in markov decision processes Z Cheng, S Jaimungal arXiv. org Papers, 2023 | 4 | 2023 |
| Markov decision processes with Kusuoka-type conditional risk mappings Z Cheng, S Jaimungal arXiv preprint arXiv:2203.09612, 2022 | 4 | 2022 |
| Distributional Method for Risk Averse Reinforcement Learning Z Cheng, S Jaimungal, N Martin arXiv preprint arXiv:2302.14109, 2023 | 2 | 2023 |
| Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains TR Bielecki, Z Cheng, I Cialenco, R Gong Stochastics 93 (1), 130-166, 2021 | 2 | 2021 |
| Risk-averse Markov decision processes through a distributional lens Z Cheng, S Jaimungal Mathematics of Operations Research, 2024 | 1 | 2024 |
| Learning conditional distributions on continuous spaces C Bénézet, Z Cheng, S Jaimungal arXiv preprint arXiv:2406.09375, 2024 | 1 | 2024 |
| Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning Z Cheng, A Coache, S Jaimungal arXiv preprint arXiv:2308.08427, 2023 | 1 | 2023 |
| The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain TR Bielecki, Z Cheng, R Gong arXiv preprint arXiv:2307.01347, 2023 | | 2023 |
| Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility TR Bielecki, Z Cheng, R Gong Stochastic Processes and their Applications 156, 246-290, 2023 | | 2023 |
| Mean field regret in discrete time games Z Cheng, S Jaimungal arXiv preprint arXiv:2301.06930, 2023 | | 2023 |
| Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains and Bayesian Estimations for Diagonalizable Bilinear Stochastic Partial Differential Equations Z Cheng Illinois Institute of Technology, 2021 | | 2021 |
| Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains TR Bielecki, Z Cheng, I Cialenco, R Gong arXiv preprint arXiv:1902.10850, 2019 | | 2019 |
