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Nestor Parolya

29 papers hereh-index 14685 citations39 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author13
  • last author14

Across the 29 of 29 papers where every author was matched, so the position is known.

fields
  • math.ST12
  • q-fin.ST8
  • q-fin.PM7
  • math.OC1
  • math.PR1
same name
  • Nestor Parolya — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122024
most citedEstimation of the Global Minimum Variance Portfolio in High Dimensions

113 citations · 569 across the 28 of their papers we have counts for

collaborators
Showing 2013 · math.OCShow all

1 paper · 2 filters

math.OC2013★ 1 cited

Killed Markov Decision Processes on Finite Time Interval for Countable Models

Nestor Parolya, Yaroslav Yeleyko

We consider killed Markov decision processes for countable models on a finite time-interval. Existence of a uniform ε-optimal policy is proven. We show the correctness…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.