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Dive into the research topics where David Siska is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Competitive pricing using model-based bandits
Sliwinski, L., Treetanthiploet, T., Siska, D. & Szpruch, L., 31 Dec 2025, In: Computational Economics. 66, 6, p. 4813-4867Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Mirror descent for stochastic control problems with measure-valued controls
Kerimkulov, B., Siska, D., Szpruch, L. & Zhang, Y., 31 Dec 2025, In: Stochastic processes and their applications. 190, 104765.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Entropy Annealing for Policy Mirror Descent in Continuous Time and Space
Sethi, D., Siska, D. & Zhang, Y., 31 Aug 2025, In: SIAM Journal on Control and Optimization. 63, 4, p. 3006-3041Research output: Contribution to journal › Article › peer-review
Open AccessFile -
A Fisher-Rao Gradient Flow For Entropy-regularised Markov Decision Processes In Polish Spaces
Kerimkulov, B., Leahy, J.-M., Siska, D., Szpruch, L. & Zhang, Y., 11 Aug 2025, (E-pub ahead of print) In: Foundations of Computational Mathematics.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
The Modified MSA, a Gradient Flow and Convergence
Sethi, D. & Siska, D., 31 Oct 2024, In: Annals of Applied Probability. 34, 5, p. 4455–4492 38 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
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AI^2: Assurance and Insurance for Artificial Intelligence
Szpruch, L. (Principal Investigator) & Siska, D. (Co-investigator)
Engineering and Physical Sciences Research Council
1/04/25 → 31/03/28
Project: Research
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DeFi risk metrics via multi-agent simulations
Siska, D. (Principal Investigator), Filos-Ratsikas, A. (Co-investigator) & Szpruch, L. (Co-investigator)
1/01/24 → 31/12/26
Project: Research
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Solving nonlinear PDEs in high dimensions with deep neural networks
Siska, D. (Principal Investigator)
1/09/19 → 28/02/23
Project: Research
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Solving nonlinear PDEs in high dimensions with deep neural networks
Siska, D. (Principal Investigator)
1/09/19 → 28/02/23
Project: Research