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2020 – today
- 2024
[j4]Christoph Reisinger
, Wolfgang Stockinger, Yufei Zhang:
A Fast Iterative PDE-Based Algorithm for Feedback Controls of Nonsmooth Mean-Field Control Problems. SIAM J. Sci. Comput. 46(4): 2737- (2024)- [i10]Xingyuan Chen, Gonçalo Dos Reis, Wolfgang Stockinger, Zac Wilde:
Improved weak convergence for the long time simulation of Mean-field Langevin equations. CoRR abs/2405.01346 (2024) - 2023
- [j3]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems. SIAM J. Control. Optim. 61(6): 3526-3558 (2023) - [i9]Xingyuan Chen, Gonçalo Dos Reis, Wolfgang Stockinger:
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems. CoRR abs/2302.05133 (2023) - 2022
- [j2]Christoph Reisinger, Wolfgang Stockinger:
An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model. J. Comput. Appl. Math. 400: 113725 (2022) - [i8]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems. CoRR abs/2203.11758 (2022) - 2020
- [j1]Gerhard Larcher, Wolfgang Stockinger:
Some negative results related to Poissonian pair correlation problems. Discret. Math. 343(2): 111656 (2020) - [i7]Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger:
First order convergence of Milstein schemes for McKean equations and interacting particle systems. CoRR abs/2004.03325 (2020) - [i6]Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger:
Milstein schemes for delay McKean equations and interacting particle systems. CoRR abs/2005.01165 (2020) - [i5]Christoph Reisinger, Wolfgang Stockinger:
An adaptive Euler-Maruyama scheme for McKean SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model. CoRR abs/2005.06034 (2020) - [i4]Chaman Kumar, Neelima, Christoph Reisinger, Wolfgang Stockinger:
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise. CoRR abs/2006.00463 (2020) - [i3]Gunther Leobacher, Christoph Reisinger, Wolfgang Stockinger:
Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift. CoRR abs/2006.14892 (2020) - [i2]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs. CoRR abs/2007.07731 (2020) - [i1]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach. CoRR abs/2009.08175 (2020)
Coauthor Index
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