Tony Stillfjord

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 16

Top Topics

Linear Quadratic

Optimization Method

Top Venues

Numer. Algorithms

SIAM J. Numer. Anal.

Publications

B. Baran, Peter Benner, Jens Saak, Tony Stillfjord
Numerical methods for closed-loop systems with non-autonomous data. CoRR (2024)
Monika Eisenmann, Tony Stillfjord
A randomized operator splitting scheme inspired by stochastic optimization methods. Numerische Mathematik 156 (2) (2024)
Tony Stillfjord, Filip Tronarp
Computing the matrix exponential and the Cholesky factor of a related finite horizon Gramian. CoRR (2023)
Tony Stillfjord, Måns Williamson
SRKCD: A stabilized Runge-Kutta method for stochastic optimization. J. Comput. Appl. Math. 417 (2023)
Tony Stillfjord, Måns Williamson
SRKCD: a stabilized Runge-Kutta method for stochastic optimization. CoRR (2022)
Monika Eisenmann, Tony Stillfjord
A randomized operator splitting scheme inspired by stochastic optimization methods. CoRR (2022)
Monika Eisenmann, Tony Stillfjord, Måns Williamson
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space. Comput. Optim. Appl. 83 (1) (2022)
Monika Eisenmann, Tony Stillfjord
Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space. SIAM J. Optim. 32 (3) (2022)
Monika Eisenmann, Tony Stillfjord
Sub-linear convergence of a tamed stochastic gradient descent method in Hilbert space. CoRR (2021)
Måns Williamson, Monika Eisenmann, Tony Stillfjord
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space. CoRR (2020)
Hermann Mena, Lena-Maria Pfurtscheller, Tony Stillfjord
GPU acceleration of splitting schemes applied to differential matrix equations. Numer. Algorithms 83 (1) (2020)
Peter Benner, Tony Stillfjord, Christoph Trautwein
A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation. CoRR (2020)
Tony Stillfjord
Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations. SIAM J. Control. Optim. 56 (5) (2018)
Tony Stillfjord
Adaptive high-order splitting schemes for large-scale differential Riccati equations. Numer. Algorithms 78 (4) (2018)
Axel Målqvist, Anna Persson, Tony Stillfjord
Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems. SIAM J. Sci. Comput. 40 (4) (2018)
Tobias Damm, Hermann Mena, Tony Stillfjord
Numerical solution of the finite horizon stochastic linear quadratic control problem. Numer. Linear Algebra Appl. 24 (4) (2017)
Tony Stillfjord
Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations. IEEE Trans. Autom. Control. 60 (10) (2015)
Eskil Hansen, Tony Stillfjord
Convergence Analysis for Splitting of the Abstract Differential Riccati Equation. SIAM J. Numer. Anal. 52 (6) (2014)
Eskil Hansen, Tony Stillfjord
Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations. Math. Comput. 82 (284) (2013)