Wolfgang Stockinger

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 13

Top Topics

Globally Convergent

Error Estimates

Control Problems

Top Venues

J. Comput. Appl. Math.

SIAM J. Control. Optim.

Publications

Xingyuan Chen, Gonçalo Dos Reis, Wolfgang Stockinger, Zac Wilde
Improved weak convergence for the long time simulation of Mean-field Langevin equations. CoRR (2024)
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) (2023)
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 (2023)
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 (2022)
Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems. CoRR (2022)
Chaman Kumar, Neelima, Christoph Reisinger, Wolfgang Stockinger
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise. CoRR (2020)
Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger
First order convergence of Milstein schemes for McKean equations and interacting particle systems. CoRR (2020)
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 (2020)
Gerhard Larcher, Wolfgang Stockinger
Some negative results related to Poissonian pair correlation problems. Discret. Math. 343 (2) (2020)
Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger
Milstein schemes for delay McKean equations and interacting particle systems. CoRR (2020)
Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs. CoRR (2020)
Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach. CoRR (2020)
Gunther Leobacher, Christoph Reisinger, Wolfgang Stockinger
Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift. CoRR (2020)