Wolfgang Stockinger

16 papers Journal 15Unranked 1

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Convergence Rates of Time Discretization in Extended Mean Field Control. CoRR Christoph Reisinger, Wolfgang Stockinger, Maria Olympia Tsianni, Yufei Zhang
2025	—	`conf`	Leveraging Deep Learning Optimization for Monte Carlo Calibration of (Rough) Stochastic Volatility Models. ICAIF Lukas Gonon, Wolfgang Stockinger
2024	J	`jnl`	A Fast Iterative PDE-Based Algorithm for Feedback Controls of Nonsmooth Mean-Field Control Problems. SIAM J. Sci. Comput. Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
2024	J	`jnl`	Improved weak convergence for the long time simulation of Mean-field Langevin equations. CoRR Xingyuan Chen, Gonçalo Dos Reis, Wolfgang Stockinger, Zac Wilde
2023	J	`jnl`	Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems. SIAM J. Control. Optim. Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
2023	J	`jnl`	Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems. CoRR Xingyuan Chen, Gonçalo Dos Reis, Wolfgang Stockinger
2022	J	`jnl`	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. Christoph Reisinger, Wolfgang Stockinger
2022	J	`jnl`	Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems. CoRR Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
2020	J	`jnl`	A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs. CoRR Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
2020	J	`jnl`	An adaptive Euler-Maruyama scheme for McKean SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model. CoRR Christoph Reisinger, Wolfgang Stockinger
2020	J	`jnl`	First order convergence of Milstein schemes for McKean equations and interacting particle systems. CoRR Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger
2020	J	`jnl`	Milstein schemes for delay McKean equations and interacting particle systems. CoRR Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger
2020	J	`jnl`	Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach. CoRR Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
2020	J	`jnl`	Some negative results related to Poissonian pair correlation problems. Discret. Math. Gerhard Larcher, Wolfgang Stockinger
2020	J	`jnl`	Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift. CoRR Gunther Leobacher, Christoph Reisinger, Wolfgang Stockinger
2020	J	`jnl`	Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise. CoRR Chaman Kumar, Neelima, Christoph Reisinger, Wolfgang Stockinger