Wolfgang Stockinger
Orcid: 0000-0002-5305-7786
According to our database1,
Wolfgang Stockinger
authored at least 14 papers
between 2020 and 2024.
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Bibliography
2024
A Fast Iterative PDE-Based Algorithm for Feedback Controls of Nonsmooth Mean-Field Control Problems.
SIAM J. Sci. Comput., 2024
Improved weak convergence for the long time simulation of Mean-field Langevin equations.
CoRR, 2024
2023
Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems.
SIAM J. Control. Optim., December, 2023
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems.
CoRR, 2023
2022
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., 2022
Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems.
CoRR, 2022
2020
Discret. Math., 2020
Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach.
CoRR, 2020
CoRR, 2020
Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift.
CoRR, 2020
CoRR, 2020
An adaptive Euler-Maruyama scheme for McKean SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model.
CoRR, 2020
CoRR, 2020
First order convergence of Milstein schemes for McKean equations and interacting particle systems.
CoRR, 2020