Wolfgang Stockinger

First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems

Jianhai Bao, Christoph Reisinger, Panpan Ren et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2021 · 42 citations · Full text

Engineering, Mathematics, Probability Theory +13

Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean–Vlasov equations and interacting particle systems

Jianhai Bao, Christoph Reisinger, Panpan Ren et al. · IMA Journal of Numerical Analysis · 2023 · 11 citations · Full text

Engineering, Mathematics, Physics +17

Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems

Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang · SIAM Journal on Control and Optimization · 2023 · 11 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean–Vlasov SDEs and associated particle systems

Xingyuan Chen, Gonçalo dos Reis, Wolfgang Stockinger · Electronic Journal of Probability · 2025 · 11 citations · Full text

Natural Sciences, Mathematics, Differential Equations +16