A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs
Reisinger, C
Stockinger, W
Zhang, Y
(15 Jul 2020)
Detecting and repairing arbitrage in traded option prices
Cohen, S
Reisinger, C
Wang, S
(21 Aug 2020)
Optimal regularity of extended mean field controls and their piecewise constant approximation
Reisinger, C
Stockinger, W
Zhang, Y
(17 Sep 2020)
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem
Kaushansky, V
Reisinger, C
Shkolnikov, M
Song, Z
(11 Oct 2020)
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
Neelima
Biswas, S
Kumar, C
Reis, G
Reisinger, C
(16 Oct 2020)
Path regularity of coupled McKean-Vlasov FBSDEs
Reisinger, C
Stockinger, W
Zhang, Y
(12 Nov 2020)
A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems
Reisinger, C
Stockinger, W
Zhang, Y
(15 Aug 2021)
Linear convergence of a policy gradient method for some finite horizon continuous time control problems
Reisinger, C
Stockinger, W
Zhang, Y
(22 Mar 2022)
An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
Biswas, S
Kumar, C
Neelima
Reis, G
Reisinger, C
(22 Aug 2022)
Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems
Giegrich, M
Reisinger, C
Zhang, Y
(01 Nov 2022)