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)
$K$-Nearest-Neighbor Resampling for Off-Policy Evaluation in Stochastic Control
Giegrich, M
Oomen, R
Reisinger, C
(07 Jun 2023)
Contagious McKean--Vlasov problems with common noise: from smooth to singular feedback through hitting times
Hambly, B
Petronilia, A
Reisinger, C
Rigger, S
Søjmark, A
(20 Jul 2023)
Non-Linear Evolution Equations Driven by Rough Paths
Cass, T
Qian, Z
Tudor, J
(02 Nov 2009)
Quasi-sure convergence theorem in $p$-variation distance for stochastic differential equations
Boedihardjo, H
Qian, Z
(25 Apr 2012)