3 citations · 3 across the 5 of their papers we have counts for
5 papers
The Lions Derivative in Infinite Dimensions -- Application to Higher Order Expansion of Mean-Field SPDEs
Alexander Vogler, Wilhelm Stannat
In this paper we present a new interpretation of the Lions derivative as the Radon-Nikodym derivative of a vector measure, which provides a canonical extension of the Lions derivat…
Approximation of Optimal Feedback Controls for Stochastic Reaction-Diffusion Equations
Wilhelm Stannat, Alexander Vogler
In this paper we present a method to approximate optimal feedback controls for stochastic reaction-diffusion equations. We derive two approximation results providing the theoretica…
Neural Network Approximation of Optimal Controls for Stochastic Reaction-Diffusion Equations
Wilhelm Stannat, Alexander Vogler, Lukas Wessels
We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to…
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations
Antoine Hocquet, Alexander Vogler
We introduce a variant of the multiplicative Sewing Lemma in [Gerasimovičs, Hocquet, Nilssen; J. Funct. Anal. 281 (2021)] which yields arbitrary high order weak approximations to s…
Optimal control of mean field equations with monotone coefficients and applications in neuroscience
Antoine Hocquet, Alexander Vogler
We are interested in the optimal control problem associated with certain quadratic cost functionals depending on the solution of the stochastic mean-field type evolution eq…