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math.OC2023
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…
math.OC2023
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…