9 citations · 18 across the 9 of their papers we have counts for
4 papers · 1 filter
Finite Dimensional Projections of HJB Equations in the Wasserstein Space
Andrzej Święch, Lukas Wessels
This paper continues the study of controlled interacting particle systems with common noise started in [W. Gangbo, S. Mayorga and A. Święch, SIAM J. Math. Anal. 53 (2021), no. 2, 1…
Stochastic optimal control in Hilbert spaces: regularity of the value function and optimal synthesis via viscosity solutions
Filippo de Feo, Andrzej Święch, Lukas Wessels
We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Li…
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…
Deterministic Control of Stochastic Reaction-Diffusion Equations
Wilhelm Stannat, Lukas Wessels
We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal contro…