Lukas Wessels

activity

20192026

most citedPeng's Maximum Principle for Stochastic Partial Differential Equations

9 citations · 18 across the 9 of their papers we have counts for

collaborators

Showing 2023Show all

3 papers · 1 filter

math.OC2023★ 1 cited

Stochastic optimal control in Hilbert spaces: $C^{1, 1}$ 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…

math.PR2023

Semilinear Feynman-Kac Formulae for $B$ -Continuous Viscosity Solutions

Lukas Wessels

We prove the existence of a $B$ -continuous viscosity solution for a class of infinite dimensional semilinear partial differential equations (PDEs) using probabilistic methods. Our…

math.OC2023★ 3 cited

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…

Stochastic optimal control in Hilbert spaces: C1,1 regularity of the value function and optimal synthesis via viscosity solutions

Semilinear Feynman-Kac Formulae for B-Continuous Viscosity Solutions

Neural Network Approximation of Optimal Controls for Stochastic Reaction-Diffusion Equations

Stochastic optimal control in Hilbert spaces: $C^{1, 1}$ regularity of the value function and optimal synthesis via viscosity solutions

Semilinear Feynman-Kac Formulae for $B$ -Continuous Viscosity Solutions