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math.PR2026
Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
Liangying Chen, Wilhelm Stannat
In this paper, we investigate an optimal control problem for McKean-Vlasov stochastic partial differential equations, in which the coefficients depend on the law of the state proce…
math.PR2025
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…