78 citations · 667 across the 41 of their papers we have counts for
6 papers · 1 filter
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…
McKean-Vlasov SDEs in nonlinear filtering
Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat
Various particle filters have been proposed over the last couple of decades with the common feature that the update step is governed by a type of control law. This feature makes th…
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…
On Average Risk-sensitive Markov Control Processes
Yun Shen, Klaus Obermayer, Wilhelm Stannat
We introduce the Lyapunov approach to optimal control problems of average risk-sensitive Markov control processes with general risk maps. Motivated by applications in particular to…
Risk-sensitive Markov control processes
Yun Shen, Wilhelm Stannat, Klaus Obermayer
We introduce a general framework for measuring risk in the context of Markov control processes with risk maps on general Borel spaces that generalize known concepts of risk measure…