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Lukas Wessels
Address
Technische Universität Berlin
Sekretariat MA 7-2
Straße des 17. Juni 136
10623 Berlin
Office
Institut für Mathematik
Straße des 17. Juni 136
Berlin-Charlottenburg
Room MA 722
Fax: +49 (0)30 314 - 25191
wessels (at) math.tu-berlin.de
Office Hours
By appointment only
Secretary
Milena Konteva
Room MA 501
Phone: +49-30-314 25728
Fax: +49-30-314 25191
E-Mail: konteva #at# math.tu-berlin.de
Research Interests
- Stochastic Reaction-Diffusion Systems
- Stochastic Optimal Control in Infinite Dimensions
- Backward Stochastic (Partial) Differential Equations
- Hamilton-Jacobi-Bellman Equations
Publications and Preprints
- with W. Stannat, Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations, arXiv:2112.09639, submitted
- with W. Stannat, Peng's Maximum Principle for Stochastic Partial Differential Equations, SIAM J. Control Optim. (2021)
- with W. Stannat, Deterministic Control of Stochastic Reaction-Diffusion Equations, Evol. Equ. Control Theory (2021)
See also my Google Scholar Profile.
Talks
- Pontryagin's Maximum Principle for SPDEs and Its Relation to Dynamic Programming, Langenbach-Seminar, WIAS Berlin, December 2021
- Peng's Maximum Principle for Stochastic Partial Differential Equations (Link to the recording), German Probability & Statistics Days, September 2021
- Pontryagin's Maximum Principle for Stochastic Partial Differential Equations, International Conference on Control of Self-Organizing Nonlinear Systems, August 2021
- Stochastic Optimal Control in Infinite Dimensions, 9th BMS Student Conference, March 2021
- Stochastic Optimal Control of the FitzHugh-Nagumo System, Workshop on Control of Self-Organizing Nonlinear Systems, August 2019
- Optimal Control of the Stochastic Schlögl Equation, International Conference on Control of Self-Organizing Nonlinear Systems, September 2018
Courses Taught
- Winter semester 2020/2021: Differential Equations I
- Winter semester 2018/2019: Calculus II for Engineering
- Summer semester 2018: Stochastics for Informatics
- Winter semester 2017/2018: Calculus I for Engineering