Research

Research Interests:

Preprints:

A. Święch and L. Wessels, Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach, preprint, arXiv:2605.12690.
F. de Feo, F. Gozzi, A. Święch and L. Wessels, Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications, preprint, arXiv:2511.21646.

Publications/Accepted for Publication:

G. Guatteri, F. Masiero and L. Wessels, Peng’s Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type, accepted for publication in Appl. Math. Optim., arXiv:2512.00934.
A. Święch and L. Wessels, Finite Dimensional Projections of HJB Equations in the Wasserstein Space, Ann. Appl. Probab. 35, 3653-3695 (2025), arXiv:2408.07688.
F. de Feo, A. Święch and L. Wessels, Stochastic optimal control in Hilbert spaces: C^{1,1} regularity of the value function and optimal synthesis via viscosity solutions, Electron. J. Probab. 30, 1-39 (2025), arXiv:2310.03181.
L. Wessels, Semilinear Feynman-Kac Formulae for B-Continuous Viscosity Solutions, Stoch. Anal. Appl. 43, 112-129 (2025), arXiv:2303.10038.
W. Stannat and L. Wessels, Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations, Ann. Appl. Probab. 34, 3251-3287 (2024), arXiv:2112.09639.
W. Stannat, A. Vogler and L. Wessels, Neural Network Approximation of Optimal Controls for Stochastic Reaction-Diffusion Equations, Chaos 33(9):093118 (2023), arXiv:2301.11926.
W. Stannat and L. Wessels, Peng’s Maximum Principle for Stochastic Partial Differential Equations, SIAM J. Control Optim. 59, 3552-3573 (2021), arXiv:2105.05194.
W. Stannat and L. Wessels, Deterministic Control of Stochastic Reaction-Diffusion Equations, Evol. Equ. Control Theory 10, 701-722 (2021), arXiv:1905.09074.

Doctoral Thesis:

L. Wessels, Optimal Control of Stochastic Reaction-Diffusion Equations, Technische Universität Berlin, 2022, https://doi.org/10.14279/depositonce-16218.