Optimal control of stochastic FitzHugh-Nagumo equation

被引：22
|
作者：
Barbu, Viorel [1 ]
Cordoni, Francesco [2 ]
Di Persio, Luca [3 ]
机构：
[1] Alexandru Ioan Cuza Univ, Iasi, Romania
[2] Univ Trento, Dept Math, Trento, Italy
[3] Univ Verona, Dept Comp Sci, I-37100 Verona, Italy
来源：
INTERNATIONAL JOURNAL OF CONTROL | 2016年 / 89卷 / 04期
关键词：
stochastic FitzHugh-Nagumo equation; stochastic optimal control; Stochastic differential equations; Ekeland variational principle; existence uniqueness optimal control; EXISTENCE;
D O I：
10.1080/00207179.2015.1096023
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is concerned with the existence and uniqueness of solution for the optimal control problem governed by the stochastic FitzHugh-Nagumo equation driven by a Gaussian noise. First-order conditions of optimality are also obtained.
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页码：746 / 756
页数：11
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