Optimal Control of the FitzHugh-Nagumo Stochastic Model with Nonlinear Diffusion

被引：2
|
作者：
Cordoni, Francesco [1 ]
Di Persio, Luca [1 ]
机构：
[1] Univ Verona, Dept Comp Sci, Str Grazie 15, I-37134 Verona, Italy
来源：
APPLIED MATHEMATICS AND OPTIMIZATION | 2021年 / 84卷 / 03期
关键词：
FitzHugh-Nagumo model; Stochastic process; Optimal control; m-accretive operator; Cauchy problem; EQUATIONS; NETWORKS;
D O I：
10.1007/s00245-020-09735-7
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider the existence and first order conditions of optimality for a stochastic optimal control problem inspired by the celebrated FitzHugh-Nagumo model, with nonlinear diffusion term, perturbed by a linear multiplicative Brownian-type noise. The main novelty of the present paper relies on the application of the rescaling method which allows us to reduce the original problem to a random optimal one.
引用
收藏
页码：2947 / 2968
页数：22
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