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

被引：0
|
作者：
Francesco Cordoni
Luca Di Persio
机构：
[1] University of Verona,Department of Computer Science
来源：
Applied Mathematics & Optimization | 2021年 / 84卷
关键词：
FitzHugh–Nagumo model; Stochastic process; Optimal control; -accretive operator; Cauchy problem; 47H06; 60H15; 91G80; 93E20;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：2947 / 2968
页数：21
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