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.
Optimal Control of the FitzHugh–Nagumo Stochastic Model with Nonlinear Diffusion / Cordoni, F.; Persio, L. D.. - In: APPLIED MATHEMATICS AND OPTIMIZATION. - ISSN 0095-4616. - 2021, 84:3(2021), pp. 2947-2968. [10.1007/s00245-020-09735-7]
Optimal Control of the FitzHugh–Nagumo Stochastic Model with Nonlinear Diffusion
Cordoni F.;
2021-01-01
Abstract
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.| File | Dimensione | Formato | |
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