Optimal Control of the FitzHugh–Nagumo Stochastic Model with Nonlinear Diffusion
نویسندگان
چکیده
Abstract We consider the existence and first order conditions of optimality for a stochastic optimal control problem inspired by celebrated FitzHugh–Nagumo model, with nonlinear diffusion term, perturbed linear multiplicative Brownian-type noise. The main novelty present paper relies on application rescaling method which allows us to reduce original random one.
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ژورنال
عنوان ژورنال: Applied Mathematics and Optimization
سال: 2021
ISSN: ['0095-4616', '1432-0606']
DOI: https://doi.org/10.1007/s00245-020-09735-7