Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable
Probability
2017-05-30 v1
Abstract
In the present paper we derive the existence and uniqueness of a solution for the optimal control problem determined by a stochastic FitzHugh-Nagumo equation with recovery variable. In particular due the cubic non-linearity in the drift coefficients, standard techniques cannot be applied so that the Ekeland's variational principle has to be exploited.
Keywords
Cite
@article{arxiv.1705.10227,
title = {Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable},
author = {Francesco Cordoni and Luca Di Persio},
journal= {arXiv preprint arXiv:1705.10227},
year = {2017}
}