This paper is concerned with existence and uniqueness of solution for the the optimal control problem governed by the stochastic FitzHugh-Nagumo equation driven by a Gaussian noise. First order conditions of optimality are also obtained.

Optimal control of stochastic FitzHugh-Nagumo equation

DI PERSIO, Luca
;
Francesco Cordoni
2015-01-01

Abstract

This paper is concerned with existence and uniqueness of solution for the the optimal control problem governed by the stochastic FitzHugh-Nagumo equation driven by a Gaussian noise. First order conditions of optimality are also obtained.
2015
Stochastic differential equations, Stochastic optimal control, Stochastic FitzHugh-Nagumo equation, Ekeland variational prnciple, Existence uniqueness optimal control
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/928201
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