Control Theory and Experimental Design in Diffusion Processes

DOI10.1137/140962280zbMath1327.62437arXiv1210.3739OpenAlexW2079754921MaRDI QIDQ2945147

Kevin K. Lin, Giles Hooker, Bruce Rogers

Publication date: 9 September 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.3739

zbMATH Keywords

design of experimentsstochastic optimal controlneuron dynamicscontrolled diffusionsstochastic population dynamics

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Dynamic programming in optimal control and differential games (49L20) Neural biology (92C20) Population dynamics (general) (92D25) Optimal stochastic control (93E20) Sequential statistical design (62L05) Discrete approximations in optimal control (49M25)

Related Items

Experimental Design for Partially Observed Markov Decision Processes ⋮ Adaptive treatment and robust control ⋮ Transient dynamics of Pearson diffusions facilitates estimation of rate parameters ⋮ Goodness of fit in nonlinear dynamics: misspecified rates or misspecified states? ⋮ Timing observations of diffusions ⋮ Optimal Design for Estimation in Diffusion Processes from First Hitting Times

Uses Software

• VPLAN
• StochSens

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