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Optimal control of input rates of Stein's models - MaRDI portal

Optimal control of input rates of Stein's models

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Publication:3169262

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DOI10.1093/IMAMMB/DQQ004zbMath1211.92006OpenAlexW2103947483WikidataQ51702021 ScholiaQ51702021MaRDI QIDQ3169262

Publication date: 28 April 2011

Published in: Mathematical Medicine and Biology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imammb/dqq004

zbMATH Keywords

maximum principle stopping time Ornstein-Uhlenbeck process Poisson process reversal potential

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of optimal control and differential games (49N90) Neural biology (92C20) Existence theories for optimal control problems involving ordinary differential equations (49J15)

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