Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane

DOI10.1007/s00245-020-09687-yzbMath1482.93698arXiv1906.02250MaRDI QIDQ2232766

Michèle Thieullen, Elena Bandini

Publication date: 8 October 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.02250

zbMATH Keywords

integro-differential Hamilton-Jacobi-Bellman equation; constrained backward stochastic differential equations; infinite-dimensional PDMPs; spatio-temporal Hodgkin-Huxley models; viscosity solutions in infinite dimensions

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

92C20: Neural biology

93E20: Optimal stochastic control

93C25: Control/observation systems in abstract spaces

60H15: Stochastic partial differential equations (aspects of stochastic analysis)