Optimal control of input rates of Stein's models

DOI10.1093/IMAMMB/DQQ004MaRDI QIDQ3169262zbMATH OpenOpenAlexWikidataFDO

Authors Lili Lu

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

Ornstein-Uhlenbeck processPoisson processstopping timemaximum principlereversal potential

Mathematics Subject Classification ID

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

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