Optimal control of stochastic FitzHugh–Nagumo equation

ABSTRACT

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

KEYWORDS:

• Stochastic differential equations
• stochastic optimal control
• stochastic FitzHugh–Nagumo equation
• Ekeland variational principle
• existence uniqueness optimal control

Disclosure statement

No potential conflict of interest was reported by the authors.