scholarly journals The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps

2020 ◽  
Vol 58 (4) ◽  
pp. 2171-2187
Author(s):  
Yuanzhuo Song ◽  
Shanjian Tang ◽  
Zhen Wu
Keyword(s):  
Maximum Principle ◽  
Stochastic Control ◽  
Optimal Stochastic Control ◽  
Control Problems ◽  
Stochastic Control Problems ◽  
The Maximum Principle ◽  
Random Jumps

SOME OPTIMAL STOCHASTIC CONTROL PROBLEMS IN NEUROSCIENCE — A REVIEW

2004 ◽  
Vol 18 (21n22) ◽  
pp. 1067-1085 ◽  
Author(s):  
JIANFENG FENG ◽  
XIAOJIANG CHEN ◽  
HENRY C. TUCKWELL ◽  
ELENI VASILAKI
Keyword(s):  
Stochastic Processes ◽  
Stochastic Control ◽  
Neuronal Activity ◽  
Arm Movement ◽  
Optimal Stochastic Control ◽  
Control Problems ◽  
Stochastic Control Problems ◽  
Nervous Systems ◽  
Fitts Law

Nervous systems are probability machines and, as such, modeling their activities should incorporate stochastic processes. In this review, we present two examples of optimal stochastic control problems with an analytic methodology on how to find optimal signals. The first example deals with neuronal activity and the second example is concerned with a higher level task: arm movement. In both cases we find optimal signals for particular tasks and find our results in agreement with the experimental Fitts Law.

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