scholarly journals Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

2015 ◽  
Vol 53 (6) ◽  
pp. 3673-3689 ◽  
Author(s):  
Kai Du
Keyword(s):  
Stochastic Control ◽  
Riccati Equations ◽  
Optimal Stochastic Control ◽  
Control Problems ◽  
Linear Quadratic ◽  
Solvability Conditions ◽  
Stochastic Control Problems

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.

Sign in / Sign up

Export Citation Format

Share Document