Abstract
Consider a system on n variables involved in the regulation of glucose in the body, whose concentrations are given by stochastic differential equations driven by m-dimensional Brownian motion. We formulate a stochastic control problem and give sufficient conditions for the existence of an optimal treatment strategy. We study the following problem: what treatment strategy for the n variables, maximizes the expected benefit from treatment.
Original language | English |
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Pages (from-to) | 419-425 |
Number of pages | 7 |
Journal | Journal of Biological Systems |
Volume | 11 |
Issue number | 4 |
DOIs | |
Publication status | Published - Dec 2003 |
All Science Journal Classification (ASJC) codes
- Applied Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- Ecology