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We consider optimal control problems for diffusion processes, where the objective functional is defined by a time-consistent dynamic risk measure. We focus on coherent risk measures defined by $g$-evaluations. For such problems, we…

Optimization and Control · Mathematics 2016-08-22 Andrzej Ruszczynski , Jianing Yao

Bovine TB is a major problem for the agricultural industry in several countries. TB can be contracted and spread by species other than cattle and this can cause a problem for disease control. In the UK and Ireland, badgers are a recognised…

Populations and Evolution · Quantitative Biology 2015-03-09 Aristides Moustakas , Matthew R. Evans

The vast majority of strategies aimed at controlling contagion processes on networks considers the connectivity pattern of the system as either quenched or annealed. However, in the real world many networks are highly dynamical and evolve…

Physics and Society · Physics 2015-06-17 Suyu Liu , Nicola Perra , Marton Karsai , Alessandro Vespignani

Populations can evolve in order to adapt to external changes. The capacity to evolve and adapt makes successful treatment of infectious diseases and cancer difficult. Indeed, therapy resistance has quickly become a key challenge for global…

Populations and Evolution · Quantitative Biology 2015-06-22 Andrej Fischer , Ignacio Vazquez-Garcia , Ville Mustonen

Pandemic influenza has the epidemic potential to kill millions of people. While various preventive measures exist (i.a., vaccination and school closures), deciding on strategies that lead to their most effective and efficient use remains…

Machine Learning · Computer Science 2018-06-18 Pieter Libin , Timothy Verstraeten , Diederik M. Roijers , Jelena Grujic , Kristof Theys , Philippe Lemey , Ann Nowé

Effective epidemic control is crucial for mitigating the spread of infectious diseases, particularly when pharmaceutical interventions such as vaccines or treatments are limited. Non-pharmaceutical strategies, including mobility…

Physics and Society · Physics 2025-12-03 Deborah Volpe , Giacomo Orlandi , Mattia Boggio , Carlo Novara , Lorenzo Zino , Giovanna Turvani

The evaluation of infectious disease processes on radiologic images is an important and challenging task in medical image analysis. Pulmonary infections can often be best imaged and evaluated through computed tomography (CT) scans, which…

Image and Video Processing · Electrical Eng. & Systems 2021-09-24 Ashia Lewis , Evanjelin Mahmoodi , Yuyue Zhou , Megan Coffee , Elena Sizikova

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

In this work, we inspect the reliability of controlling and quelling an epidemic disease mimicked by a Susceptible-Infected-Susceptible (SIS) model defined on a complex network by means of current and implementable quarantine and isolation…

Populations and Evolution · Quantitative Biology 2012-06-12 Nuno Crokidakis , Silvio M. Duarte Queiros

Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…

Optimization and Control · Mathematics 2023-09-20 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley

Diagnostic tests that can detect pre-clinical or sub-clinical infection, are one of the most powerful tools in our armoury of weapons to control infectious diseases. Considerable effort has been paid to improving diagnostic testing for…

A treatment regime is a deterministic function that dictates personalized treatment based on patients' individual prognostic information. There is a fast-growing interest in finding optimal treatment regimes to maximize expected long-term…

Statistics Theory · Mathematics 2016-11-25 Runchao Jiang , Wenbin Lu , Rui Song , Marie Davidian

Tuberculosis (TB) remains a global health threat, ranking among the leading causes of mortality worldwide. In this context, machine learning (ML) has emerged as a transformative force, providing innovative solutions to the complexities…

Lockdown procedures have been proven successful in mitigating the spread of the viruses in this COVID-19 pandemic, but they also have devastating impact on the economy. We use a modified Susceptible-Infectious-Recovered-Deceased model with…

Physics and Society · Physics 2021-02-24 Sung-Po Chao

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

An impulsive model of augmentative biological control consisting of a general continuous predator-prey model in ordinary differential equations augmented by a discrete part describing periodic introductions of predators is considered. It is…

Optimization and Control · Mathematics 2009-09-29 Ludovic Mailleret , Frédéric Grognard

Controlling an epidemiological model is often performed using optimal control theory techniques for which the solution depends on the equations of the control system, objective functional and possible state and/or control constraints. In…

Optimization and Control · Mathematics 2021-11-25 Loïc Michel , Cristiana J. Silva , Delfim F. M. Torres

We theoretically and empirically study portfolio optimization under transaction costs and establish a link between turnover penalization and covariance shrinkage with the penalization governed by transaction costs. We show how the ex ante…

Portfolio Management · Quantitative Finance 2020-03-26 Nikolaus Hautsch , Stefan Voigt

It is recognized that social heterogeneities in terms of the contact distribution have a strong influence on the spread of infectious diseases. Nevertheless, few data are available on the group composition of social contacts, and their…

Optimization and Control · Mathematics 2023-06-09 Jonathan Franceschi , Andrea Medaglia , Mattia Zanella

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…

Optimization and Control · Mathematics 2023-02-21 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos