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The main purpose of this paper is to study the Dynamical behaviors of a stochastic SIS epidemic model using mean-reverting inhomogeneous geometric brownian motion process. First we demonstrate the existence of a global-in-time solution and…

Applications · Statistics 2026-04-03 Lahcen Khammich , Driss Kiouach

Predictive maintenance is an effective tool for reducing maintenance costs. Its effectiveness relies heavily on the ability to predict the future state of health of the system, and for this survival models have shown to be very useful. Due…

Systems and Control · Electrical Eng. & Systems 2023-02-02 Olov Holmer , Erik Frisk , Mattias Krysander

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Global strategies to contain a pandemic, such as social distancing and protective measures, are designed to reduce the overall transmission rate between individuals. Despite such measures, essential institutions, including hospitals,…

Populations and Evolution · Quantitative Biology 2022-09-07 Roberto Morán-Tovar , Henning Gruell , Florian Klein , Michael Lässig

During the ongoing COVID-19 pandemic, mathematical models of epidemic spreading have emerged as powerful tools to produce valuable predictions of the evolution of the pandemic, helping public health authorities decide which intervention…

Dynamical Systems · Mathematics 2021-11-18 Lorenzo Zino , Ming Cao

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

Economic model predictive control (EMPC) is a promising methodology for optimal operation of dynamical processes that has been shown to improve process economics considerably. However, EMPC performance relies heavily on the accuracy of the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Khalid Alhazmi , Fahad Albalawi , S. Mani Sarathy

Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…

Economics · Quantitative Finance 2016-11-08 Steven Kou , Xianhua Peng , Xingbo Xu

In this paper, we propose a data-driven economic model predictive control (EMPC) scheme with generalized terminal constraint to control an unknown linear time-invariant system. Our scheme is based on the Fundamental Lemma to predict future…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Yifan Xie , Julian Berberich , Frank Allgöwer

After the first lockdown in response to the COVID-19 outbreak, many countries faced difficulties in balancing infection control with economics. Due to limited prior knowledge, economists began researching this issue using cost-benefit…

Populations and Evolution · Quantitative Biology 2021-10-19 Tsuyoshi Hondou

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

This paper considers the classical SIR epidemic model driven by a multidimensional L\'evy jump process. We consecrate to develop a mathematical method to obtain the asymptotic properties of the perturbed model. Our method differs from…

Probability · Mathematics 2020-02-24 Driss Kiouach , Yassine Sabbar

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

Modelling the transmission dynamics of an infectious disease is a complex task. Not only it is difficult to accurately model the inherent non-stationarity and heterogeneity of transmission, but it is nearly impossible to describe,…

Computation · Statistics 2023-07-19 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

We study first order necessary conditions for an optimal control problem of a Susceptible-Infected-Recovered (SIR) model with limitations on the duration of the quarantine. The control is done by means of the reproduction number, i.e., the…

We analyze the optimal control of disease prevention and treatment in a basic SIS model. We develop a simple macroeconomic setup in which the social planner determines how to optimally intervene, through income taxation, in order to…

Theoretical Economics · Economics 2019-10-09 Davide La Torre , Tufail Malik , Simone Marsiglio

Ever since the outbreak of the COVID-19 epidemic, various public health control strategies have been proposed and tested against the coronavirus SARS-CoV-2. We study three specific COVID-19 epidemic control models: the susceptible, exposed,…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Zhe Xu , Bo Wu , Ufuk Topcu

Although modeling studies are focused on the control of SIR-based systems describing epidemic data sets (particularly the COVID-19), few of them present a formal dynamic characterization in terms of equilibrium sets and stability. Such…

Optimization and Control · Mathematics 2021-06-03 A. H. González , A. L. Anderson , A. Ferramosca , E. A. Hernandez-Vargas

We present and compare two different optimal control approaches applied to SEIR models in epidemiology, which allow us to obtain some policies for controlling the spread of an epidemic. The first approach uses Dynamic Programming to…

Optimization and Control · Mathematics 2024-05-06 Simone Cacace , Alessio Oliviero

We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…

Optimization and Control · Mathematics 2022-10-14 Vyacheslav Kungurtsev , Jakub Marecek , Robert Shorten