Related papers: Epidemic control via stochastic optimal control
In this manuscript, we investigate importance sampling methods for rare-event simulation in diffusion processes. We show, from a large-deviation perspective, that the resulting importance sampling estimator is log-efficient. This connection…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
In this work, we provide a general mathematical formalism to study the optimal control of an epidemic, such as the COVID-19 pandemic, via incentives to lockdown and testing. In particular, we model the interplay between the government and…
Let S,I and R be susceptible, infected and recovered populations in a city affected by an epidemic. The SIR model of Lee, Liu, Tembine, Li and Osher, \emph{SIAM J. Appl. Math.},~81, 190--207, 2021 of the spatiotemoral spread of epidemics is…
In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…
The recent COVID-19 pandemic highlighted the need of non-pharmaceutical interventions in the first stages of a pandemic. Among these, lockdown policies proved unavoidable yet extremely costly from an economic perspective. To better…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…
Optimal control problems reflecting the finding of effective quarantine strategies are considered for two control SEIR~type models describing the spread of the COVID-19 virus in the human population. The properties of the corresponding…
In this research paper we modify a classical SIR model to better adapt to the dynamics of COVID-19, that is we propose the heterogeneous SQAIRD model where COVID-19 spreads over a population of economic agents, namely: the elderly, adults…
To forecast the time dynamics of an epidemic, we propose a discrete stochastic model that unifies and generalizes previous approaches to the subject. Viewing a given population of individuals or groups of individuals with given health state…
In the recent COVID-19 pandemic we assisted at a sequence of epidemic waves intertwined by anomalous fade-outs with periods of low but persistent epidemic prevalence. These long-living epidemic states complicate epidemic control and…
It is the main purpose of this paper to introduce a graph-valued stochastic process in order to model the spread of a communicable infectious disease. The major novelty of the SIR model we promote lies in the fact that the social network on…
Traditionally, the identification of parameters in the formulation and solution of inverse problems considers that models, variables and mathematical parameters are free of uncertainties. This aspect simplifies the estimation process, but…
We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom. We show that, in the same way in…
We consider here an extended SIR model, including several features of the recent COVID-19 outbreak: in particular the infected and recovered individuals can either be detected (+) or undetected (-) and we also integrate an intensive care…
We consider a susceptible, infected, and recovered infectious disease model which incorporates a vaccination rate. In particular, we study the problem of choosing the vaccination rate in order to reduce the number of infected individuals to…
Coronavirus COVID-19 spreads through the population mostly based on social contact. To gauge the potential for widespread contagion, to cope with associated uncertainty and to inform its mitigation, more accurate and robust modelling is…
In this work, we review the figures used to characterize an epidemic outbreak most. Particular attention is drawn to epidemic spreading at time-varying transition rates. A time-varying SIR-like model is used to describe the epidemic…
Modeling and control of epidemics such as the novel Corona virus have assumed paramount importance at a global level. A natural and powerful dynamical modeling framework to use in this context is a continuous time Markov decision process…
We model further development of the COVID-19 epidemic in the UK given the current data and assuming different scenarios of handling the epidemic. In this research, we further extend the stochastic model suggested in \cite{us} and…