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Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the…

Machine Learning · Computer Science 2025-05-06 Yueyang Liu , Xu Kuang , Benjamin Van Roy

Containment of epidemic outbreaks entails great societal and economic costs. Cost-effective containment strategies rely on efficiently identifying infected individuals, making the best possible use of the available testing resources.…

Populations and Evolution · Quantitative Biology 2020-12-01 Laura Natali , Saga Helgadottir , Onofrio M. Marago , Giovanni Volpe

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

This paper presents methods to choose individuals to test for infection during a pandemic such as COVID-19, characterized by high contagion and presence of asymptomatic carriers. The smart-testing ideas presented here are motivated by…

Machine Learning · Computer Science 2020-12-29 Yingfei Wang , Inbal Yahav , Balaji Padmanabhan

We present a stochastic epidemic model to study the effect of various preventive measures, such as uniform reduction of contacts and transmission, vaccination, isolation, screening and contact tracing, on a disease outbreak in a…

Populations and Evolution · Quantitative Biology 2022-07-08 Martina Favero , Gianpaolo Scalia Tomba , Tom Britton

Thompson sampling is an algorithm for online decision problems where actions are taken sequentially in a manner that must balance between exploiting what is known to maximize immediate performance and investing to accumulate new information…

Machine Learning · Computer Science 2020-07-16 Daniel Russo , Benjamin Van Roy , Abbas Kazerouni , Ian Osband , Zheng Wen

Epidemic models are invaluable tools to understand and implement strategies to control the spread of infectious diseases, as well as to inform public health policies and resource allocation. However, current modeling approaches have…

Methodology · Statistics 2026-05-12 Caitlin Ward , Rob Deardon , Alexandra M. Schmidt

Presently, Covid-19 is a serious threat to the world at large. Efforts are being made to reduce disease screening times and in the development of a vaccine to resist this disease, even as thousands succumb to it everyday. We propose a novel…

Computer Vision and Pattern Recognition · Computer Science 2021-08-10 Hmrishav Bandyopadhyay , Shuvayan Ghosh Dastidar , Bisakh Mondal , Biplab Banerjee , Nibaran Das

Social distancing has been the only effective way to contain the spread of an infectious disease prior to the availability of the pharmaceutical treatment. It can lower the infection rate of the disease at the economic cost. A pandemic…

Applications · Statistics 2020-12-07 Kexin Chen , Chi Seng Pun , Hoi Ying Wong

We study contact epidemic models for the spread of infective diseases in finite populations. The size dependence enters in the infection rate. The dynamics of such models is then analyzed within the deterministic approximation, as well as…

Populations and Evolution · Quantitative Biology 2020-04-07 Ph. Blanchard , S. Nicolis

In the last months, due to the emergency of Covid-19, questions related to the fact of belonging or not to a particular class of individuals (`infected or not infected'), after being tagged as `positive' or `negative' by a test, have never…

Populations and Evolution · Quantitative Biology 2020-11-23 Giulio D'Agostini , Alfredo Esposito

Infectious diseases that incorporate pre-symptomatic transmission are challenging to monitor, model, predict and contain. We address this scenario by studying a variant of a stochastic susceptible-exposed-infected-recovered model on…

Physics and Society · Physics 2021-05-07 Bo Li , David Saad

Traditional epidemic detection algorithms make decisions using only local information. We propose a novel approach that explicitly models spatial information fusion from several metapopulations. Our method also takes into account…

Computation · Statistics 2015-09-15 Michael Ludkovski , Katherine Shatskikh

In the context of the ongoing Covid-19 pandemic, several reports and studies have attempted to model and predict the spread of the disease. There is also intense debate about policies for limiting the damage, both to health and to the…

Physics and Society · Physics 2020-05-04 Harshad Khadilkar , Tanuja Ganu , Deva P Seetharam

We introduce a methodology to guarantee safety against the spread of infectious diseases by viewing epidemiological models as control systems and by considering human interventions (such as quarantining or social distancing) as control…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Tamas G. Molnar , Andrew W. Singletary , Gabor Orosz , Aaron D. Ames

Bayesian adaptive designs have gained popularity in all phases of clinical trials with numerous new developments in the past few decades. During the COVID-19 pandemic, the need to establish evidence for the effectiveness of vaccines,…

Methodology · Statistics 2022-03-08 Shirin Golchi

We review the literature on individual patient organ acceptance decision making by presenting a Markov Decision Process (MDP) model to formulate the organ acceptance decision process as a stochastic control problem. Under the umbrella of…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Xingyu Ren , Michael C. Fu , Steven I. Marcus

In this paper, we develop a robust economic model predictive controller for the containment of stochastic Susceptible-Exposed-Infected-Vigilant (SEIV) epidemic processes which drives the process to extinction quickly, while minimizing the…

Optimization and Control · Mathematics 2019-05-14 Nicholas J. Watkins , Cameron Nowzari , George J. Pappas

We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…

Optimization and Control · Mathematics 2012-12-12 Jue Wang , Chi-Guhn Lee

The importation and subsequent establishment of novel pathogenic strains in a population is subject to a large degree of uncertainty due to the stochastic nature of the disease dynamics. Mathematical models need to take this stochasticity…

Populations and Evolution · Quantitative Biology 2024-12-02 Jacob Curran-Sebastian , Frederik Mølkjær Andersen , Samir Bhatt
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