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Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the…

Optimization and Control · Mathematics 2019-08-06 Alexey Piunovskiy , Alexander Plakhov , Delfim F. M. Torres , Yi Zhang

We propose a versatile model with a flexible choice of control for an early-pandemic outbreak prevention when vaccine/drug is not yet available. At that stage, control is often limited to non-medical interventions like social distancing and…

Optimization and Control · Mathematics 2024-06-14 Alexandra Smirnova , Xiaojing Ye

Optimal control of interdependent epidemics spreading over complex networks is a critical issue. We first establish a framework to capture the coupling between two epidemics, and then analyze the system's equilibrium states by categorizing…

Systems and Control · Computer Science 2017-10-19 Juntao Chen , Rui Zhang , Quanyan Zhu

Controlling and understanding epidemic outbreaks has recently drawn great interest in a large spectrum of research communities. Vaccination is one of the most well-established and effective strategies in order to contain an epidemic. In the…

Social and Information Networks · Computer Science 2023-05-29 Sourin Chatterjee , Ahad N. Zehmakan

Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…

Optimization and Control · Mathematics 2025-01-08 Xiaoxiao Peng , Shijie Zhou

We study the problem of a policymaker who aims at taming the spread of an epidemic while minimizing its associated social costs. The main feature of our model lies in the fact that the disease's transmission rate is a diffusive stochastic…

Optimization and Control · Mathematics 2020-11-04 Salvatore Federico , Giorgio Ferrari

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

We study a multilayer SIR model with two levels of mixing, namely a global level which is uniformly mixing, and a local level with two layers distinguishing household and workplace contacts, respectively. We establish the large population…

Probability · Mathematics 2023-10-27 Madeleine Kubasch

Networks of coupled dynamical systems provide a powerful way to model systems with enormously complex dynamics, such as the human brain. Control of synchronization in such networked systems has far reaching applications in many domains,…

Adaptation and Self-Organizing Systems · Physics 2018-03-21 Julien Gout , Markus Quade , Kamran Shafi , Robert K. Niven , Markus Abel

Exploiting the power of the expectation operator and indicator (or Bernoulli) random variables, we present the exact governing equations for both the SIR and SIS epidemic models on \emph{networks}. Although SIR and SIS are basic epidemic…

Dynamical Systems · Mathematics 2014-02-10 Piet Van Mieghem

We develop a feedback control method for networked epidemic spreading processes. In contrast to most prior works which consider mean field, open-loop control schemes, the present work develops a novel framework for feedback control of…

Optimization and Control · Mathematics 2017-03-23 Nicholas J. Watkins , Cameron Nowzari , George J. Pappas

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

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…

Optimization and Control · Mathematics 2021-05-19 Elena Gubar , Laura Policardo , Edgar J. Sanchez Carrera , Vladislav Taynitskiy

The paper considers the problems of optimal vaccination control in the classical SIR model under constraints on the resource capabilities of the insurance medical system, in particular under constraints on the possible absolute rate of…

Optimization and Control · Mathematics 2025-11-24 Bogdan Norkin , Vladimir Norkin

This paper develops numerical methods for finding optimal dividend pay-out and reinsurance policies. A generalized singular control formulation of surplus and discounted payoff function are introduced, where the surplus is modeled by a…

Computational Finance · Quantitative Finance 2011-11-11 Zhuo Jin , George Yin , Chao Zhu

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

In this paper, a tractable methodology is proposed to approximate stochastic optimal feedback treatment in the context of mixed immuno-chemo therapy of cancer. The method uses a fixed-point value iteration that approximately solves a…

Systems and Control · Computer Science 2020-10-26 Mazen Alamir

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

Motivated by models of epidemic control in large populations, we consider a Stackelberg mean field game model between a principal and a mean field of agents evolving on a finite state space. The agents play a non-cooperative game in which…

Optimization and Control · Mathematics 2021-05-26 Alexander Aurell , Rene Carmona , Gokce Dayanikli , Mathieu Lauriere

We propose a mathematical spatiotemporal epidemic SICA model with a control strategy. The spatial behavior is modeled by adding a diffusion term with the Laplace operator, which is justified and interpreted both mathematically and…

Optimization and Control · Mathematics 2022-07-12 Houssine Zine , Abderrahim El Adraoui , Delfim F. M. Torres