Related papers: SIR Epidemics With State-Dependent Costs and ICU C…
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…
We consider the problem of controlling an SIR-model epidemic by temporarily reducing the rate of contact within a population. The control takes the form of a multiplicative reduction in the contact rate of infectious individuals. The…
A large number of recent studies consider a compartmental SIR model to study optimal control policies aimed at containing the diffusion of COVID-19 while minimizing the economic costs of preventive measures. Such problems are non-convex and…
We study a discounted singular stochastic control problem driven by a general L\'evy process, where the objective is to minimize a cost functional composed of a running cost and a control cost that depends on the current state of the…
We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algorithms. To this end, we first extend the greedy control…
This paper focuses on linearisation techniques for a class of mixed singular/continuous control problems and ensuing algorithms. The motivation comes from (re)insurance problems with reserve-dependent premiums with Cram{\'e}r-Lundberg…
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…
The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem with SIR dynamics. The main feature of our study is the presence of state constraints (related to intensive care units ICU capacity) and…
This paper has a double aim. One the one hand, we introduce a uni-nodal network model for cyber risks with firewalled edges and SIR intra-edge spreading. In connection to this, we formulate an insurance problem in which one seeks the…
We study the problem of optimal control of the stochastic SIR model. Models of this type are used in mathematical epidemiology to capture the time evolution of highly infectious diseases such as COVID-19. Our approach relies on…
We propose and study a compartmental model for epidemiology with human behavioral effects. Specifically, our model incorporates governmental prevention measures aimed at lowering the disease infection rate, but we split the population into…
We design and analyze a multi-level game-theoretic model of hierarchical policy interventions for epidemic control, such as those in response to the COVID-19 pandemic. Our model captures the potentially mismatched priorities among a…
This paper studies viability and control synthesis for a delayed SIR epidemic. The model integrates a constant delay representing an incubation/latency time. The control inputs model non-pharmaceutical interventions, while an intensive care…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
We study optimal control problems in infinite horizon when the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (inspired by traffic models). We adapt the results in [H. M.…
This paper investigates the optimal control of an epidemic governed by a SEIR model with an operational delay in vaccination. We address the mathematical challenge of imposing hard healthcare capacity constraints (e.g., ICU limits) over an…
The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem of a SIR epidemic on an infinite horizon. A state constraint related to intensive care units (ICU) capacity is imposed and the objective…
Motivated by the ongoing pandemic COVID-19, we propose a closed-loop framework that combines inference from testing data, learning the parameters of the dynamics and optimal resource allocation for controlling the spread of the…
During a pandemic, there are conflicting demands arising from public health and economic cost. Lockdowns are a common way of containing infections, but they adversely affect the economy. We study the question of how to minimise the economic…
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…