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Related papers: Optimal Vaccination in a SIRS Epidemic Model

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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…

Optimization and Control · Mathematics 2026-03-16 Behrooz Moosavi Ramezanzadeh

We study the spread of an SIRS-type epidemic with vaccination on network. Starting from an exact Markov description of the model, we investigate the mean epidemic lifetime by providing a sufficient condition for fast extinction that depends…

Dynamical Systems · Mathematics 2020-11-23 Stefania Ottaviano , Stefano Bonaccorsi

We present a control framework for stochastic compartmental models in epidemiology. In this framework, rather than directly controlling the stochastic system, we perform optimal control of an associated Fokker-Planck equation, with the goal…

Optimization and Control · Mathematics 2026-04-06 Christian Parkinson , Souvik Roy

In this article, we introduce an infinite-dimensional deterministic SIS model which takes into account the heterogeneity of the infections and the social network among a large population. We study the long-time behavior of the dynamic. We…

Dynamical Systems · Mathematics 2020-06-16 Jean-François Delmas , Dylan Dronnier , Pierre-André Zitt

We introduce an immunization method where the percentage of required vaccinations for immunity are close to the optimal value of a targeted immunization scheme of highest degree nodes. Our strategy retains the advantage of being purely…

Physics and Society · Physics 2009-11-13 Lazaros K. Gallos , Fredrik Liljeros , Panos Argyrakis , Armin Bunde , Shlomo Havlin

We analyze the susceptible-infected-susceptible model for epidemic spreading in which a fraction of the individuals become immune by vaccination. This process is understood as a dilution by vaccination, which decreases the fraction of the…

Populations and Evolution · Quantitative Biology 2021-11-10 Tânia Tomé , Mário J. de Oliveira

We study the problem of optimal portfolio selection under stochastic volatility within a continuous time reinforcement learning framework with portfolio constraints. Exploration is modeled through entropy-regularized relaxed controls, where…

Mathematical Finance · Quantitative Finance 2026-04-27 Thai Nguyen , Pertiny Nkuize

During the Covid-19 pandemic a key role is played by vaccination to combat the virus. There are many possible policies for prioritizing vaccines, and different criteria for optimization: minimize death, time to herd immunity, functioning of…

Populations and Evolution · Quantitative Biology 2022-03-18 Qi Luo , Ryan Weightman , Sean T. McQuade , Mateo Diaz , Emmanuel Trélat , William Barbour , Dan Work , Samitha Samaranayake , Benedetto Piccoli

When effective medical treatment and vaccination are not available, non-pharmaceutical interventions such as social distancing, home quarantine and far-reaching shutdown of public life are the only available strategies to prevent the spread…

Populations and Evolution · Quantitative Biology 2020-08-19 Markus Kantner , Thomas Koprucki

In this paper, we assume an insure is allowed to purchase proportional reinsurance and can invest his or her wealth into the financial market where a savings account, stocks and bonds are available. Different from classical optimal…

Mathematical Finance · Quantitative Finance 2014-07-01 Xiaoxiao Zheng , Xin Zhang

In this work we propose and investigate a new strategy of vaccination, which we call "dynamic vaccination". In our model, susceptible people become aware that one or more of their contacts are infected, and thereby get vaccinated with…

Physics and Society · Physics 2019-01-09 L. G. Alvarez-Zuzek , M. A. Di Muro , S. Havlin , L. A. Braunstein

We present an exact analytical solution to a one-dimensional model of the Susceptible-Infected-Recovered (SIR) epidemic type, with infection rates dependent on nearest-neighbor occupations. We use a quantum mechanical approach, transforming…

Statistical Mechanics · Physics 2015-05-30 H. Thomas Williams , Irina Mazilu , Dan Mazilu

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…

Optimization and Control · Mathematics 2019-12-19 Yves Achdou , Mathieu Laurière , Pierre-Louis Lions

We give the explicit solution of the optimal control problem which consists in minimizing the epidemic peak in the SIR model when the control is an attenuation factor of the infectious rate, subject to a L 1 budget constraint. The optimal…

Optimization and Control · Mathematics 2022-03-14 Emilio Molina , Alain Rapaport

We consider a stochastic SIS infection model for a population partitioned into $m$ households assuming random mixing. We solve the model in the limit $m \to \infty$ by using the self-consistent field method of statistical physics. We derive…

Statistical Mechanics · Physics 2007-05-23 G. Ghoshal , L. M. Sander , I. M. Sokolov

This paper is concerned with the analysis of vaccination strategies in a stochastic SIR (susceptible $\to$ infected $\to$ removed) model for the spread of an epidemic amongst a population of individuals with a random network of social…

Physics and Society · Physics 2016-11-16 Frank Ball , David Sirl

We develop a model of infection spread that takes into account the existence of a vulnerable group as well as the variability of the social relations of individuals. We develop a compartmentalized power-law model, with power-law connections…

Physics and Society · Physics 2020-10-13 Simone Santini

We address a long-standing open problem in risk theory, namely the optimal strategy to pay out dividends from an insurance surplus process, if the dividend rate can never be decreased. The optimality criterion here is to maximize the…

Portfolio Management · Quantitative Finance 2021-06-08 Hansjoerg Albrecher , Pablo Azcue , Nora Muler

An age-dependent SIR model is considered with the aim to develop a state-feedback vaccination law in order to eradicate a disease. A dynamical analysis of the system is performed using the principle of linearized stability and shows that,…

Optimization and Control · Mathematics 2022-05-18 Candy Sonveaux , Joseph J. Winkin

In light of the continuing emergence of new SARS-CoV-2 variants and vaccines, we create a simulation framework for exploring possible infection trajectories under various scenarios. The situations of primary interest involve the interaction…

Populations and Evolution · Quantitative Biology 2022-01-10 Kory D. Johnson , Annemarie Grass , Daniel Toneian , Mathias Beiglböck , Jitka Polechová
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