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In this paper, we formulate cyber risk management and mitigation as a stochastic optimal control problem under a stochastic Susceptible-Infected-Susceptible (SIS) epidemic model. To capture the dynamics and interplay of management and…

Optimization and Control · Mathematics 2026-01-29 Shize Na , Zhuo Jin , Ran Xu , Hailiang Yang

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

A crucial aspect of managing a public health crisis is to effectively balance prevention and mitigation strategies, while taking their socio-economic impact into account. In particular, determining the influence of different…

We consider the approximation of some optimal control problems for the Navier-Stokes equation via a Dynamic Programming approach. These control problems arise in many industrial applications and are very challenging from the numerical point…

Optimization and Control · Mathematics 2022-07-18 Maurizio Falcone , Gerhard Kirsten , Luca Saluzzi

We study a time-optimal control problem of a two-peakon collision. First, we state the controllability. Next, we find the time-optimal strategy. This is done via the HamiltonJacobi-Bellman equation and the dynamic programming method. We…

Optimization and Control · Mathematics 2021-05-24 Tomasz Cieślak , Bidesh Das

In this work we analyze mathematically the consequences and effectiveness of strategies to control an epidemic in the framework of classical SEIR models with multiple parallel infectious stages. We define the mathematical concept of a…

Dynamical Systems · Mathematics 2023-08-17 Annibal Figueiredo , Tarcısio Marciano da Rocha Filho

We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…

Optimization and Control · Mathematics 2022-10-19 Alessandro Alla , Marta D'Elia , Christian Glusa , Hugo Oliveira

The process of contagiousness spread modelling is well-known in epidemiology. However, the application of spread modelling to banking market is quite recent. In this work, we present a system of ordinary differential equations, simulating…

Optimization and Control · Mathematics 2018-02-19 Olena Kostylenko , Helena Sofia Rodrigues , Delfim F. M. Torres

In this paper, we present an application of the optimal control theory to orbital transfer of Low Earth Orbit satellites. The optimal control problem is treated with Dynamic Programming techniques which require solving the…

Optimization and Control · Mathematics 2024-07-23 C. Ciancarelli , R. Ferretti , A. Intelisano , G. Villani

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"…

Optimization and Control · Mathematics 2016-01-06 Ajeet Kumar , Alexander Vladimirsky

Recent Covid-19 pandemic has demonstrated the need of efficient epidemic outbreak management. We study the optimal control problem of minimizing the fraction of infected population by applying vaccination and treatment control strategies,…

Social and Information Networks · Computer Science 2021-12-07 Jagtap Kalyani Devendra , Kundan Kandhway

This paper deals with an SIR model with saturated incidence rate affected by inhibitory effect and saturated treatment function. Two control functions have been used, one for vaccinating the susceptible population and other for the…

Dynamical Systems · Mathematics 2018-07-17 Jayanta Kumar Ghosh , Uttam Ghosh , M. H. A. Biswas , Susmita Sarkar

The aim of this paper is twofold. On one hand, we strive to give a simpler proof of the optimality of greedy controls when the cost of interventions is control-affine and the dynamics follow a state-constrained controlled SIR model. This is…

Optimization and Control · Mathematics 2022-05-19 Lorenzo Freddi , Dan Goreac , Juan Li , Boxiang Xu

In this work, we investigate a VS-EIAR epidemiological model that incorporates vaccinated individuals $\{V_i : i = 1, \ldots, n\}$, where $n \in \mathbb{N}^{*}$. The dynamics of the VS-EIAR model are governed by a system of ordinary…

Dynamical Systems · Mathematics 2025-07-16 Mamadou Abdoul Diop , Mohammed Elghandouri , Khalil Ezzinbi

This paper is concerned with the well-posedness and optimal control problem of a reaction-diffusion system for an epidemic Susceptible-Infected-Recovered-Susceptible (SIRS) mathematical model in which the dynamics develops in a spatially…

Optimization and Control · Mathematics 2023-04-24 Pierluigi Colli , Gianni Gilardi , Gabriela Marinoschi , Elisabetta Rocca

Modelling epidemics via classical population-based models suffers from shortcomings that so-called individual-based models are able to overcome, as they are able to take heterogeneity features into account, such as super-spreaders, and…

Optimization and Control · Mathematics 2022-05-16 C. Courtès , E. Franck , K. Lutz , L. Navoret , Y. Privat

Although modeling studies are focused on the control of SIR-based systems describing epidemic data sets (particularly the COVID-19), few of them present a formal dynamic characterization in terms of equilibrium sets and stability. Such…

Optimization and Control · Mathematics 2021-06-03 A. H. González , A. L. Anderson , A. Ferramosca , E. A. Hernandez-Vargas

A deterministic mathematical model is formulated and analyzed to study the transmission dynamics of Nipah virus both qualitatively and numerically. Existence and stability of equilibria were investigated and the model was rigorously…

Dynamical Systems · Mathematics 2020-10-09 BI Omede , PO Ameh , A Omame , B Bolaji

This paper studies an optimal control problem for a class of SIR epidemic models, in scenarios in which the infected population is constrained to be lower than a critical threshold imposed by the ICU (intensive care unit) capacity. The…

Optimization and Control · Mathematics 2024-12-31 Matteo Della Rossa , Lorenzo Freddi , Dan Goreac