Related papers: Stochastic Optimal Control of an Epidemic Under Pa…
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…
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…
This article investigates stochastic epidemic models with partial information and addresses the estimation of current values of not directly observable states. The latter is also called nowcasting and related to the so-called "dark figure"…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…
We approach the development of models and control strategies of susceptible-infected-susceptible (SIS) epidemic processes from the perspective of marked temporal point processes and stochastic optimal control of stochastic differential…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
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…
The paper proposes a new stochastic intervention control model conducted in various commodity and stock markets. The essence of the phenomenon of intervention is described in accordance with current economic theory. A review of papers on…
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
In this paper, we explore the solvability and the optimal control problem for a compartmental model based on reaction-diffusion partial differential equations describing a transmissible disease. The nonlinear model takes into account the…
We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…
This paper revisits a longstanding problem of interest concerning the distributed control of an epidemic process on human contact networks. Due to the stochastic nature and combinatorial complexity of the problem, finding optimal policies…
This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…
In this chapter, we focus on the problem of containing the spread of diseases taking place in both temporal and adaptive networks (i.e., networks whose structure `adapts' to the state of the disease). We specifically focus on the problem of…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
The adoption of containment measures to reduce the amplitude of the epidemic peak is a key aspect in tackling the rapid spread of an epidemic. Classical compartmental models must be modified and studied to correctly describe the effects of…