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Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

Epidemic risk assessment poses inherent challenges, with traditional approaches often failing to balance health outcomes and economic constraints. This paper presents a data-driven decision support tool that models epidemiological dynamics…

Applications · Statistics 2025-11-24 Chang Zhai , Ping Chen , Zhuo Jin , David Pitt

The design of an efficient curing policy, able to stem an epidemic process at an affordable cost, has to account for the structure of the population contact network supporting the contagious process. Thus, we tackle the problem of…

Optimization and Control · Mathematics 2017-12-04 Stefania Ottaviano , Francesco De Pellegrini , Stefano Bonaccorsi , Piet Van Mieghem

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for…

Optimization and Control · Mathematics 2015-12-09 Loïc Bourdin , Emmanuel Trélat

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

The direct shooting method is a classic approach for the solution of Optimal Control Problems (OCPs). It parameterizes the control variables and transforms the OCP to the Nonlinear Programming (NLP) problem to solve. This method is easy to…

Optimization and Control · Mathematics 2021-03-30 Sheng Zhang , Jiang-Tao Huang

This paper investigates optimal vaccination strategies in a metapopulation epidemic model. We consider a linear cost to better capture operational considerations, such as the total number of vaccines or hospitalizations, in contrast to the…

Optimization and Control · Mathematics 2025-06-03 Lucas Machado Moschen , Maria Soledad Aronna

We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dynamics and intermittent noisy measurements, arises in…

Optimization and Control · Mathematics 2026-01-01 Christian Bayer , Saifeddine Ben naamia , Erik von Schwerin , Raul Tempone

Optimal control theory is usually formulated as an indirect method requiring the solution of a two-point boundary value problem. Practically, the solution is obtained by iterative forward and backward propagation of quantum wavepackets.…

Quantum Physics · Physics 2020-10-09 Alejandro R. Ramos Ramos , Oliver Kühn

In this study, we first develop SIV model by incorporating the intercellular time delay and analyze the stability of the equilibrium points. The model dynamics admits disease-free equilibrium and the infected equilibrium with their…

Dynamical Systems · Mathematics 2021-06-01 Bishal Chhetri , Vijay M. Bhagat , Swapna Muthusamy , Ananth V S , D. K. K. Vamsi , Carani B Sanjeevi

In this article, a well-known mathematical model of cancer immunotherapy is discussed and used to represent therapeutic protocols for cancer treatment. The optimal control problem is formulated based on the Pontryagin maximum principle to…

Quantitative Methods · Quantitative Biology 2020-08-04 Sima Sarv Ahrabi

Cost-effectiveness analysis is a mode of determining both the cost and economic health outcomes of one or more control interventions. In this work, we have formulated a non-autonomous nonlinear deterministic model to study the control of…

We show that a direct shooting method is mathematically equivalent to an indirect method in the sense of certain first-order conditions. Specific mathematical formulas pertaining to the equivalence of a direct shooting method with an…

Optimization and Control · Mathematics 2020-07-07 I. M. Ross

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…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

Epidemics of infectious diseases posing a serious risk to human health have occurred throughout history. During recent epidemics there has been much debate about policy, including how and when to impose restrictions on behaviour.…

Theoretical Economics · Economics 2024-04-08 Simon K. Schnyder , John J. Molina , Ryoichi Yamamoto , Matthew S. Turner

National responses to the Covid-19 pandemic varied markedly across countries, from business-as-usual to complete shutdowns. Policies aimed at disrupting the viral transmission cycle and preventing the healthcare system from being…

Populations and Evolution · Quantitative Biology 2021-10-27 Arash Saeidpour , Pejman Rohani

The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach…

Systems and Control · Computer Science 2014-12-19 Ali Heydari

In this paper, we address a social planner's optimal control problem for a partially observable stochastic epidemic model. The control measures include social distancing, testing, and vaccination. Using a diffusion approximation for the…

Optimization and Control · Mathematics 2025-03-11 Ibrahim Mbouandi Njiasse , Florent Ouabo Kamkumo , Ralf Wunderlich

We consider optimal control problems involving nonlinear ordinary differential equations with uncertain inputs. Using the sample average approximation, we obtain optimal control problems with ensembles of deterministic dynamical systems.…

Optimization and Control · Mathematics 2026-02-04 Olena Melnikov , Johannes Milz

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto