Epidemic control via stochastic optimal control

• Tác giả: Andrew Lesniewski
• Ngôn ngữ: eng
• Ký hiệu phân loại: 003.76 Stochastic systems
• Thông tin xuất bản: 2020
• Bộ sưu tập: Metadata
• ID: 164221

Tóm tắt

Comment: 30 pagesWe 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 reformulating the Hamilton-Jacobi-Bellman equation as a stochastic minimum principle. This results in a system of forward backward stochastic differential equations, which is amenable to numerical solution via Monte Carlo simulations. We present a number of numerical solutions of the system under a variety of scenarios.