Optimal control of a stochastic system related to the Kermack-McKendrick model
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Differential equations. Integral equations. Other functional equations. Finite differences. Calculus of variations. Functional analysis (243)
Operational research (OR): mathematical theories and methods (169)
SM ISO690:2012
LEFEBVRE, Mario. Optimal control of a stochastic system related to the Kermack-McKendrick model. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2019, nr. 3(91), pp. 60-64. ISSN 1024-7696.
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Numărul 3(91) / 2019 / ISSN 1024-7696 /ISSNe 2587-4322

Optimal control of a stochastic system related to the Kermack-McKendrick model

CZU: 517.977.5+519.816
MSC 2010: 93E20.

Pag. 60-64

Lefebvre Mario
 
Polytechnique Montréal
 
 
Disponibil în IBN: 15 iulie 2020


Rezumat

A stochastic optimal control problem for a two-dimensional system of differential equations related to the Kermack-McKendrick model for the spread of epidemics is considered. The aim is to maximize the expected value of the time during which the epidemic is under control, taking the quadratic control costs into account. An exact and explicit solution is found in a particular case.

Cuvinte-cheie
dynamic programming, first-passage time, Brownian motion, Partial differential equations, error function

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