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 SM ISO690:2012LEFEBVRE, Mario. Optimal control of a stochastic system related to the Kermack-McKendrick model. In: Proceedings IMCS-55: The Fifth Conference of Mathematical Society of the Republic of Moldova, 28 septembrie - 1 octombrie 2019, Chișinău. Chișinău, Republica Moldova: "VALINEX" SRL, 2019, pp. 199-202. ISBN 978-9975-68-378-4. |
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| Proceedings IMCS-55 2019 | ||||||
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Conferința "Conference of Mathematical Society of the Republic of Moldova" Chișinău, Moldova, 28 septembrie - 1 octombrie 2019 | ||||||
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| Pag. 199-202 | ||||||
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A stochastic optimal control problem for a two-dimensional system of differential equations that is related to the KermackMcKendrick 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.MarioLefebve199 |
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| Cuvinte-cheie dynamic programming, Brownian motion, firstpassage time, Partial differential equations, error function |
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