Optimal control of a stochastic system related to the Kermack-McKendrick model
Închide
Conţinutul numărului revistei
Articolul precedent
Articolul urmator
513 2
Ultima descărcare din IBN:
2023-10-05 10:31
Căutarea după subiecte
similare conform CZU
517.977.5+519.816 (1)
Ecuații diferențiale. Ecuații integrale. Alte ecuații funcționale. Diferențe finite. Calculul variațional. Analiză funcțională (243)
Cercetări operaționale (OR) teorii şi metode matematice (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.
EXPORT metadate:
Google Scholar
Crossref
CERIF

DataCite
Dublin Core
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

DataCite XML Export

<?xml version='1.0' encoding='utf-8'?>
<resource xmlns:xsi='http://www.w3.org/2001/XMLSchema-instance' xmlns='http://datacite.org/schema/kernel-3' xsi:schemaLocation='http://datacite.org/schema/kernel-3 http://schema.datacite.org/meta/kernel-3/metadata.xsd'>
<creators>
<creator>
<creatorName>Lefebvre, M.</creatorName>
<affiliation>Ecole Polytechnique de Montreal, Canada</affiliation>
</creator>
</creators>
<titles>
<title xml:lang='en'>Optimal control of a stochastic system related to the Kermack-McKendrick model</title>
</titles>
<publisher>Instrumentul Bibliometric National</publisher>
<publicationYear>2019</publicationYear>
<relatedIdentifier relatedIdentifierType='ISSN' relationType='IsPartOf'>1024-7696</relatedIdentifier>
<subjects>
<subject>dynamic programming</subject>
<subject>first-passage time</subject>
<subject>Brownian motion</subject>
<subject>Partial differential equations</subject>
<subject>error function</subject>
<subject schemeURI='http://udcdata.info/' subjectScheme='UDC'>517.977.5+519.816</subject>
</subjects>
<dates>
<date dateType='Issued'>2019-12-27</date>
</dates>
<resourceType resourceTypeGeneral='Text'>Journal article</resourceType>
<descriptions>
<description xml:lang='en' descriptionType='Abstract'><p>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.</p></description>
</descriptions>
<formats>
<format>application/pdf</format>
</formats>
</resource>