Geodesic
Optimal control of a stochastic system related to the Kermack-McKendrick model
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2019), pp. 60-64 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{BASM_2019_3_a5,
     author = {Mario Lefebvre},
     title = {Optimal control of a stochastic system related to the {Kermack-McKendrick} model},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {60--64},
     year = {2019},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/BASM_2019_3_a5/}
}
TY  - JOUR
AU  - Mario Lefebvre
TI  - Optimal control of a stochastic system related to the Kermack-McKendrick model
JO  - Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
PY  - 2019
SP  - 60
EP  - 64
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/BASM_2019_3_a5/
LA  - en
ID  - BASM_2019_3_a5
ER  - 
%0 Journal Article
%A Mario Lefebvre
%T Optimal control of a stochastic system related to the Kermack-McKendrick model
%J Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
%D 2019
%P 60-64
%N 3
%U http://geodesic.mathdoc.fr/item/BASM_2019_3_a5/
%G en
%F BASM_2019_3_a5
Mario Lefebvre. Optimal control of a stochastic system related to the Kermack-McKendrick model. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2019), pp. 60-64. http://geodesic.mathdoc.fr/item/BASM_2019_3_a5/

[1] Kermack W. O., McKendrick A. G., “A contribution to the mathematical theory of epidemics”, Proceedings of the Royal Society of London A, 115:772 (1927), 700–721 | Zbl

[2] Lefebvre M., “Optimally ending an epidemic”, Optimization, 67:3 (2018), 399–407 | DOI | MR | Zbl

[3] Lefebvre M., Zitouni F., “General LQG homing problems in one dimension”, International Journal of Stochastic Analysis, 2012, 803724, 20 pp. | MR | Zbl

[4] Lefebvre M., Zitouni F., “Analytical solutions to LQG homing problems in one dimension”, Systems Science and Control Engineering: An Open Access Journal, 2:1 (2014), 41–47 | MR

[5] Makasu C., “Explicit solution for a vector-valued LQG homing problem”, Optimization Letters, 7:3 (2013), 607–612 | DOI | MR | Zbl

[6] Whittle P., Optimization over Time, v. I, Wiley, Chichester, 1982 | MR | Zbl