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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2019, Number 3, Pages 60–64 (Mi basm518)  
Research articles

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

Mario Lefebvre

Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada
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Abstract: 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.
Keywords and phrases: dynamic programming, first-passage time, Brownian motion, partial differential equations, error function.
Funding agency Grant number
Natural Sciences and Engineering Research Council of Canada (NSERC)
This research was supported by the Natural Sciences and Engineering Research Council of Canada (NSERC).
Received: 19.11.2019
Document Type: Article
MSC: 93E20
Language: English
Citation: Mario Lefebvre, “Optimal control of a stochastic system related to the Kermack-McKendrick model”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2019, no. 3, 60–64
Citation in format AMSBIB
\Bibitem{Lef19}
\by Mario~Lefebvre
\paper Optimal control of a stochastic system related to the Kermack-McKendrick model
\jour Bul. Acad. \c Stiin\c te Repub. Mold. Mat.
\yr 2019
\issue 3
\pages 60--64
\mathnet{http://mi.mathnet.ru/basm518}
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