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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2019, номер 3, страницы 60–64
(Mi basm518)
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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
Аннотация:
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.
Ключевые слова и фразы:
dynamic programming, first-passage time, Brownian motion, partial differential equations, error function.
Поступила в редакцию: 19.11.2019
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/basm518 https://www.mathnet.ru/rus/basm/y2019/i3/p60
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Статистика просмотров: |
Страница аннотации: | 78 | PDF полного текста: | 22 | Список литературы: | 14 |
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