Authors: Mario Lefebvre
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.
Department of Mathematics and Industrial Engineering
Polytechnique Montrèal, Canada
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