SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms
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Epidemiology (92D30) Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Numerical methods for variational inequalities and related problems (65K15) Hamilton-Jacobi equations in optimal control and differential games (49L12)
Abstract: The aim of this paper is twofold. On one hand, we strive to give a simpler proof of the optimality of greedy controls when the cost of interventions is control-affine and the dynamics follow a state-constrained controlled SIR model. This is achieved using the Hamilton-Jacobi characterization of the value function, via the verification argument and explicit trajectorybased computations. Aside from providing an alternative to the Pontryagin complex arguments in [5], this method allows one to consider more general classes of costs; in particular statedependent ones. On the other hand, the paper is completed by linear programming methods allowing to deal with possibly discontinuous costs. In particular, we propose a brief exposition of classes of linearized dynamic programming principles based on our previous work and ensuing dual linear programming algorithms. We emphasize the particularities of our state space and possible generations of forward scenarios using the description of reachable sets.
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Cited in
(8)- A simple planning problem for COVID-19 lockdown: a dynamic programming approach
- Return-to-normality in a piecewise deterministic Markov SIR+V model with pharmaceutical and non-pharmaceutical interventions
- Controlled compartmental models with time-varying population: normalization, viability and comparison
- Greedy algorithms in economic epidemiology
- Infinite horizon optimal control of a SIR epidemic under an ICU constraint
- MPC without terminal ingredients tailored to the SEIR compartmental epidemic model
- Optimality of vaccination for an SIR epidemic with an ICU constraint
- Optimality of vaccination for prevalence-constrained SIRS epidemics
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