SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms
From MaRDI portal
Publication:2156346
DOI10.1007/S00245-022-09884-XzbMATH Open1493.49030arXiv2110.11625OpenAlexW3209838903MaRDI QIDQ2156346FDOQ2156346
Authors: Yanyan Li 
Publication date: 18 July 2022
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2110.11625
Recommendations
- Optimal control of a SIR epidemic with ICU constraints and target objectives
- Optimal control of an SIR epidemic through finite-time non-pharmaceutical intervention
- Optimal control of deterministic epidemics
- Nonlinear and dynamic programming for epidemic intervention
- An optimal feedback control that minimizes the epidemic peak in the SIR model under a budget constraint
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)
Cites Work
- Partitioning procedures for solving mixed-variables programming problems
- On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
- Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
- On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
- Linear programming approach to deterministic infinite horizon optimal control problems with discounting
- Optimal Control with State-Space Constraint I
- Title not available (Why is that?)
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
- Mayer and optimal stopping stochastic control problems with discontinuous cost
- Existence of asymptotic values for nonexpansive stochastic control systems
- Multi-stage stochastic optimization applied to energy planning
- Title not available (Why is that?)
- Optimal control of deterministic epidemics
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- Analysis of stochastic dual dynamic programming method
- Optimal control of epidemics with limited resources
- An introduction to mathematical epidemiology
- Optimal control of an SIR epidemic through finite-time non-pharmaceutical intervention
- Deterministic state-constrained optimal control problems without controllability assumptions
- Averaging and near viability of singularly perturbed control systems
- The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures
- Title not available (Why is that?)
- Discontinuous control problems with state constraints: linear formulations and dynamic programming principles
- Beyond just ``flattening the curve: optimal control of epidemics with purely non-pharmaceutical interventions
- Optimal control of epidemic size and duration with limited resources
- Optimal control of a SIR epidemic with ICU constraints and target objectives
- Corrigendum to: ``Optimal control of a SIR epidemic with ICU constraints and target objectives
- A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
- Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
Cited In (8)
- 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
- A simple planning problem for COVID-19 lockdown: a dynamic programming approach
This page was built for publication: SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2156346)
