scientific article; zbMATH DE number 7329815

zbMATH Open1460.92206MaRDI QIDQ5857201FDOQ5857201

Authors: Mario Lefebvre 

Publication date: 30 March 2021

Full work available at URL: http://www.math.md/publications/basm/issues/y2019-n3/13138/

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zbMATH Keywords

error functiondynamic programmingBrownian motionpartial differential equationsfirst-passage time

Mathematics Subject Classification ID

Epidemiology (92D30) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Optimal stochastic control (93E20)

Cites Work

• Optimally ending an epidemic
• General LQG homing problems in one dimension
• Explicit solution for a vector-valued LQG homing problem

Cited In (5)

• Optimal stabilization of steady-states of the genital herpes epidemic during infinite and finite time intervals
• Optimally ending an epidemic
• Optimal Control of the Keilson-Storer Master Equation in a Monte Carlo Framework
• On the inverse LQG homing problem
• Optimal control and the value of information for a stochastic epidemiological SIS-model

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