3-5 August 2022
Universität Klagenfurt
Europe/Vienna timezone

Stochastic Epidemic Models with Partial Information: Optimal Control Problems

5 Aug 2022, 10:00
HS 4 ( Universität Klagenfurt)

HS 4

Universität Klagenfurt

Talk Applications Session C1 Applications


This presentation is based on and continues the companion talk of Florent Ouabo Kamkumo. We consider stochastic optimal control problems arising in the mathematical modeling of decision-making processes in the cost-optimal management and containment of epidemics. We focus on the impact of uncertainties such as dark figures which have been addressed in the companion talk and can be treated as optimal control problems under partial information. Working with the diffusion approximations for the population dynamics and the associated Kalman filter estimates of non-observable state variables leads to
control problems for controlled diffusion processes.
This is joint work with Ralf Wunderlich

Primary authors

Ibrahim Mbouandi Njiasse (BTU Cottbus-Senftenberg) Florent Ouabo Kamkumo (Institute of Mathematics, BTU Cottbus-Senftenberg, Germany)

Presentation Materials

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