Jiacheng Chen , Dan Goreac , Juan Li , Oana-Silvia Serea
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LP techniques in the control of reflected jump systems and their relevance for epidemics
Our brief paper primarily focuses on the control of reflected stochastic differential equations (SDE) with jumps. The illustrations on data on COVID-19 (INSEE, France) suggest that reflected jump models capture interesting features: successive infection waves due to waning immunity and increased efficacy of social-distancing over vaccination-only policies. The price to pay when considering reflected dynamics is an increase of difficulty to treat the control issues. To address this, the core of the paper focuses on linear programming (LP) techniques in the control of such reflected SDEs of jump type.
期刊介绍:
Founded in 1981 by two of the pre-eminent control theorists, Roger Brockett and Jan Willems, Systems & Control Letters is one of the leading journals in the field of control theory. The aim of the journal is to allow dissemination of relatively concise but highly original contributions whose high initial quality enables a relatively rapid review process. All aspects of the fields of systems and control are covered, especially mathematically-oriented and theoretical papers that have a clear relevance to engineering, physical and biological sciences, and even economics. Application-oriented papers with sophisticated and rigorous mathematical elements are also welcome.