Optimal Switching between Locking Down and Opening the Economy Because of an Infection

DOI10.1137/20M1377631zbMath1475.60077OpenAlexW3216882821MaRDI QIDQ5013556

Maxim Bichuch

Publication date: 1 December 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1377631

zbMATH Keywords

asymptotic analysisviscosity solutionsoptimal switchingswitching modelCOVID-19

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Portfolio theory (91G10)

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