Author: Lin, Feng; Muthuraman, Kumar; Lawley, Mark
Title: An optimal control theory approach to non-pharmaceutical interventions Document date: 2010_2_19
ID: 0x294f8t_23
Snippet: By changing the order of integration, the problem is converted to an infinite horizon discounted problem: Based on Pontryagin's Maximum Principle [42] , which gives necessary conditions for optimal control, we can derive a first-order partial differential equation satisfied by the optimal value function, V*. This is called the Hamilton-Jacobi-Bellman (HJB) equation:.....
Document: By changing the order of integration, the problem is converted to an infinite horizon discounted problem: Based on Pontryagin's Maximum Principle [42] , which gives necessary conditions for optimal control, we can derive a first-order partial differential equation satisfied by the optimal value function, V*. This is called the Hamilton-Jacobi-Bellman (HJB) equation:
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