166 citations · 172 across the 9 of their papers we have counts for
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q-bio.PE2020★ 4 cited
Epidemic control via stochastic optimal control
Andrew Lesniewski
We study the problem of optimal control of the stochastic SIR model. Models of this type are used in mathematical epidemiology to capture the time evolution of highly infectious di…
q-fin.CP2020★ 2 cited
Options on infectious diseases
Andrew Lesniewski, Nicholas Lesniewski
We present a parsimonious stochastic model for valuation of options on the fraction of infected individuals during an epidemic. The underlying stochastic dynamical system is a stoc…