4 papers
Convergence of the extended Kalman filter with small and state-dependent noise
Ibrahim Mbouandi Njiasse, Florent Ouabo Kamkumo, Ralf Wunderlich
Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial…
Estimating Unobservable States in Stochastic Epidemic Models with Partial Information
Florent Ouabo Kamkumo, Ibrahim Mbouandi Njiasse, Ralf Wunderlich
This article investigates stochastic epidemic models with partial information and addresses the estimation of current values of not directly observable states. The latter is also c…
Stochastic Epidemic Models with Partial Information
Florent Ouabo Kamkumo, Ibrahim Mbouandi Njiasse, Ralf Wunderlich
Mathematical models of epidemics often use compartmental models dividing the population into several compartments. Based on a microscopic setting describing the temporal evolution…
Stochastic Optimal Control of an Epidemic Under Partial Information
Ibrahim Mbouandi Njiasse, Florent Ouabo Kamkumo, Ralf Wunderlich
In this paper, we address a social planner's optimal control problem for a partially observable stochastic epidemic model. The control measures include social distancing, testing,…