24 citations · 77 across the 32 of their papers we have counts for
22 papers · 1 filter
Stochastic Control of Addiction with State-Dependent Jump Relapse
Dounia Aissi, Ioana Ciotir, Dan Goreac +1
We study a continuous-time rational addiction model where addiction capital follows a piecewise deterministic Markov process with state-dependent jumps capturing relapse and recove…
A Relaxed Control Problem With Cost and Jump Dynamics Motivated by Cyber Risks Insurance
Dan Goreac, Juan Li, Pangbo Wang
This paper has a double aim. One the one hand, we introduce a uni-nodal network model for cyber risks with firewalled edges and SIR intra-edge spreading. In connection to this, we…
Controllability concepts for mean-field dynamics with reduced-rank coefficients
Dan Goreac, Juan Li, Xinru Zhang
In this paper we explore several novel notions of exact controllability for mean-field linear controlled stochastic differential equations (SDEs). A key feature of our study is tha…
Optimality of vaccination for an SIR epidemic with an ICU constraint
Matteo Della Rossa, Lorenzo Freddi, Dan Goreac
This paper studies an optimal control problem for a class of SIR epidemic models, in scenarios in which the infected population is constrained to be lower than a critical threshold…
Infinite horizon optimal control of a SIR epidemic under an ICU constraint
Lorenzo Freddi, Dan Goreac
The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem of a SIR epidemic on an infinite horizon. A state constraint related to intensive…
Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects
Dan Goreac, Juan Li, Boxiang Xu
This paper focuses on linearisation techniques for a class of mixed singular/continuous control problems and ensuing algorithms. The motivation comes from (re)insurance problems wi…