English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

In this paper, we study the necessary conditions as well as sufficient conditions for optimality of stochastic SEIR model. The most distinguishing feature, compared with the well-studied SEIR model, is that the model system follows stochastic differential equations (SDEs) driven by Brownian motions. Hamiltonian function is introduced to derive the necessary conditions. Using the explicit formulation of adjoint variables, desired necessary conditions for optimal control results are obtained. We also establish a sufficient condition which is called verification theorem for the stochastic SEIR model.

Pontryagin’s Maximum Principle for Optimal Control of Stochastic SEIR Models