感染症の確率的SIRモデルによるロックダウンの発出・解除に関する最適停止問題について

抄録

In this paper we consider optimal timing (starting and ending) of the lockdown as an optimal stopping problem with entry and exit decisions as well as decisions relating to restriction on the social economic activities. The model involves a trade-off between economic activities and human health cares. Optimal threshold policies are shown when payoff functions are linear under specific assumptions. We also explore properties of the upper and lower threshold numerically with respect to parameters.