Decision-Dependent Distributionally Robust Markov Decision Process Method in Dynamic Epidemic Control
In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the stochastic spread of infectious diseases, such as COVID-19. Whil...
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| Abstract | In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the stochastic spread of infectious diseases, such as COVID-19. While Markov Decision Processes (MDP) offers a mathematical framework for identifying optimal actions, such as vaccination and transmission-reducing intervention, to combat disease spreading according to the SEIR model. However, uncertainties in these scenarios demand a more robust approach that is less reliant on error-prone assumptions. The primary objective of our study is to introduce a new DRMDP framework that allows for an ambiguous distribution of transition dynamics. Specifically, we consider the worst-case distribution of these transition probabilities within a decision-dependent ambiguity set. To overcome the computational complexities associated with policy determination, we propose an efficient Real-Time Dynamic Programming (RTDP) algorithm that is capable of computing optimal policies based on the reformulated DRMDP model in an accurate, timely, and scalable manner. Comparative analysis against the classic MDP model demonstrates that the DRMDP achieves a lower proportion of infections and susceptibilities at a reduced cost. |
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| AbstractList | In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the stochastic spread of infectious diseases, such as COVID-19. While Markov Decision Processes (MDP) offers a mathematical framework for identifying optimal actions, such as vaccination and transmission-reducing intervention, to combat disease spreading according to the SEIR model. However, uncertainties in these scenarios demand a more robust approach that is less reliant on error-prone assumptions. The primary objective of our study is to introduce a new DRMDP framework that allows for an ambiguous distribution of transition dynamics. Specifically, we consider the worst-case distribution of these transition probabilities within a decision-dependent ambiguity set. To overcome the computational complexities associated with policy determination, we propose an efficient Real-Time Dynamic Programming (RTDP) algorithm that is capable of computing optimal policies based on the reformulated DRMDP model in an accurate, timely, and scalable manner. Comparative analysis against the classic MDP model demonstrates that the DRMDP achieves a lower proportion of infections and susceptibilities at a reduced cost. |
| Author | Song, Jun Yang, William Zhao, Chaoyue |
| Author_xml | – sequence: 1 givenname: Jun surname: Song fullname: Song, Jun – sequence: 2 givenname: William surname: Yang fullname: Yang, William – sequence: 3 givenname: Chaoyue surname: Zhao fullname: Zhao, Chaoyue |
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| Copyright | 2023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. |
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| DOI | 10.48550/arxiv.2306.14051 |
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| SubjectTerms | Algorithms Disease control Dynamic programming Epidemics Infectious diseases Markov analysis Markov processes Real-time programming Robustness (mathematics) Transition probabilities |
| Title | Decision-Dependent Distributionally Robust Markov Decision Process Method in Dynamic Epidemic Control |
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