Bibliothek

Beschreibung: Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodefficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs.

Beschreibung: We present the theory of “Markov decision processes (MDP) with rare state observation” and apply it to optimal treatment scheduling and diagnostic testing to mitigate HIV-1 drug resistance development in resource-poor countries. The developed theory assumes that the state of the process is hidden and can only be determined by making an examination. Each examination produces costs which enter into the considered cost functional so that the resulting optimization problem includes finding optimal examination times. This is a realistic ansatz: In many real world applications, like HIV-1 treatment scheduling, the information about the disease evolution involves substantial costs, such that examination and control are intimately connected. However, a perfect compliance with the optimal strategy can rarely be achieved. This may be particularly true for HIV-1 resistance testing in resource-constrained countries. In the present work, we therefore analyze the sensitivity of the costs with respect to deviations from the optimal examination times both analytically and for the considered application. We discover continuity in the cost-functional with respect to the examination times. For the HIV-application, moreover, sensitivity towards small deviations from the optimal examination rule depends on the disease state. Furthermore, we compare the optimal rare-control strategy to (i) constant control strategies (one action for the remaining time) and to (ii) the permanent control of the original, fully observed MDP. This comparison is done in terms of expected costs and in terms of life-prolongation. The proposed rare-control strategy offers a clear benefit over a constant control, stressing the usefulness of medical testing and informed decision making. This indicates that lower-priced medical tests could improve HIV treatment in resource-constrained settings and warrants further investigation.

Beschreibung: Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodeficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs.

Beschreibung: Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.

Beschreibung: Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of individual simulations are required to sample quantities of interest. Especially, large numbers of agents render the sampling infeasible. Model reduction to a metapopulation model leads to a significant gain in computational efficiency, while preserving important dynamical properties. Based on a precise mathematical description of spatio-temporal ABMs, we present two different metapopulation approaches (stochastic and piecewise deterministic) and discuss the approximation steps between the different models within this framework. Especially, we show how the stochastic metapopulation model results from a Galerkin projection of the underlying ABM onto a finite-dimensional ansatz space. Finally, we utilize our modeling framework to provide a conceptual model for the spreading of COVID-19 that can be scaled to real-world scenarios.