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

Abstract

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.