A stochastic optimal control approach to a mathematical drug administration model

Abstract

In this paper, a mathematical model is derived for an optimal control problem involving drug administration policy. The problem is stochastic in nature as there are uncertainties in both the drug effectiveness and initial physiological state. Furthermore, to avoid the undesirable side effects, the maximum allowable instantaneous and accumulative limits of the dosage must also be taken into account. The aim is to show that the resulting stochastic optimal control problem is equivalent to a deterministic optimal control problem and hence solvable by a recent optimal control software MISER. Numerical examples are included for illustration. © 1989.