We analyze a stochastic optimal control problem for the PReP vaccine in a model for the spread of HIV. To do so, we use a stochastic model for HIV/AIDS with PReP, where we include jumps in the model. This generalizes previous works in the field. First, we prove that there exists a positive, unique, global solution to the system of stochastic differential equations which makes up the model. Further, we introduce a stochastic control problem for dynamically choosing an optimal percentage of the population to receive PReP. By using the stochastic maximum principle, we derive an explicit expression for the stochastic optimal control. Furthermore, via a generalized Lagrange multiplier method in combination with the stochastic maximum principle, we study two types of budget constraints. We illustrate the results by numerical examples, both in the fixed control case and in the stochastic control case.
Keywords: HIV; Pre-exposure prophylaxis; Simulations; Stochastic control; Stochastic differential equations with jumps.
© 2024. The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature.