Dual control of the COVID-19 outbreak

This code simulates an outbreak of COVID-19 and uses a dual control algorithm, iterative linear quadratic regulator (iLQG), to minimize an objective function through actively learning the system's uncertain parameters. This is a set of MATLAB scripts that run the dual iLQG algorithm. Data was derived from the following sources: Li and Todorov (2007): Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system Tassa, Mansard, Todorov (2014): Control-limited differential dynamic programming Kohler et. al (2021): Robust and optimal predictive control of the COVID-19 outbreak These files require MATLAB R2021b or newer and the simulation can be run from the main file Main_Outer_Control_loop.m. Files include: Main_Outer_Control_loop.m iLQG_function.m l_cost.m Measurement.m ContinuousStateDynamics.m DiscreteStateDynamics.m forward_pass.m backward_pass.m Todorov_estimator.m SPKF_function.m simulate_system.m finite_difference.m boxQP.m makePD.m pp.m sabs.m