Go Viral, or Not: Rate-Optimal Control for Resource-Constrained Branching Processes

preprint2013arXivOpen access

Abstract

We propose and analyze a new class of controlled multi-type branching processes with a per-step linear resource constraint, motivated by potential applications in viral marketing and cancer treatment. We show that the optimal exponential growth rate of the population can be achieved by maintaining a fixed proportion among the species, for both deterministic and stochastic branching processes. In the special case of a two-type population and with a symmetric reward structure, the optimal proportion is obtained in closed-form. In addition to revealing structural properties of controlled branching processes, our results are intended to provide the practitioners with an easy-to-interpret benchmark for best practices, if not exact policies. As a proof of concept, the methodology is applied to the linkage structure of the 2004 US Presidential Election blogosphere, where the optimal growth rate demonstrates sizable gains over a uniform selection strategy, and to a two-compartment cell-cycle kinetics model for cancer growth, with realistic parameters, where the robust estimate for minimal treatment intensity under a worst-case growth rate is noticeably more conservative compared to that obtained using more optimistic assumptions.

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