Use of discrete-event simulation to evaluate strategies for the prevention of mother-to-child transmission of HIV in developing countries

HIV/AIDS affects over 40 million people worldwide, and more than 70% of these people live in Africa. Mother-to-child transmission of HIV accounts for over 90% of all HIV infections in children under the age of 15 years. However, implementing HIV prevention policies in Africa is extremely difficult because of the poor medical and socio-economic infrastructure. In this paper, we present a discrete-event simulation model that evaluates the relative benefits of two potentially affordable interventions aimed at preventing mother-to-child transmission of HIV, namely anti-retroviral treatment at childbirth and/or bottlefeeding strategies. The model uses rural Tanzanian data and compares different treatment policies. Our results demonstrate that strategic guidelines about breastfeeding are highly dependent on the assumed increase in infant mortality due to bottlefeeding, the efficacy of anti-retroviral treatment at childbirth, and the maternal health stage. The cost of averted infections, though low by Western standards, may represent significant obstacles to policy implementation in developing countries.     

Evaluation of strategies for Downs Syndrome screening

Downs Syndrome is a chromosomal disorder affecting approximately 1 in 700 live births in unscreened populations. Definitive prenatal diagnostic tests are available but they are invasive and can cause miscarriages. Non-invasive tests earlier in pregnancy have the potential for identifying pregnancies that are at sufficient risk to warrant the invasive diagnostic test being performed. A model has been developed to evaluate possible screening strategies. Although at first sight this problem seems amenable to traditional decision analysis, our alternative method has proved more fruitful. The method can be used to derive closed form analytical expressions for a number of relevant outcome measures. This modelling allows the study of the effect of the timings of the two tests within pregnancy, optimisation of screening options and investigation of effects related to diagnostic accuracy.     

Causal maps and the evaluation of decision options—a review

Causal maps are widely employed in problem-structuring interventions. They permit a rich representation of ideas, through the modelling of complex chains of argument as networks. The last stage of a problem-structuring intervention is often to identify and agree to a set of potential strategic options. In some circumstances the preferred direction may emerge naturally from a process of negotiation; in others further, more-or-less formal, analysis to evaluate the options and to understand their impacts on the goals could be helpful. Such analysis may help to bring closure to the process. The main aim of this paper is to review systematically the approaches for evaluating options following from the use of a causal map for problem structuring; some directly using the map structure, others working with concepts extracted from, or an external model derived from, the map. Following a proposed taxonomy, each approach is presented, and its advantages and disadvantages are discussed.     

Robust strategies for natural gas procurement

In order to serve their customers, natural gas local distribution companies (LDCs) can select from a variety of financial and non-financial contracts. The present paper is concerned with the choice of an appropriate portfolio of natural gas purchases that would allow a LDC to satisfy its demand with a minimum tradeoff between cost and risk, while taking into account risk associated with modeling error. We propose two types of strategies for natural gas procurement. Dynamic strategies model the procurement problem as a mean-risk stochastic program with various risk measures. Naive strategies hedge a fixed fraction of winter demand. The hedge is allocated equally between storage, futures and options. We propose a simulation framework to evaluate the proposed strategies and show that: (i) when the appropriate model for spot prices and its derivatives is used, dynamic strategies provide cheaper gas with low risk compared to naive strategies. (ii) In the presence of a modeling error, dynamic strategies are unable to control the variance of the procurement cost though they provide cheaper cost on average. Based on these results, we define robust strategies as convex combinations of dynamic and naive strategies. The weight of each strategy represents the fraction of demand to be satisfied following this strategy. A mean–variance problem is then solved to obtain optimal weights and construct an efficient frontier of robust strategies that take advantage of the diversification effect.     

Incorporating human behaviour in simulation models of screening for breast cancer

Simulation modelling is widely used in many industries in order to assess and evaluate alternative options and to test strategies or operating rules which are too complex to be modelled analytically. Simulation software has developed its capability in parallel with the growth in computing power since the 1980s. However in practice, the results from the most sophisticated and complex simulation model may not truly reflect what happens in the real world, because such models do not account for human behaviour. For example, in the domain of healthcare simulation is often used to evaluate the outcomes from medical interventions such as new drug treatments. However in reality patients may not complete the course of a prescribed medication, perhaps because they find the side-effects unpleasant. A simulation study designed to evaluate this medication which ignores such behavioural factors may give unreliable results. In this paper we describe a model for screening for breast cancer which includes behavioural factors to model women’s decisions to attend for mammography. The model results indicate that increasing attendance through education or publicity campaigns can be equally as effective as decreasing the intervals between screens. This would have considerable cost implications for healthcare providers.     

Prevention and medication of HIV/AIDS: the case of Botswana

In this paper we developed a mathematical model which allows estimating and projecting the effects of prevention and treatment programs on the total population size, HIV-induced deaths, and life expectancies. Considering only the female population we project the changes of the demographic developments and the situation of HIV/AIDS for Botswana up to 2060. Our mathematical model is used to project the female population development considering their age-structure. Treatment programs are included through selecting a price for medication (or giving it for free). Prevention programs consist of two parts: school-based programs which try to change risky behavior and instantaneous prevention (e.g., free condoms) which has only a short-time effect on the infection risk. The main conclusions drawn from our results are that prevention-only programs always yield the fastest decrease in HIV/AIDS prevalence. Adding a medication program reduces the efficiency of the prevention interventions regarding prevalence, but it reduces the number of HIV-induced deaths and increases life expectancies. This research was partly financed by the Austrian Science Foundation (FWF) under grant No P18161-N13.     

On the Moments and the Distribution of the Cost of a Semi Markov Model for Healthcare Systems

In this paper we extend our previous semi-Markov reward model which attached costs to duration in states, by including costs of making a transition from one state to another. Theoretical results concerning the moments and consequently the distribution of interval costs for every member and of the total cost per unit period at any time and also through time intervals are obtained and provided in analytic form for the semi Markov reward model with discounting. The results are applied to an open healthcare system. In the healthcare domain such transition costs allow us to evaluate the overall costs of therapy or clinical intervention where an operation or other treatment may be an option. This model can be used for strategic approaches to planning and evaluating long-term patient care. The results demonstrate the potential of the model to demonstrate differential costs of different therapeutic strategies and explore optimal solutions.     

Multi-level resource allocation for HIV prevention: A model for developing countries

Funds spent on HIV prevention commonly traverse several levels of distribution. For example, funds may be allocated to regions, and regional authorities may then allocate their funds to sub-regions or targeted risk groups. Decision makers at each level often make use of heuristics that may result in suboptimal allocation of resources. We examine the impact of equity-based heuristic allocation of HIV prevention funds versus optimal allocation of HIV prevention funds when there are two levels of decision making. Our results demonstrate that if optimization can only be applied to one level of the decision making process, there are more significant gains if it is applied at the lower level than at the upper level.     

An option-theoretic model of a reputation network

This paper constructs a new theory of social networks based on reputation. The model assumes that reputation is an asset and that individuals connect by buying options on the reputation of others. In networking, individuals construct portfolios of call options to leverage the reputations of others and put options to hedge the connections with others. A network then consists of portfolios of reputation options. The option model confers advantages not present in existing models. First, the payoff to connecting is the payoff on a portfolio of reputation options. Second, the network forms as individuals take option positions; the network evolves as individuals adjust those positions. Third, networking strategies become option strategies. The model allows for insights into network structure, the price of connecting and the value of connecting.     

The Zoo Connection: A Cooperative Project Between Formal and Informal Educational Institutions

This project was a cooperative effort between university faculty, elementary school teachers, and members of the Education Department at the Indianapolis Zoo. The purpose of this project was to develop, evaluate, and disseminate a set of fourteen K-6 science lessons that could be used in conjunction with field trips to the zoo. These lessons, titled The Zoo Connection, follow the Learning Cycle teaching model. In addition to following the model, the development of the lessons was based on the premise that teachers should focus on a specific science concept or set of related concepts when visiting a zoo. Workshop sessions were conducted to introduce teachers to the materials and to provide them with strategies for implementing the materials in their science instruction. An evaluation was conducted for each workshop session to determine teachers' perceptions of the materials and to determine whether they felt prepared to use them with their students. The materials were also field-tested in several elementary schools to assess their effectiveness for presenting science concepts to elementary school children. Results indicate that teachers felt the workshops adequately prepared them to use the materials and that the materials were effective for presenting science concepts.     

Deriving the HIV incubation period distribution for AIDS using immunological markers and devising infection treatment strategies

Survey data suggest that it is impossible for HIV infecteds to develop AIDs if the values of their CD4+ T-cell densities are above a critical threshold. An infected whose CD4+ T-cell density falls below 200 cells per microliter is now automatically regarded as having AIDS by the CDC. Using the CD4+ T-cell density as a surrogate marker of disease progression, a model that is consistent with the data is developed and applied to the homosexual/bisexual and IVDU risk groups. Assuming that the critical CD4+ T-cell density for these risk groups are identical, it is found that their progression towards AIDS during the incubation period is identical, suggesting that the dynamics of the HIV infection may be independent of risk group. The different incubation period distributions obtained from this modelling for these two risk groups is shown to be entirely due to their different normal seronegative CD4+ T-cell density distributions. Using IFN-γ as a surrogate marker is shown to give similar results.The impact of the HIV infection on the immune system is reviewed, and immunological infection models are developed. The data suggest to this author that Homo sapiens have generally lost the ability to generate T-cells and B-cells with the specificity necessary to neutralize HIV as they evolved from the primates. It is plausible that a legacy of primate immunity to HIV still remains in the 10% of Homo sapiens who show no immune system deterioration in the first 10 years of the HIV infection. New HIV infection treatment strategies based on this model are devised and discussed.     

Modelling circumcision and condom use as HIV/AIDS preventive control strategies

We present a sex-structured model for heterosexual transmission of HIV/AIDS with explicit incubation period for modelling the effect of male circumcision as a preventive strategy for HIV/AIDS. The model is formulated using integro-differential equations, which are shown to be equivalent to delay differential equations with delay due to incubation period. The threshold and equilibria for the model are determined and stabilities are examined. We extend the model to incorporate the effects of condom use as another preventive strategy for controlling HIV/AIDS. Basic reproductive numbers for these models are computed and compared to assess the effectiveness of male circumcision and condom use in a community. The models are numerically analysed to assess the effects of the two preventive strategies on the transmission dynamics of HIV/AIDS. We conclude from the study that in the continuing absence of a preventive vaccine or cure for HIV/AIDS, male circumcision is a potential effective preventive strategy of HIV/AIDS to help communities slow the development of the HIV/AIDS epidemic and that it is even more effective if implemented jointly with condom use. The study provides insights into the possible community benefits that male circumcision and condom use as preventive strategies provide in slowing or curtailing the HIV/AIDS epidemic.     

Telling and illustrating stories of parity: a classroom-based design experiment on young children’s use of narrative in mathematics

This paper examines ways to engage young children in constructing and interpreting narratives to develop their understanding of parity. It reports on a teaching intervention that was developed over three research cycles of a classroom-based design experiment, and focuses on the last of these cycles. The teaching intervention set out to investigate how young children (5–6-year-olds) can be supported to draw on narrative in their explanations of whether a whole number less than 20 is odd or even. Evidence of the effectiveness of the intervention is provided through comparison of children’s performance on pre- and post-tests in the form of semi-structured individual interviews. Also, authentic examples are provided of how children utilised their power of ‘imagining and expressing’ to tell stories of whether a whole number is odd or even, using either a counting, partitive, or quotitive model for division. Implications for research and practice are discussed in light of these findings.     

一类非线性动力系统的数值分析及控制策略研究

根据艾滋病在新疆的流行特点,建立了一个非线性动力系统的数学模型来研究艾滋病在新疆高危人群中传播的规律.通过查阅大量的统计数据和文献资料,确定了模型中部分参数的具体数值,然后通过数据拟合的方法得到了各个高危人群中的HIV病毒的传染性系数.在模型中,选择2004年底(2005年初)作为系统的初始点,预测了艾滋病未来几年内在新疆的流行趋势.最后,提出并比较遏止艾滋病传播的各项干预措施.     

HIV low viral load persistence under treatment: Insights from a model of cell-to-cell viral transmission

HIV infection persists despite long-term administration of antiretroviral therapy. The mechanisms underlying HIV persistence are not fully understood. Direct viral transmission from infected to uninfected cells (cell-to-cell transmission) may be one of them. During cell-to-cell transmission, multiple virions are delivered to an uninfected cell, making it possible that at least one virion can escape HIV drugs and establish infection. In this paper, we develop a mathematical model that includes cell-to-cell viral transmission to study HIV persistence. During cell-to-cell transmission, it is assumed that various number of virus particles are transmitted with different probabilities and antiretroviral therapy has different effectiveness in blocking their infection. We analyze the model by deriving the basic reproduction number and investigating the stability of equilibria. Sensitivity analysis and numerical simulation show that the viral load is still sensitive to the change of the treatment effectiveness in blocking cell-free virus infection. To reduce this sensitivity, we modify the model by including density-dependent infected cell death or HIV latent infection. The model results suggest that although cell-to-cell transmission may have reduced susceptibility to HIV drugs, HIV latency represents a major reason for HIV persistence in patients on suppressive treatment.     

Market implied volatilities for defaultable bonds

Typically, implied volatilities for defaultable instruments are not available in the financial market since quotations related to options on defaultable bonds or on credit default swaps are usually not quoted by brokers. However, an estimate of their volatilities is needed for pricing purposes. In this paper, we provide a methodology to infer market implied volatilities for defaultable bonds using equity implied volatilities and CDS spreads quoted by the market in relation to a specific issuer. The theoretical framework we propose is based on the Merton’s model under stochastic interest rates where the short rate is assumed to follow the Hull–White model. A numerical analysis is provided to illustrate the calibration process to be performed starting from financial market data. The market implied volatility calibrated according to the proposed methodology could be used to evaluate options where the underlying is a risky bond, i.e. callable bond or other types of credit-risk sensitive financial instruments.

     

Option pricing for large agents

This paper considers arbitrage-free option pricing in the presence of large agents. These large agents have a significant market power, and their trading strategies influence the dynamics of the financial asset prices. First, a simple asset pricing model in the presence of large agents is presented. Then a nonlinear partial differential equation is found for the prices of European options in the model. The unit option price depends on the large agent's asset holdings. Finally, a game model is introduced for the interaction between different market players. In this game, the outstanding number of options, as well as the option price, is found as a Nash equilibrium.     

Homelessness and drug misuse in developing countries: A mathematical approach

Homelessness and drug-misuse are known to exist like siamese twins. We present a model to capture the dynamics in the growth in the number of homeless (street kids and street adults) and drug misusers. The reproduction numbers of the model are determined and analyzed. Results from this study suggests that adult peer pressure plays a more significant role in the growth of drug-misuse and the number of street kids. This result suggests that in resource constrained settings intervention strategies should be tailor made to target adults whose behaviour influence others to misuse drugs and abuse children. Furthermore, numerical simulations show that homelessness and drug-misuse positively enhances, the growth of each other. Thus, to effectively control these two social problems require strategies targeting both of them.     

Transaction costs and efficiency of portfolio strategies

Some recent results for frictionless economies show that popular dynamic portfolio strategies such as stop-loss and lock-in are inefficient. I.e for each of these strategies there exists an alternative portfolio strategy that gives the same final payoff distribution at lower initial costs. However, the alternative strategies require considerably more active trading than the simple strategies. The results rely heavily on the assumption of no transaction costs. Under this assumption the initial investment required is a linear function of the prices of the contingent claims that build the final payoff distribution. In this paper we demonstrate that, even for modest levels of transaction costs, the efficient strategies are more costly than the simple strategies, i.e. a strategy that replicates the final payoff distribution of an efficient strategy is excessively costly due to the transaction costs and the heavy trading involved. Since the initial investment is no longer a linear function of the contingent claims, the optimization problems to find the most efficient strategy are complicated combinatorial optimization problems which can only be solved for trees with a small number of steps. In a world without transaction costs, options are redundant instruments, since all payoff distributions can be replicated by trading in stocks and bonds. In the second half of this paper we show that the use of options in a world with transaction costs enables investors to realize final value distributions at lower initial costs than would be possible with trades in stocks an bonds only. Hence, although in theory options do not give rise to other portfolio strategies, they do in a more restrictive setting with transaction costs.     

Optimal strategies for mitigating the HIV/AIDS epidemic in the Philippines

The human immunodeficiency virus (HIV) impairs a person's immune system against many infections and some types of cancer, leading to acquired immunodeficiency syndrome (AIDS), which is characterized by severe illnesses. The number of HIV infections in the Philippines has increased, more than doubled, within the last decade. This alarming HIV crisis in the country requires urgent actions. In this study, a mathematical model is developed to describe the disease transmission in the Philippines. Disease-free and endemic equilibria are obtained, stability analysis is performed, and the basic reproduction number is computed. Sensitivity analyses and subset selection are performed to identify influential parameters and to determine an identifiable parameter set given measurements, respectively. Available data on the number of asymptomatic aware infectious, those who are in the AIDS stage, and those under treatment are utilized to estimate key epidemiological parameters such as transmission, treatment, and screening rates. Uncertainty of these parameter estimates is quantified through bootstrapping method. Furthermore, intervention strategies are investigated in the framework of optimal control theory. Control measures include precaution, HIV screening, antiretroviral treatment, and pre-exposure prophylaxis (PrEP) treatment. These various control efforts are compared with regard to cost efficiency and effectiveness in reducing the number of infected individuals. Given limited available control measures, the PrEP-only scenario is shown to be the most cost-effective, followed by other scenarios that combine PrEP with other controls.