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Modeling and optimal control of cancer-immune system  95


                 Fig. 2 shows the impact of chemotherapy treatments (with optimal con-
              trol) when we choose the parameter values in an unstable region (σ ¼ 0.2,
              ρ ¼ 0.2, and τ ¼ 1.5). The tumor cell population is growing over time in the
              absence of chemotherapy, while the presence of treatment helps the IS to
              keep the growth of the tumor cells under its control. The figure shows that
              the optimal treatment strategies reduce the tumor cell load and increase the
              effector cells after a few days of therapy. The numerical simulations show the
              rationality of the model presented, which in some degree meets the natural
              facts.
              4.1 Numerical algorithm

              Direct and indirect approaches are usually used to solve the OCPs. In the
              direct approach, the OCP is transformed into a nonlinear programming
              problem. The algorithm of solving the above OCP is roughly based on
              the following steps:
              Step 1. Provide the initial guess for the control parameters v 0 and w 0 over
                     the interval, and declare the parameters.
              Step 2. Set the initial conditions for the state variables y 0 (t) with the stored
                     values of v 0 and u 0 and solve the state system forward in time, using
                     any DDEs solver.
              Step 3. Use the transversality condition λ(t f ) ¼ 0, the stored values v 0 and u 0
                     and x(t) and solve the adjoint system backward in time.
              Step 4. Check the control by entering the new values of the state and the
                     adjoint state into the characterization of the optimal control.
              Step 5. Verify for convergence. If values of the variables in this iteration
                      and the latest iteration are not negligibly small, output the current
                      values as solutions. If values are not small, return to Step 2.


              5 Conclusion
              In this chapter, we provided a simple mathematical model with time-lags
              and optimal control variables to describe the dynamics of tumor-immune
              interactions in presence of chemotherapy treatments. Control variables
              are introduced into the originally uncontrolled model and considered L 2
              type objective functional to maximize the concentration of effector cells
              and minimize the tumor cells with minimal side effects of the chemotherapy.
              We showed that an optimal control exists for this problem. We derived the
              necessary optimality conditions as a Pontryagin-type minimum principle.
              We estimated the optimality system to determine the optimal control
              situation (i.e., the drug strategy), and predict the evolution of the tumor
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