Optimal Control Applied To Competing Chemotherapeutic Cell-Kill Strategies

SIAM J. APPL. MATH.
c 2003 Society for Industrial and Applied Mathematics

Vol. 63, No. 6, pp. 1954–1971
OPTIMAL CONTROL APPLIED TO COMPETING

CHEMOTHERAPEUTIC CELL-KILL STRATEGIES∗
Downloaded 12/31/12 to 128.148.252.35. Redistribution subject to SIAM license or copyright; see http://www.siam.org/journals/ojsa.php
K. RENEE FISTER† AND JOHN CARL PANETTA‡

Abstract. Optimal control techniques are used to develop optimal strategies for chemotherapy.
In particular, we investigate the qualitative differences between three different cell-kill models: log-
kill hypothesis (cell-kill is proportional to mass); Norton–Simon hypothesis (cell-kill is proportional
to growth rate); and, Emax hypothesis (cell-kill is proportional to a saturable function of mass).
For each hypothesis, an optimal drug strategy is characterized that minimizes the cancer mass and
the cost (in terms of total amount of drug). The cost of the drug is nonlinearly defined in one
objective functional and linearly defined in the other. Existence and uniqueness for the optimal
control problems are analyzed. Each of the optimality systems, which consists of the state system
coupled with the adjoint system, is characterized. Finally, numerical results show that there are
qualitatively different treatment schemes for each model studied. In particular, the log-kill hypothesis
requires less drug compared to the Norton–Simon hypothesis to reduce the cancer an equivalent
amount over the treatment interval. Therefore, understanding the dynamics of cell-kill for specific
treatments is of great importance when developing optimal treatment strategies.
Key words. optimal control, cancer, cell-kill
AMS subject classifications. 49K20, 35F20
DOI. 10.1137/S0036139902413489
1. Introduction. When developing effective treatment strategies, understand-

ing the effects of chemotherapeutic drugs on tumors is of primary importance. Several
approaches to modeling chemotherapeutic induced cell-kill (killing of tumor cells) have
been developed. One of the early approaches was by Schabel, Skipper, and Wilcox [1]
who proposed that cell-kill due to a chemotherapeutic drug was proportional to the
tumor population. This hypothesis is based on in vitro studies in the murine leukemia
cell-line L1210. It states that for a fixed dose, the reduction of large tumors occurred
more rapidly than for smaller tumors. Skipper’s concept is referred to as the log-kill
mechanism. Norton and Simon [2, 3] find this model to be inconsistent with clini-
cal observations of Hodgkin’s disease and acute lymphoblastic leukemia which showed
that, in some cases, reduction in large tumors was slower than in histologically similar
smaller tumors. Therefore, Norton and Simon hypothesize that the cell-kill is pro-
portional to the growth rate (e.g., exponential, logistic, or Gompertz) of the tumor.
A third hypothesis notes that some chemotherapeutic drugs must be metabolized by
an enzyme before being activated. This reaction is saturable due to the fixed amount
of enzyme. Thus, Holford and Sheiner [4] develop the Emax model which describes
cell-kill in terms of a saturable function of Michaelis–Menton form.
In this study, we use optimal control theory to evaluate and compare effective
treatment strategies for each of these models by developing formal mathematical
∗ Received by the editors August 28, 2002; accepted for publication (in revised form) February 21,
2003; published electronically September 4, 2003.

http://www.siam.org/journals/siap/63-6/41348.html
† Department of Mathematics and Statistics, Murray State University, Murray, KY 42071 (renee.
fister@murraystate.edu). The research of this author was supported by a KY NSF EPSCoR Research
Enhancement grant.
‡ Department of Pharmaceutical Sciences, St. Jude Children’s Research Hospital, 332 North Laud-
erdale St., Memphis, TN 38105-2794 (carl.panetta@stjude.org). The research of this author was
supported by Cancer Center CORE grant CA21765, a Center of Excellence grant from the State of
Tennessee, and American Lebanese Syrian Associated Charities (ALSAC).
1954
OPTIMAL CONTROL 1955
criteria to be minimized. These include tumor mass and dose of drug. We give a
mathematically detailed development of optimal control forms for the various growth
and drug terms that are subject to different objective functionals. We also show
therapeutically significant differences between the cell-kill hypotheses and their effect
on treatment schedules.
We have previously developed a treatment strategy using optimal control tech-
niques for the use of cell-cycle specific drugs such as Taxol for the reduction of breast
and ovarian cancers [5]. The model included a resting phase which made it more
realistic in the clinical setting. Among other things, the model showed that treating
with repeated shorter periods allows more drug to be given without excess damage
to the bone marrow. Similar results were also observed in [6]. Several other models
where optimal control methods have been utilized in analyzing effective chemothera-
peutic treatments include Swan [7, 8] and Murray [9]. Swan [7, 8] obtained feedback
treatment control drug characterizations for cancer models under a quadratic per-
formance criterion. Murray [9] has considered systems of normal and tumor cells
under the hypotheses of Gompertzian and logistic growth in which he controls the
rate of administration of drugs. Murray has minimized the tumor burden at the end
of treatment and, in another application, the toxicity level, defined as the area under
the drug concentration curve.
2. The model. Mathematically, the general form of the model under investiga-
tion is depicted by the differential equation:
dN
(2.1) = rN F (N ) − G(N, t),
dt
where N is the tumor volume, r is the growth rate of the tumor, F (N ) is the gener-
alized growth function. For the proposed model, we allow for Gompertzian growth:

Θ
(2.2) F (N ) = ln .
N
The function G(N, t) describes the pharmacokinetic and pharmacodynamic effects of

the drug on the system. In this study, we compare three cell-kill strategies. These
include the following:
• G(N ) = δu(t)N : Skipper’s log-kill (i.e., percentage kill) hypothesis,
• G(N ) = δu(t)N/(K + N ): Emax model, and
• G(N ) = δu(t)F (N ): Norton–Simon hypothesis,
where δ is the magnitude of the dose and the control, u(t), describes the time depen-
dent pharmacokinetics of the drug; i.e., u(t) = 0 implies no drug effect is present and
u(t) > 0 implies the amount or strength of the drug effect. We investigated the dif-
ferences and similarities among the three drug effects via optimal control techniques
for ordinary differential equations.
We considered two objective functionals when determining the minimum amount
of drug needed to reduce or eliminate the tumor mass. One criterion considered is
T
(2.3) Jα (u) = a(N − Nd )2 + bu2 dt,
0
where the measure of the “closeness” of the tumor mass to the desired tumor density,
Nd , and the cost of the control, u(t), are minimized over the class of measurable,
1956 K. RENEE FISTER AND JOHN CARL PANETTA
nonnegative controls. Here, a and b are positive weight parameters. The second
criterion we considered (previously used by Boldrini and Costa [10] with variations
by Murray [11] and Martin and Teo [12]) is

T
(2.4) Jβ (u) = aN (T ) + b u(t) dt,
0
in which the tumor burden at the end of treatment (the first term in (2.4)) and the
toxicity (the second term in (2.4)), in terms of area under the drug concentration
curve, are minimized over the class of measurable, nonnegative controls.
After scaling the models using N = N/Θ, k = k/Θ, and δ = δ/Θ and dropping
the bars, we have the following three state equations (which will henceforth be referred
to as P1, P2, and P3, respectively), all with the same initial condition of N (0) = N0 ,
where 0 < N0 < 1 since the tumor cells have been normalized via the above change
of variables:

dN 1
P1 = rN ln − u(t)δN,
dt N

dN 1 δN
P2 = rN ln − u(t) ,
dt N k+N

dN 1
P3 = rN ln [1 − δu(t)] .
dt N
Ultimately, we determine the unique characterization of the optimal control u(t) in

the admissible control class,
(2.5) U = {u measurable |0 ≤ u(t), t ∈ [0, T ]}
or
(2.6) V = {u measurable |0 ≤ u(t) ≤ M, t ∈ [0, T ]} ,
such that the objective functionals Jα and Jβ are minimized over the class of controls,
U and V , respectively.
In sections 3.1–3.3, we consider the existence issues, the characterization of the
optimal control, and the uniqueness concept in association with problems P1–P3 such
that the objective functional (2.3) involving the nonlinear control term is minimized
over the class of controls, U . In sections 4.1–4.2, we discuss the existence of an optimal
control and its characterization such that it minimizes the second objective functional
(2.4) subject to each of the differential equations represented in P1–P3. Also, in
section 5, numerical simulations representing the control situations in relation to the
two objective functionals as well as the different cell-kill hypotheses depicted in the
differential equations are analyzed.
3. Nonlinear control.
3.1. Existence. First, the existence of the state solution to each of problems P1–
P3 given an optimal control in the admissible set, U , is shown. Also, the existence of
the optimal control for the state system is analyzed.
Theorem 3.1. Given u ∈ U , there exists a bounded solution solving each of the
problems (P1)–(P3).
Proof. We consider the following differential equations in relation to P1, P2, P3,
respectively. The state variables N1 (t), N2 (t), and N3 (t) represent supersolutions for
problems P1, P2, and P3.
dN1
(3.1) = r,
dt
dN2
(3.2) = r + u(t)δN2 ,
dt
dN3
(3.3) = −rN3 ln N3 (1 − u(t)δ).
dt
Since N (t) > 0 and ln N1 ≤ N1 , then equation (3.3) follows from P1.
Using that 0 ≤ t ≤ T , we can show that
(3.4) N1 (t) ≤ rT + N0 ,
T
δ u(s) ds
(3.5) N2 (t) ≤ (N0 + rT )e 0 ,
T
−rt+rδ u(s) ds
(e 0 )
(3.6) N3 (t) ≤ N0 .
Since u(t) ∈ U , then, along with N1 (t), N2 (t) and N3 (t) are bounded above.
Via a maximum principle [13] and standard existence theory for first-order nonlinear
differential equations, we obtain the existence of a solution to each of the problems
P1–P3.
Next, the existence of an optimal control for the state system is analyzed. Using
the fact that the solution to each state equation is bounded, the existence of an
optimal control for each problem can be determined using the theory developed by
Fleming and Rishel [14].
T
Theorem 3.2. Given the objective functional, Jα (u) = 0 a(N − Nd )2 + bu2 dt,
where
(3.7) U = {u measurable |0 ≤ u(t), t ∈ [0, T ]}
and each of the problems P1–P3 with N (0) = N0 , then there exists an optimal con-
trol u∗ associated with each problem P1–P3 such that minu∈U Jα (u) = Jα (u∗ ) if the
following conditions are met:
(i) The class of all initial conditions with a control u in the admissible control
set along with each state equation being satisfied is not empty.
(ii) The admissible control set U is closed and convex.
(iii) Each right-hand side of P1–P3 is continuous, is bounded above by a sum of
the bounded control and the state, and can be written as a linear function of
u with coefficients depending on time and the state.
(iv) The integrand of (2.3) is convex on U and is bounded below by −c2 + c1 |u|η
with c1 > 0 and η > 1.
Proof. Since each problem has a bounded solution for the initial condition, given
an optimal control, by Theorem 3.1, then part (i) is established. By definition, U is
closed and convex. To complete part (iii) we first reconsider the right-hand sides of
P1–P3 below:
1
f (t, N (t), u(t)) = rN ln − δN u(t),
N
1 δN
g(t, N (t), u(t)) = rN ln − u(t),
N k+N
1 1
h(t, N (t), u(t)) = rN ln − δrN ln u(t).
N N
We see by the representations of f, g, and h that they are continuous in t, u, and
N since N (t) > 0. Also, they are each written as a linear function of the control with
coefficients depending on time and the state. For the boundedness requirement, we
use the bounds in the proof of Theorem 3.1 to obtain the result. Consequently,

1
|f (t, N (t), u(t))| ≤ rN ln + |δN (t)u(t)|
N
≤ r + δ|u(t)|(N0 + rT )
≤ C1 (1 + |u(t)| + |N (t)|),
where C1 depends on r, d, N0 , and T ,

1 δN (t)

|g(t, N (t), u(t))| ≤ rN ln + u(t)
N k + N (t)
≤ r + δ|u(t)|
≤ r + δ|u(t)| + |N (t)|,
and

1 1

|h(t, N (t), u(t))| ≤ rN ln + δrN (t) ln u(t)
N N
≤ r + δr|u(t)|
≤ C2 (1 + |u(t)| + |N (t)|),
where C2 depends on r and d. Hence, the right-hand side of each state equation
is bounded above by a sum of the control and the state. Lastly, the integrand of
the objective functional is convex on U. One can consider the second partial of
the integrand of the objective functional with respect to the control and find that
it is positive. To obtain the necessary lower bound for the integrand, we see the
a(N − Nd )2 + bu2 ≥ bu2 ≥ −c + bu2 for any c > 0. Therefore, part (iv) is complete
and so is the proof.
3.2. Characterization of optimal control. Since an optimal control exists
for minimizing the objective functional (2.3) subject to each of the three equations
P1–P3 with the initial conditions, the necessary conditions for an optimal control for
each problem are determined. For brevity, we derive the conditions using a version of
Pontryagin’s maximum principle for P3 [15, 16]. Then we give the optimality system,
which is the state system coupled with the adjoint system, for each problem.
In order to derive the necessary conditions, we define the Lagrangian associated
with Jα (u) subject to P3 as
1
(3.8) L(N, u, λ3 , w1 ) = a(N − Nd )2 + bu2 + λ3 rN ln (1 − δru(t)) − w1 (t)u(t),
N
where w1 (t) ≥ 0 is a penalty multiplier satisfying w1 (t)u(t) = 0 at the optimal u∗ .
Similar definitions for hold for Jα (u) subject to P1 and P2.

Theorem 3.3. Given an optimal control u∗ and solution of the corresponding
state equation (P3), there exists an adjoint variable λ3 satisfying the following:

dλ3 ∂L 1
(3.9) =− = − 2a(N − Nd ) + λ3 r(1 − uδ) ln −1
dt ∂N N
with λ3 (T ) = 0. Further, u∗ (t) can be represented by

−λ δrN ln N +
3
u∗ (t) = .
2b
Proof. The existence of the adjoint solution is found via a maximum principle
satisfying [13]. Using the Lagrangian (3.8), we complete the representation for u∗ by
analyzing the optimality condition ∂L ∂u = 0. Upon some algebraic manipulation, the
representation of u∗ becomes
−λ3 δrN ln N + w1
u∗ (t) = .
2b
To determine an explicit expression for the optimal control, without w1 , a standard
optimality technique is utilized. The optimal control is characterized as
−λ δrN ln N +
3
(3.10) u∗ (t) = ,
2b
where

+ r if r > 0,
(3.11) r =
0 if r ≤ 0.
Similarly, we can find the representations for the controls associated with problems
δ
P1 and P2 that are subject to Jα . The associated control for P1 is u∗ (t) = 2b (λ1 N )+
∗ δ λ2 N +
and the control for P2 is u (t) = 2b ( k+N ) .
Using this explicit representation for the control, the adjoint equation coupled
with the state equation and the initial and transversality conditions form the opti-
mality system. The optimality systems associated with each of the state equations
and their associated adjoint equations are given below. We note that Optimality Sys-
tem 1 is associated with P1 and its adjoint, Optimality System 2 is associated with
P2 and its adjoint, and Optimality System 3 is associated with P3 and its adjoint.
Optimality System 1 (OS1).
dN 1 δ2
= rN ln − N (λ1 N )+ ,
dt
N 2b
dλ1 1 δ2 +
= − 2a(N − Nd ) + λ1 r ln − r − (λ1 N )
dt N 2b
with N (0) = N0 and λ1 (T ) = 0.

dN 1 δ 2 N λ 2 N +
= rN ln − ,
dt N 2b k + N k + N

dλ2 1 kδ 2 λ N +
2
= − 2a(N − Nd ) + λ2 r ln −r−
dt N 2b(k + N )2 k + N
with N (0) = N0 and λ2 (T ) = 0.

1
dN δ2 r
= rN ln 1− (−λ3 N ln N )+ ,
dt N 2b

dλ3 δ2 r + 1
= − 2a(N − Nd ) + λ3 r 1 − (−λ3 N ln N ) ln −1
dt 2b N
with N (0) = N0 and λ3 (T ) = 0.
3.3. Uniqueness. Here, we focus our attention on OS1 and note that similar
analysis gives the uniqueness of the OS2 and OS3. The optimal control depends on
the adjoint and the state variables. By proving the optimality system has a unique
solution, we will argue that the optimal control is unique as well. We recognize
that since the tumor mass, N (t), is bounded, then the adjoint equation (3.12) has a
bounded right-hand side that is dependent on the final time T . Hence, there exists a
D > 0, depending on the coefficients of the state equation and the uniform bound for
N (t) such that |λ1 (t)| < DT on [0,T].
Theorem 3.4. For T sufficiently small, the solution to Optimality System 1 is
unique.
Proof. We suppose that (N, λ1 ) and (M, ψ) are two distinct solutions to OS1. Let
m > 0 be chosen such that N = emt v, M = emt w, λ1 = e−mt y, and ψ = e−mt z. Also,
d δ
we have that u = 2b (yv)+ and f = 2b (wz)+ . Upon substitution of the representations
for N , M , λ1 , and ψ into the state and adjoint equations followed by simplification,
we obtain the following equations:
dv δ2
+ mv = rv(−mt − ln v) − v(yv)+ ,
dt 2b
dw δ2
+ mw = rw(−mt − ln w) − w(wz)+ ,
dt 2b
dy δ2
− my = −2av + 2aemt Nd − yr(−mt − ln v) + ry + y(yv)+ ,
dt 2b
dz δ2
− mz = −2aw + 2aemt Nd − zr(−mt − ln w) + rz + z(wz)+
dt 2b
with v(0) = N0 , w(0) = N0 , y(T ) = 0, and z(T ) = 0.

The next step is to subtract the equations corresponding to v, w, y, z. Then each
of these differences are multiplied by an appropriate function and are integrated from
0 to T . We obtain the following two equations for the modified state and the adjoint:
T T
1 2 2
[v(T ) − w(T )] + m (v − w) dt = mr t(v − w)2 dt
2 0 0
T
−r [v ln v − w ln w](v − w) dt
0
2 T
δ
− (v(yv)+ − w(wz)+ )(v − w) dt
2b 0
and
T T
1 2 2
[y(0) − z(0)] + m (y − z) dt = 2a (v − w)(y − z) dt
2 0 0
T T
2
+ mr t(y − z) dt + r (y − z)2 dt
0 0
T
+r [y ln v − z ln w](y − z) dt
0
T
δ2
+ (y(yv)+ − z(wz)+ )(y − z) dt.
2b 0
We need to estimate several terms in order to obtain the uniqueness result. For
explanation, we include one estimate below where the boundedness of the state vari-
ables and Cauchy’s inequality are used:

T T

(v ln v − w ln w)(v − w) dt = [v(ln v − ln w) + (v − w) ln w](v − w) dt
0 0

T v

= v ln (v − w) + (v − w)2 ln w dt
0 w
T 2
v
≤ |(v − w)| + |w|(v − w)2 dt
0 w
T
≤ T C1 (v − w)2 dt.
0
In the estimate above, C1 depends on the bounds of the state variables and the
coefficients.
To complete this uniqueness proof, we add the two integral equations together
and bounds the terms to obtain
T
1 1
[v(T ) − w(T )]2 + [y(0) − z(0)]2 + m [(v − w)2 + (y − z)2 ] dt
2 2 0
T
≤ ((mr + C2 )T ) [(v − w)2 + (y − z)2 ] dt,
0
where C2 depends on the coefficients and the bounds of the state and the adjoint
variables.
Since the variable expressions evaluated at the initial and the terminal times are
nonnegative, the inequality reduces to
T
(3.12) (m − mrT − C2 T ) (v − w)2 + (y − z)2 dt ≤ 0.
0
C2
For the optimality system to be unique, we must choose m such that m > 1−r and,
thus,
m − mrT − C2 T > 0.
m
For this choice of m we have that T < mr+C 2
. Moreover, OS1 has a unique solution.
Since the characterization of the optimal control directly depends on the state and
the adjoint solutions, which are unique, then the optimal control corresponding to
OS1 is unique. Similar results give uniqueness for Optimality Systems 2 and 3.
4. Linear control. In this case we still consider the same three differential equa-
tions, P1–P3, subject to their initial conditions. However, in this case, we determine
the existence and the characterization of an optimal control in the admissible control
class, V , such that the objective functional (2.4),
T
(4.1) Jβ (u) = aN (T ) + b u(t) dt,
0
is minimized over this class of controls. The goal is to find an optimal control, u∗ ,
such that
min J(u) = J(u∗ ).
0≤u≤M
4.1. Existence. In subsection 3.1, we obtain the existence of the state solution
for each problem P1–P3 given an optimal control in U . This work can be extended
directly because the only change is that u(t) is bounded above by a maximum amount
of drug M.
For simpler discussions, we transform the original problems P1–P3 via x = ln N .
Consequently, we minimize
T
x(T )
(4.2) J1 (u) = ae +b u(t) dt
0
over the class of admissible controls, V , subject to each of the three differential equa-
tions that correspond to P1, P2, and P3, respectively. We note that k = N0 and that
the initial condition is x(0) = ln N0 and is negative since 0 < N0 < 1.
dx
(4.3) = −rx − u(t)δ,
dt
dx δ
(4.4) = −rx − u(t) ,
dt k + ex
dx
(4.5) = rx(u(t)δ − 1).
dt
The theorem for the existence of an optimal control for the appropriate objective
functional is stated below. Since the proof involves standard arguments, it is omitted.
For further information, see [14].
Theorem 4.1. There exists an optimal control in V that minimizes the objective
functional J1 (u) subject to (4.3), (4.4), and (4.5), respectively.
4.2. Characterization of optimal control. Since an optimal control exists,
we determine the characterization for each optimal control u(t) associated with each
problem (4.3), (4.4), and (4.5) that minimizes J1 (u). We use Pontryagin’s maximum
principle [17] to obtain the necessary conditions for optimality for each problem.
Theorem 4.2. Given an optimal control u∗ (t) and a solution, x(t) to (4.3), there
exists an adjoint ψ1 satisfying
dψ1
= rψ1 (t),
dt
ψ1 (T ) = aex(T ) .
Furthermore,

∗ M if ψ1 (t) > δb ,
(4.6) u (t) =
0 if ψ1 (t) < δb .
Note that this is a problem similar to Swierniak and Duda [18]. We note that
ψ1 (t) = aex(T )−r(T −t) and a singular control could not exist. (A singular control
exists when the Hamiltonian is linear in the control and the coefficient of the control
is zero for some time interval.) If one were to exist, then ψ1 (t) must equal δb on
some interval inclusive to [0,T]. This cannot occur since ψ1 (t) would be constant
only for one instant in time. Furthermore, Swierniak and Duda provide conditions
for the representation of the control u∗ (t) in terms of the model parameters. Please
see [18, 19] for complete details.
For problem (4.4), we have the following result.
Theorem 4.3. Given an optimal control u∗ (t) and corresponding solution x∗ (t)
to (4.4), there exists an adjoint ψ2 satisfying
dψ2 u(t)δex(t)
(4.7) = ψ2 (t) r − ,
dt (k + ex(t) )2
∗
(4.8) ψ2 (T ) = aex (T )
.
In addition,

 0 ψ2 (t)δ
if b− (k+ex∗ (t) )
> 0,
∗
(4.9) u (t) =
 M if b− ψ2 (t)δ
< 0.
(k+ex∗ (t) )
Proof. To determine the representation for u∗ (t) and the differential equation
associated with ψ2 (t), we form the Hamiltonian. We note via Pontryagin’s maxi-
mum principle [17] that if u∗ is an optimal control associated with a corresponding
trajectory on [0, T ], then there exists λ0 ≥ 0 and an absolutely continuous function
λ : [0, T ] → R such that (λ0 , λ(t) = (0, 0)) for all t ∈ [0, T ] and λ(t) satisfies (4.7) and
u(t)δ
λ(T ) = λ0 aex(T ) . This optimal control minimizes H = λ0 bu(t)+λ(−rx(t)− (k+e x(t) )2 )
over V . Yet, λ0 cannot vanish for this problem because, if it did, then λ(T ) = 0 and
hence λ(t) = 0 on [0, T ]. This contradicts the nontriviality of the multipliers. There-
fore, without loss of generality, we let λ0 = 1.
Consequently, we consider the following Hamiltonian, where we omit the asterisks
for simplicity:
u(t)δ
H(t, x(t), u(t), ψ2 (t)) = bu(t) + ψ2 (t) −rx(t) − .
(k + ex(t) )
We note that from standard existence theory we obtain the existence of ψ2 (t)
solving (4.7) given that x(t) is bounded. The necessary conditions of optimality give
that

 ψ2 (t)δ

 0 if b − (k+e x∗ (t) ) > 0,

ψ2 (t)δ
(4.10) u(t) = M if b − (k+e x∗ (t) ) < 0,



 singular if b − ψ (t)δ
2
(k+ex∗ (t) )
= 0.
We note that
T
x(T )− u(t)δex(t)
ψ2 (t) = ae t r− ds
(k + ex(t) )2
is always positive on [0,T] since a > 0.
We suppose that the control is singular on (t0 , t1 ) ⊂ [0, T ], i.e.,
ψ2 (t)d
(4.11) b− =0
(k + ex(t) )
on that interval. We take the derivative with respect to time of (4.11) and obtain,
after simplification,
dψ2 (t) dx
(4.12) (k + ex(t) ) − ψ2 (t)ex(t) = 0.
dt dt
Next, we substitute the right-hand sides of the differential equations for ψ2 (t) and for
x(t) associated with problem (4.4) and find that
u(t)δex(t) u(t)δ
(k + ex(t) ) ψ2 (t) r − − ex
ψ 2 (t) −rx(t) − = 0,
(k + ex(t) )2 (k + ex(t) )
ψ2 (t)r(k + ex(t) + x(t)ex(t) ) = 0.
Since ψ2 (t) > 0 on [0,T] and r > 0, then
(4.13) k + ex(t) + x(t)ex(t) = 0.
This immediately gives that x(t) is constant.

Since x(t) is constant, then u(t) is constant here. We make note that with the fixed
final time that H(t, x, u, ψ2 ) is constant [20]. Since H(t, x, u, ψ2 ) = bu + ψ2 dx
dt = bu
in this case and we are minimizing H, then u(t) = 0. However, for this to occur
ψ2 δ
b − (k+e x ) > 0, in (4.10), which contradicts our original assumption for the control to
be singular. Thus, a singular control does not exist and our control is

 0 ψ2 (t)δ
if b − (k+e x∗ (t) ) > 0,
(4.14) u∗ (t) =
 M if b − ψ 2 (t)δ
< 0.
(k+ex∗ (t) )
We now determine the characterization of the optimal control to minimize J1 (u)

subject to (4.5).
Theorem 4.4. Given an optimal control u∗ and a corresponding solution x∗ (t)
to (4.5), there exists an adjoint ψ3 (t) satisfying
dψ3
(4.15) = −ψ3 (t)r(u∗ (t)δ − 1),
dt
∗
(4.16) ψ3 (T ) = aex (T )
with

−b
0 if x(T )ex(T ) > aδr ,
(4.17) u∗ (t) = −b
M if x(T )ex(T ) < aδr .
Proof. To determine the representation for the control, we form the Hamiltonian
in a similar fashion as we did in the proof of Theorem 4.3,
H(t, x(t), u(t), ψ3 (t)) = bu(t) + ψ3 (t)(rx(t)(u(t)δ − 1)).

As before, a solution to the adjoint exists and is given by

T
x(T )−r (1−u(s)δ) ds

(4.18) ψ3 (t) = ae t ,
and a solution to the problem (4.5) is

t
−rt+rδ u(s) ds
(4.19) x(t) = x(0)e 0 .
Since x(0) < 0 and a > 0, then ψ3 (t)x(t) < 0 on [0,T].

The necessary conditions for optimality give that

 0 if b + ψ3 (t)δrx(t) > 0,
(4.20) u(t) = M if b + ψ3 (t)δrx(t) < 0,

singular if b + ψ3 (t)δrx(t) = 0.
We see that
T t
x(T )−r (1−u(s)δ) ds −rt+rδ u(s) ds
ψ3 (t)x(t) = (ae t )(x(0)e 0 )
T t
x(T )−r(T −t)+rδ u(s) ds−rt+rδ u(s) ds
= ax(0)e t 0
T
x(T )−rT +rδ u(s) ds
= ax(0)e 0
= ax(T )ex(T ) .
Hence, ψ3 (t)x(t) is constant on [0,T]. This means that u∗ (t) must be either zero, its
maximum value—M , or its singular representation on the entire interval [0,T].
Using that ψ3 (t)x(t) is constant and that the Hamiltonian is to be minimized,
we can exclude the singular case. If the control is singular, then the Hamiltonian is
equal to −ψ3 (t)x(t)r. We can see for the case, u = M , that H(t, x(t), u(t), ψ3 (t)) <
−ψ3 (t)x(t)r. Moreover, for the case u = 0 we see that the Hamiltonian is bounded
strictly above by δb , which is the value of the Hamiltonian if the control is singu-
lar. Consequently, a singular control will not generate the minimum value for the
Hamiltonian.
Therefore, the necessary conditions for optimality are

−b
∗ 0 if x(T )ex(T ) > aδr ,
(4.21) u (t) = x(T ) −b
M if x(T )e < aδr .
−b
We simply need to check if the expression x(T )ex(T ) is smaller or larger than arδ .
Then this determines the constant control on the interval [0,T].
Using the representation of the control in terms of the state and adjoint solutions
to the transformed problems (4.3), (4.4), and (4.5), we have the associated Optimality
Systems 4, 5, and 6.
dx
= −rx(t) − δu∗ (t),
dt
dψ1
= rψ1 (t),
dt
x(0) = ln N0 , and ψ1 (T ) = aex(T ) ,
where

M if ψ1 (t) > δb ,
∗
u (t) =
0 if ψ1 (t) < δb .

dx δu∗ (t)
= −rx(t) − ,
dt (k + ex(t) )
dψ2 u∗ (t)δex(t)
= ψ2 r − ,
dt (k + ex(t) )2
x(0) = ln N0 , and ψ2 (T ) = aex(T ) ,
where

 0 ψ2 (t)δ
if b− (k+ex∗ (t) )
> 0,
u∗ (t) =
 M if b− ψ2 (t)δ
< 0.
(k+ex∗ (t) )

dx
= rx(t)(u∗ (t)δ − 1),
dt
dψ3
= −rψ3 (t)(u∗ (t)δ − 1),
dt
x(0) = ln N0 , and ψ3 (T ) = aex(T ) ,
where

−b
0 if x(T )ex(T ) > aδr ,
u∗ (t) = −b
M if x(T )ex(T ) < aδr .
5. Numerical results. We obtain numerical solutions to each of the optimality

systems using the two-point boundary value solver in Matlab [21, 22].
5.1. OS1–OS3. We observe several interesting differences among the three sys-
tems. First, there are significant differences between the optimal solutions of systems
OS1–OS3 based on the initial tumor volume. For initial conditions near the carry-
ing capacity (97.5% of carrying capacity), the optimal solutions for OS1 require less
treatment to reduce the tumor volume the same amount as in OS2 or OS3 (Fig-
ure 5.1(A), (B)). In particular, the optimal solution for OS1 allows for the treatment
to be reduced quickly while for OS3 the treatment remains higher for a more extended
period. This difference is due to the different cell-kill hypotheses of the three methods.
In particular, OS1 hypothesizes that cell-kill is proportional to tumor size, thus larger
tumors are effectively reduced by the drug and the optimality scheme can quickly
reduce the dose needed to keep the tumor size small over the treatment interval.
However, OS3 hypothesizes that cell-kill is proportional to the growth rate, which is
small when the tumor is near its carrying capacity. Therefore, the optimality scheme
requires more drug for a longer period of time to reduce the tumor an equivalent
amount as in OS1.
For initial conditions at half the carrying capacity the differences between the
optimal solutions of the three strategies are less significant (Figure 5.1(C), (D)). OS3
A B
1.5 0.8
0.6
1
u
N
0.4
0.5
0.2
0 0
0 5 10 0 5 10
C D
1
0.4
0.3
N
u
0.5
0.2
0.1
0 0
0 5 10 0 5 10
E F
0.15
0.2
0.1
N
u
0.1
0.05
0 0
0 5 10 0 5 10
time time
Fig. 5.1. Comparison of hypotheses OS 1 ——, OS 2 — - —, and OS 3 - - -. The parameters
used are given in Table 5.1. The left column is the control and the right column is the tumor volume.
A and B represent a large tumor near its carrying capacity ( 97.5% of carrying capacity). C and
D represent a midsized tumor at half its carrying capacity ( 50% of carrying capacity). E and F
represent a small tumor relative to its carrying capacity ( 5% of carrying capacity). In all cases the
parameter “δ” was set such that all three methods would have the same tumor volume at the end
time “T.” The units for time is days.
still requires more drug early, when the growth rate was slower, to obtain the same
overall cell-kill as OS1, but the differences are much smaller.
As for smaller tumors where the initial conditions are much smaller than the
carrying capacity (5% of carrying capacity), the optimal solution for OS1 requires
more drug later compared to the optimal solution for OS3 to have the same effect
on the tumor volume (Figure 5.1(E), (F)). But again, the differences in this case are
much less significant compared to tumors near carrying capacity.
We also consider the effects of the weights a, b, and δ in the objective function
(2.3). In particular, we fix b and considered how varying a and δ affects results.
Table 5.1
Model parameters. All units are nondimensional.
Parameter OS1 OS2 OS3

r 0.1 0.1 0.1
δ 0.45 0.225 4.0
a 3 3 3
b 1 1 1
Nd 0 0 0
k 0.25
A B
2 0.8
1.5 0.6
N
u
1 0.4
0.5 0.2
0 0
0 5 10 0 5 10
C D
1.5
0.8
1 0.6
N
u
0.4
0.5
0.2
0 0
0 5 10 0 5 10
time time
Fig. 5.2. OS 1 ——, OS 2 — - —, and OS 3 - - -. In A and B the parameter “a” is larger

( 2.5 times) and the parameter “δ” is smaller ( 50%–60%) compared to C and D. In all cases the
initial condition for the tumor size is 97.5% of the carrying capacity and the remaining parameters
are given in Table 5.1.
(The remaining parameters are given in Table 5.1.) In general, a smaller a, 2.5 times
smaller (i.e., less weight in the objective function on minimizing the tumor volume)
requires more drug (or a more effective drug) via an increase in δ (50%–60% increase)
to give equivalent results (Figure 5.2). In general, a, b, and δ alter the quantitative
but not the qualitative results.
5.2. OS4–OS6. Systems OS4–OS6, with the linear control functional (2.4), give
qualitatively different results compared to OS1–OS3. For example, OS4 and OS5 force
treatment to be delayed until the later portion of the treatment interval (Figure 5.3).
This delay in treatment is due to the choice of the objective functional (2.4), which
minimizes N at the end time T . Since (based on the Gompertz growth model) larger
tumors grow much slower than smaller ones, it is more advantageous for the tumor
to remain larger (and thus slower growing) for the first portion of the treatment
Optimality System 4
1
u, N
0.5
0
0 2 4 6 8 10 12 14
Optimality System 5
1
u, N
0.5
0
0 2 4 6 8 10 12 14
Optimality System 6
1
u, N
0.5
0
0 0.5 1 1.5 2 2.5 3 3.5 4
time
Fig. 5.3. Tumor volume “N” ——, control “u(t)” — - —. Note that for OS 6 the graph shows
only the portion where the treatment is “on.”
interval and treat during the remaining portion of the treatment interval. If instead
the treatment is given over the first portion of the treatment interval, then the tumor
would be able to recover during the second portion of the interval at a much faster
rate (since the smaller tumor after treatment has a faster growth rate) and thus not
optimize the objective functional (2.4).
OS6 could only determine the length of treatment and not when treatment should
be started or stopped due to the end condition being only dependent on the end time
T (Figure 5.3). However, there are also some similarities between OS1–OS3 and OS4–
OS6. These include OS4, which like OS1 hypothesizes that cell-kill is proportional to
the tumor volume and requires drug to be given over a shorter period (3 days) com-
pared to the other two methods (OS5 approximately 7.5 days and OS6 approximately
4.5 days).
6. Conclusions.
Theoretical. There are several important differences in the objective functionals
that are minimized over the two classes of controls. For the objective functional with
the quadratic control (2.3), the representation for the optimal control involves both
the state and the adjoint variables for all time, t. For the second objective functional
(2.4), the control is explicitly dependent on the adjoint, which in turn does implicitly
depend on the state, for OS4 and OS5. In OS6, the control is dependent only on the
final time and the evaluation of the state at the final time.
Within OS1–OS3, the existence, uniqueness, and characterization of the optimal

control are easier to obtain because of the nonlinear control. The biological validity of
the quadratic cost term has been debated [7]. However, its use in order to incorporate
the nonlinear flavor of the problem has given results that are qualitatively significant.
For OS4–OS6, an interesting component is the bang-bang structure of the optimal
controls. An intriguing difference occurs in OS6 in which the optimal control depends
on the length of the treatment. Once this is known, the control will either be given at
the maximum or the minimum level. A future problem relating to OS6 could involve
the minimization of the time of treatment in conjunction with the minimization of
the drug needed.
The mathematical significance of these problems lies in the similarities and dif-
ferences of the construction of the controls. Basic concepts using a Lagrangian or
Hamiltonian are needed in each. Yet, the possibility of singular controls in section
4 required more explorations of the control representations. In this investigation,
the strategies employed in both the nonlinear and the linear control settings attempt
to qualitatively answer the questions relating to the appropriate drug treatment to
impose under the given three hypotheses of cell-kill.
Clinical. The most important clinical question that this study addresses is, When
can drug treatment be reduced to reduce toxicity? If the log-kill hypothesis is used,
then the optimal control systems suggest that treatment can be given for a shorter
period of time relative to the Norton–Simon hypothesis. However, the consequence of
choosing the incorrect hypothesis is to either under- or over-treat the patient, causing
ineffective reduction of the tumor or toxicity, respectively. Therefore, more studies
are needed to determine the specific dynamics of various drugs on tumors relative to
these (or other) cell-kill hypotheses.
We also observe qualitatively different treatment strategies based on the use of
different objective functionals. These differences show the importance of defining an
objective functional that most accurately reflects the toxicities of a particular drug
along with the objective of the treatment strategy, e.g., reduce the tumor mass at the
end of the treatment interval, reduce the overall tumor burden over the treatment
interval, or some other clinically relevant criteria.
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Optimal Control Applied To Competing Chemotherapeutic Cell-Kill Strategies

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Optimal Control Applied To Competing Chemotherapeutic Cell-Kill Strategies

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SIAM J. APPL. MATH.

c 2003 Society for Industrial and Applied Mathematics

OPTIMAL CONTROL APPLIED TO COMPETING

K. RENEE FISTER† AND JOHN CARL PANETTA‡

Key words. optimal control, cancer, cell-kill

AMS subject classiﬁcations. 49K20, 35F20

1. Introduction. When developing eﬀective treatment strategies, understand-

2003; published electronically September 4, 2003.

The function G(N, t) describes the pharmacokinetic and pharmacodynamic eﬀects of

by Murray [11] and Martin and Teo [12]) is

Ultimately, we determine the unique characterization of the optimal control u(t) in

(2.5) U = {u measurable |0 ≤ u(t), t ∈ [0, T ]}

(2.6) V = {u measurable |0 ≤ u(t) ≤ M, t ∈ [0, T ]} ,

(3.7) U = {u measurable |0 ≤ u(t), t ∈ [0, T ]}

Similar deﬁnitions for hold for Jα (u) subject to P1 and P2.

with λ3 (T ) = 0. Further, u∗ (t) can be represented by

with N (0) = N0 and λ1 (T ) = 0.

with N (0) = N0 and λ2 (T ) = 0.

Optimality System 3 (OS3).

with N (0) = N0 and λ3 (T ) = 0.

with v(0) = N0 , w(0) = N0 , y(T ) = 0, and z(T ) = 0.

We suppose that the control is singular on (t0 , t1 ) ⊂ [0, T ], i.e.,

Since ψ2 (t) > 0 on [0,T] and r > 0, then

(4.13) k + ex(t) + x(t)ex(t) = 0.

This immediately gives that x(t) is constant.

We now determine the characterization of the optimal control to minimize J1 (u)

H(t, x(t), u(t), ψ3 (t)) = bu(t) + ψ3 (t)(rx(t)(u(t)δ − 1)).

As before, a solution to the adjoint exists and is given by

x(T )−r (1−u(s)δ) ds

and a solution to the problem (4.5) is

Since x(0) < 0 and a > 0, then ψ3 (t)x(t) < 0 on [0,T].

Optimality System 5 (OS5).

Optimality System 6 (OS6).

5. Numerical results. We obtain numerical solutions to each of the optimality

Parameter OS1 OS2 OS3

Fig. 5.2. OS 1 ——, OS 2 — - —, and OS 3 - - -. In A and B the parameter “a” is larger

Within OS1–OS3, the existence, uniqueness, and characterization of the optimal

Math. Biosci., 100 (1990), pp. 49–67.

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