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A note on impulsive control of Feller processes with costly information
Applications of Mathematics, Tome 35 (1990) no. 1, pp. 51-59
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The paper deals with the optimal inspections and maintenance problem with costly information for a Markov process with positive discount factor. The associated dynamic programming equation is a quasi-variational inequality with first order differential terms. In this paper we study its different formulations: strong, visousity and evolutionary. The case of impulsive control of purely jump Markov processes is studied as a special case.
The paper deals with the optimal inspections and maintenance problem with costly information for a Markov process with positive discount factor. The associated dynamic programming equation is a quasi-variational inequality with first order differential terms. In this paper we study its different formulations: strong, visousity and evolutionary. The case of impulsive control of purely jump Markov processes is studied as a special case.
DOI : 10.21136/AM.1990.104386
Classification : 60G35, 60J75, 60J99, 90B25, 93C57
Keywords: Markov jump processes; Feller process; inspections and maintenance; quasi-variational inequality; viscosity solutions 
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Gątarek, Dariusz. A note on impulsive control of Feller processes with costly information. Applications of Mathematics, Tome 35 (1990) no. 1, pp. 51-59. doi: 10.21136/AM.1990.104386

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