A note on impulsive control of Feller processes with costly information
Gątarek, Dariusz
Applications of Mathematics, Tome 35 (1990), p. 51-59 / Harvested from Czech Digital Mathematics Library
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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.

Publié le : 1990-01-01
Classification:  60G35,  60J75,  60J99,  90B25,  93C57 
@article{104386,
     author = {Dariusz G\k atarek},
     title = {A note on impulsive control of Feller processes with costly information},
     journal = {Applications of Mathematics},
     volume = {35},
     year = {1990},
     pages = {51-59},
     zbl = {0699.60032},
     mrnumber = {1039410},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104386}
}

Gątarek, Dariusz. A note on impulsive control of Feller processes with costly information. Applications of Mathematics, Tome 35 (1990) pp. 51-59. http://gdmltest.u-ga.fr/item/104386/

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