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A note on impulsive control of Feller processes with costly information. (English) Zbl 0699.60032
Summary: 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.
We study its different formulations: strong, viscosity and evolutionary. The case of impulsive control of purely jump Markov processes is studied as a special case.

MSC:
60G35 Signal detection and filtering (aspects of stochastic processes)
60J99 Markov processes
60J75 Jump processes (MSC2010)
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References:
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