Multicriteria impulsive control of jump Markov processes

Impulsive control consideres so called interventions meaning immediate change of the state of the system; between intervention, the continuous time jump Markov process is uncontrollable, with “natural” jump intensities. Multicriteria control problem for such model is considered, and the constrained version is investigated with the help of the Lagrange multipliers technique. All the theory is illustrated by an example of the optimal control of epidemic with carriers. The fluid model approach to the epidemic considered, is presented, too.

Authors and Affiliations

1. Department of Mathematical Sciences, M & O Building, The University of Liverpool, Liverpool, L69 7ZL, UK

   A. B. Piunovskiy

Corresponding author

Correspondence to A. B. Piunovskiy.

Manuscript received: June 2003/Final version received: December 2003

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