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Optimal Inspections in a Stochastic Control Problem with Costly Observations, II - MaRDI portal

Optimal Inspections in a Stochastic Control Problem with Costly Observations, II (Q4191886)

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scientific article; zbMATH DE number 3630513
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Optimal Inspections in a Stochastic Control Problem with Costly Observations, II
scientific article; zbMATH DE number 3630513

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    Optimal Inspections in a Stochastic Control Problem with Costly Observations, II (English)
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    1978
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    Optimal Inspections
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    Stochastic Control Problem
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    Brownian Motion
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    Free Boundary Problem
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    Markov Decision Programming
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