On a reliability problem by stochastic control methods

DOI10.1016/0167-6911(82)90010-XzbMath0499.93069OpenAlexW2008684749MaRDI QIDQ1172035

Dariusz Gątarek

Publication date: 1982

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(82)90010-x

zbMATH Keywords

Poisson processimpulsive controlstopping time problemcrossing level methodpartially observed stopping

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Reliability, availability, maintenance, inspection in operations research (90B25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (1)

On ergodic control of stochastic evolution equations

Cites Work

• A quality control problem and quasi-variational inequalities
• On Some Impulse Control Problems with Long Run Average Cost
• Nonlinear filtering with counting observations
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