A quality control problem and quasi-variational inequalities

DOI10.1007/BF00251581zbMath0364.49005OpenAlexW2010324954MaRDI QIDQ1240902

Avner Friedman, Robert F. V. Anderson

Publication date: 1977

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00251581

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) A priori estimates in context of PDEs (35B45) Existence theories for problems in abstract spaces (49J27) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (3)

Quality Control for Markov Chains and Free Boundary Problems ⋮ On a reliability problem by stochastic control methods ⋮ Variational inequalities and free boundary problems

Cites Work

• Unnamed Item
• Fundamental solutions for degenerate parabolic equations
• Nouvelles méthodes en contrôle impulsionnel
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• On a Quickest Detection Problem
• Diffusion processes with continuous coefficients, I
• On Optimum Methods in Quickest Detection Problems

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