Stochastic control methods in optimal design of life testing

DOI10.1016/0304-4149(94)90031-0zbMath0815.62070OpenAlexW1985149783MaRDI QIDQ1338752

Nicole El Karoui, Laurent Mazliak, Anna Gerardi

Publication date: 7 December 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90031-0

zbMATH Keywords

reliabilitybranching processesfailure rateaccelerated life testingnumerical approximationpartial observationexistence of sufficient statisticsmixed control problemweak controls

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Differential games and control (49N70) Optimal stochastic control (93E20) Reliability and life testing (62N05) Pursuit and evasion games (49N75)

Related Items (1)

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Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Point processes and queues. Martingale dynamics
• Mixed control problem under partial observation
• Optimality in Accelerated Life Tests
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
• Construction et Propriétés de Martingales des Branchements Spatiaux Interactifs
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