Optimal Inspections in a Stochastic Control Problem with Costly Observations

DOI10.1287/moor.2.2.155zbMath0407.93061OpenAlexW4232662793MaRDI QIDQ4194854

Avner Friedman, Robert F. V. Anderson

Publication date: 1977

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2.2.155

zbMATH Keywords

Controlled Brownian ProblemOptimal Inspection

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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