Risk-averse control of a three-dimensional wear process

DOI10.1080/002071700421691zbMath0993.90040OpenAlexW2057835230MaRDI QIDQ4543887

Mario Lefebvre

Publication date: 11 August 2002

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002071700421691

zbMATH Keywords

optimal controlstochastic differential equationssimilarity solutionsrisk sensitivity

Mathematics Subject Classification ID

Production models (90B30) Optimal stochastic control (93E20)

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Two-dimensional diffusion processes as models in lifetime studies ⋮ An optimal control problem for the maintenance of a machine ⋮ A semi-Markov process with an inverse Gaussian distribution as sojourn time

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