Numerical Solution of a Parabolic Free Boundary Problem Arising in Statistical Decision Theory

DOI10.2307/2005204zbMath0223.65066OpenAlexW4250917859MaRDI QIDQ5629187

Gary G. Sackett

Publication date: 1971

Full work available at URL: https://doi.org/10.2307/2005204

Mathematics Subject Classification ID

Heat equation (35K05) Empirical decision procedures; empirical Bayes procedures (62C12) Method of lines for boundary value problems involving PDEs (65N40) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Computational and approximate methods of optimal control ⋮ A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes ⋮ A qualitative study on a parabolic free boundary problem

Cites Work

• Sequential Tests for the Mean of a Normal Distribution II (Large $t$)
• An Implicit Free Boundary Problem for the Heat Equation
• Sequential Test for the Mean of a Normal Distribution III (Small $t$)

This page was built for publication: Numerical Solution of a Parabolic Free Boundary Problem Arising in Statistical Decision Theory