A quality control problem and quasi-variational inequalities
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Publication:1240902
DOI10.1007/BF00251581zbMath0364.49005MaRDI 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
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
35B45: A priori estimates in context of PDEs
49J27: Existence theories for problems in abstract spaces
49J20: Existence theories for optimal control problems involving partial differential equations
Related Items
Quality Control for Markov Chains and Free Boundary Problems, On a reliability problem by stochastic control methods, Variational inequalities and free boundary problems
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