A quality control problem and quasi-variational inequalities

DOI10.1007/BF00251581zbMATH Open0364.49005OpenAlexW2010324954MaRDI QIDQ1240902FDOQ1240902

Robert F. Anderson, A. Friedman

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

Mathematics Subject Classification ID

Brownian motion (60J65) A priori estimates in context of PDEs (35B45) Existence theories for optimal control problems involving partial differential equations (49J20) Stopping times; optimal stopping problems; gambling theory (60G40) Existence theories for problems in abstract spaces (49J27)

Cites Work

• On Optimum Methods in Quickest Detection Problems
• Title not available (Why is that?)
• Nouvelles méthodes en contrôle impulsionnel
• Diffusion processes with continuous coefficients, I
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• On a Quickest Detection Problem
• Fundamental solutions for degenerate parabolic equations

Cited In (3)

• On a reliability problem by stochastic control methods
• Variational inequalities and free boundary problems
• Quality Control for Markov Chains and Free Boundary Problems

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