Stochastic control methods in optimal design of life testing

DOI10.1016/0304-4149(94)90031-0zbMATH Open0815.62070OpenAlexW1985149783MaRDI QIDQ1338752FDOQ1338752

Authors: Nicole El Karoui, Anna Gerardi, Laurent Mazliak 

Publication date: 7 December 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90031-0

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zbMATH Keywords

reliabilityaccelerated life testingfailure ratenumerical approximationbranching processespartial observationexistence of sufficient statisticsmixed control problemweak controls

Mathematics Subject Classification ID

Reliability and life testing (62N05) Filtering in stochastic control theory (93E11) Differential games and control (49N70) Pursuit and evasion games (49N75) Optimal stochastic control (93E20)

Cites Work

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• Compactification methods in the control of degenerate diffusions: existence of an optimal control
• Point processes and queues. Martingale dynamics
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• Probability methods for approximations in stochastic control and for elliptic equations
• Construction et Propriétés de Martingales des Branchements Spatiaux Interactifs
• Mixed control problem under partial observation
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• Optimality in Accelerated Life Tests

Cited In (2)

• Optimal design in nonparametric life testing
• Shocks as Burn-In in Heterogeneous Populations

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