Stochastic control methods in optimal design of life testing

DOI10.1016/0304-4149(94)90031-0MaRDI QIDQ1338752zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Optimality in Accelerated Life Tests
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• Optimization of Observations: a Stochastic Control Approach
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Cites work

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

Cited in

(2)

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

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