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Stochastic control methods in optimal design of life testing

N. El Karoui, A. Gerardi and L. Mazliak

Stochastic Processes and their Applications, 1994, vol. 52, issue 2, 309-328

Abstract: We infer in this paper a rather general probabilistic stochastic control method for some problems occurring in parametrical statistics, illustrated by two examples of accelerated life testing.

Keywords: Stochastic; control; Reliability; Life; testing; Branching; processes; Numerical; approximation (search for similar items in EconPapers)
Date: 1994
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