Stochastic control methods in optimal design of life testing
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.
Year of publication: |
1994
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Authors: | Karoui, N. El ; Gerardi, A. ; Mazliak, L. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 52.1994, 2, p. 309-328
|
Publisher: |
Elsevier |
Keywords: | Stochastic control Reliability Life testing Branching processes Numerical approximation |
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