| Article ID: | iaor1997589 |
| Country: | Netherlands |
| Volume: | 26 |
| Issue: | 3 |
| Start Page Number: | 187 |
| End Page Number: | 194 |
| Publication Date: | Jun 1996 |
| Journal: | Engineering Optimization |
| Authors: | Lefebvre Mario, Gaspo John |
| Keywords: | control, performance, risk, quality & reliability |
Optimal control problems set up for wear models by Rishel are given a risk-sensitive formulation. An example is presented and explicitly solved. Moreover, the critical value of the risk parameter is computed.