Abstract
The optimization of a statistical process control with avariable sampling interval is studied, aiming in minimization of the expectedloss. This loss is caused by delay in detecting process changeand depends nonlinearly on the sampling interval. An approximate solution ofthis optimization problem is obtained by its decomposition into two simpler subproblems: linear and quadratic.Two approaches to the solution of the quadratic subproblem are proposed. The first approach is based on thePontryagin's Maximum Principle, leading to an exact analytical solution. The second approach is based on a discretization of the problemand using proper mathematical programming tools, providing an approximate numerical solution. Composite solution of the original problemis constructed. Illustrative examples are presented.
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