Optimal Stopping by Means of Point Process Observations with Applications in Reliability

DOI10.1287/MOOR.18.3.645MaRDI QIDQ3140539zbMATH OpenOpenAlexFDO

Authors Uwe Jensen, Guang-Hui Hsu

Publication date 28 November 1993

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.18.3.645

zbMATH Keywords

optimal stopping problempoint processpoint process observationsreliability

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• An optimal stopping problem in risk theory
• A New Approach to Maintenance Optimization by Modeling Intensity Control
• Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations
• On-line parameter estimation for a failure-prone system subject to condition monitoring
• Double Optimal Stopping in the Fishing Problem
• Parameter estimation for partially observable systems subject to random failure
• Reliability and maintenance modeling for a production system by means of point process observations

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