Maximal wearing-out of a deteriorating system: An optimal stopping approach

DOI10.1016/0377-2217(94)90241-0zbMATH Open0806.90052OpenAlexW2014796529MaRDI QIDQ1328635FDOQ1328635

Authors: Wolfgang Stadje 

Publication date: 26 July 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90241-0

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zbMATH Keywords

optimal stopping timeloss functionoptimal replacementcumulative damage modelcumulative shocks

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On Excess Over the Boundary
• Optimal strategies for some repair replacement models
• Optimal replacement under additive damage and other failure models
• Optimal replacement of damaged devices
• Optimal replacement for systems governed by Markov additive shock processes
• Optimal stopping in terminating one-sided processes with unbounded reward functions
• A note on the optimal replacement time of damaged devices
• Optimal stopping in a cumulative damage model
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications

Cited In (5)

• On-line parameter estimation for a failure-prone system subject to condition monitoring
• Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations
• Selecting jobs for scheduling on a machine subject to failure
• Finite Horizon Decision Timing with Partially Observable Poisson Processes
• Optimal stopping in a cumulative damage model

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