Optimal stopping in a semi-Markov shock model
From MaRDI portal
Publication:4164114
DOI10.2307/3213126zbMath0383.60044MaRDI QIDQ4164114
Publication date: 1978
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213126
60G40: Stopping times; optimal stopping problems; gambling theory
60K15: Markov renewal processes, semi-Markov processes
Related Items
On a random lead time and threshold shock model using phase‐type geometric processes, A shock model with two-type failures and optimal replacement policy, A counting process approach to replacement models, Optimal replacement with non-monotone failure rates, Instandhaltungsmodelle - Eine Übersicht. II, Determining the control limit policy in a replacement model with linear restoration, Optimal stopping time on semi-Markov processes with finite horizon, An extended optimal replacement model of systems subject to shocks, Optimal stopping in a cumulative damage model, SOME RESULTS ON A NEW CLASS OF SHOCK MODELS, Optimal stopping in terminating one-sided processes with unbounded reward functions