Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components

DOI10.2307/3215193MaRDI QIDQ4339266zbMATH OpenOpenAlexFDO

Authors C. Costantini, F. Spizzichino

Publication date 2 November 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215193

zbMATH Keywords

burn-infree boundary problemmonotone regionoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

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• Towards Practical and Synthetical Modelling of Repairable Systems
• A probablistic analysis for an optimal screening problem
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• Interactions between ageing and risk properties in the analysis of burn-in problems
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