A general replacement model

DOI10.1007/BF01421549MaRDI QIDQ5752276zbMATH OpenOpenAlexFDO

Authors Uwe Jensen

Publication date 1990

Published in ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01421549

zbMATH Keywords

optimal stoppingpartial informationreplacementright-continuous complete filtrationsemi-martingale representation

Mathematics Subject Classification ID

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

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Cites work

• A counting process approach to replacement models
• A General Failure Model: Optimal Replacement with State Dependent Replacement and Failure Costs
• Explicit formula of optimal replacement under additive shock processes
• Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
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• Monotone stopping rules forstochastic processes in a semimartingale representation with applications
• Optimal replacement policy for the case where the damage process is a one-sided Levy process
• Optimal replacement times — a general set-up
• Optimal replacement under a general failure model
• Optimal replacement under a minimal repair strategy—a general failure model
• Optimal replacement under additive damage and other failure models
• Optimal replacement with non-monotone failure rates
• Optimal stopping in terminating one-sided processes with unbounded reward functions

Cited in

(10)

• A generalized age and block replacement of a system subject to shocks
• Asymptotic normality of discounted random series with applications in reliability and queueing
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications
• Optimal Stopping by Means of Point Process Observations with Applications in Reliability
• scientific article; zbMATH DE number 4190876 (Why is no real title available?)
• scientific article; zbMATH DE number 3842897 (Why is no real title available?)
• scientific article; zbMATH DE number 3915997 (Why is no real title available?)
• Optimal replacement times — a general set-up
• scientific article; zbMATH DE number 4022324 (Why is no real title available?)
• scientific article; zbMATH DE number 830001 (Why is no real title available?)

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