A general replacement model

DOI10.1007/BF01421549MaRDI QIDQ5752276zbMATHOpenAlexFDO

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 informationreplacementsemi-martingale representationright-continuous complete filtration

Mathematics Subject Classification ID

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

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• Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
• 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)

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

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