Optimal replacement for systems governed by Markov additive shock processes
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Publication:1247905
DOI10.1214/AOP/1176995802zbMath0381.90042OpenAlexW1994640661MaRDI QIDQ1247905
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995802
Continuous-time Markov processes on general state spaces (60J25) Reliability, availability, maintenance, inspection in operations research (90B25) Special processes (60K99) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (12)
Maximal wearing-out of a deteriorating system: An optimal stopping approach ⋮ Inspection, maintenance and replacement models ⋮ Optimal stopping in a cumulative damage model ⋮ Explicit formula of optimal replacement under additive shock processes ⋮ On a stochastic survival model for a system under randomly variable environment ⋮ Long-term average control of a continuous, monotone process ⋮ Study of a Stochastic Failure Model in a Random Environment ⋮ Optimal replacement policy for the case where the damage process is a one-sided Levy process ⋮ Reliability of Complex Devices in Random Environments ⋮ Optimal replacement with non-monotone failure rates ⋮ Instandhaltungsmodelle - Eine Übersicht. II ⋮ A condition based maintenance model for a two-unit series system
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