Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components
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Publication:4339266
DOI10.2307/3215193zbMath0874.60033OpenAlexW2325439069MaRDI QIDQ4339266
Fabio L. Spizzichino, Cristina Costantini
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
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)
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