A general replacement model

DOI10.1007/BF01421549zbMath0719.90034OpenAlexW2042577125MaRDI QIDQ5752276

Uwe Jensen

Publication date: 1990

Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 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 stoppingreplacementpartial informationsemi-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)

Related Items (2)

Asymptotic normality of discounted random series with applications in reliability and queueing ⋮ A generalized age and block replacement of a system subject to shocks

Cites Work

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• Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
• Optimal replacement under a general failure model
• A counting process approach to replacement models
• Optimal replacement under a minimal repair strategy—a general failure model

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