We consider the optimal duration problem of a burn-in experiment for n identical componenents with conditionally exponential lifetimes. The problem is formulated as an optimal stopping problem for a suitably defined Markov process. We prove that the optimal stopping problem is monotone and derive a set of equations that uniquely determine the solution
Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components / Costantini, C.; Spizzichino, Fabio. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - 34:(1997), pp. 267-282.
Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components.
SPIZZICHINO, Fabio
1997
Abstract
We consider the optimal duration problem of a burn-in experiment for n identical componenents with conditionally exponential lifetimes. The problem is formulated as an optimal stopping problem for a suitably defined Markov process. We prove that the optimal stopping problem is monotone and derive a set of equations that uniquely determine the solutionFile allegati a questo prodotto
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