@article{eprints1432, title = {Interval bounds for the optimal burn-in times for concave or convex reward functions}, publisher = {Applied Probability Trust}, journal = {Journal of applied probability }, pages = {1--23}, author = {Rachele Foschi}, abstract = {An interesting problem in reliability is to determine the optimal burn-in time. In a previous work, the authors studied the solution of such a problem under a particular cost structure. It has been shown there that a key role in the problem is played by a function \${$\backslash$}rho\$, representing the reward coming from the use of a component in the field. A relevant case in this investigation is the one when \${$\backslash$}rho\$ is linear. In this paper, we explore further the linear case and use its solutions as a benchmark for determining the locally optimal times when the function \${$\backslash$}rho\$ is not linear or under a different cost structure. }, keywords = {Burn-in; Bathtub shape; Multiple change points distributions; Reward functions.}, url = {http://eprints.imtlucca.it/1432/} }