@article{eprints1432,
       publisher = {Applied Probability Trust},
         journal = {Journal of applied probability },
          author = {Rachele Foschi},
           pages = {1--23},
           title = {Interval bounds for the optimal burn-in times for concave or convex reward functions},
        keywords = {Burn-in; Bathtub shape; Multiple change points distributions; Reward functions.},
             url = {http://eprints.imtlucca.it/1432/},
        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.
}
}