relation: http://eprints.imtlucca.it/1432/
title: Interval bounds for the optimal burn-in times for concave or convex reward functions
creator: Foschi, Rachele
subject: QA Mathematics
description: 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 $\rho$, representing the reward coming from the use of a component in the field. A relevant case in this investigation is the one when $\rho$ 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 $\rho$ is not linear or  under a different cost structure.  
publisher: Applied Probability Trust
type: Article
type: PeerReviewed
format: application/pdf
language: en
identifier: http://eprints.imtlucca.it/1432/1/Foschi_JAP.pdf
identifier:   Foschi, Rachele  Interval bounds for the optimal burn-in times for concave or convex reward functions.  Journal of applied probability .  pp. 1-23.  ISSN 0021-9002    (Submitted)