%J Journal of applied probability %P 1-23 %A Rachele Foschi %X 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. %I Applied Probability Trust %T Interval bounds for the optimal burn-in times for concave or convex reward functions %L eprints1432 %K Burn-in; Bathtub shape; Multiple change points distributions; Reward functions.