OPTIMAL STOPPING BY MEANS OF POINT PROCESS OBSERVATIONS WITH APPLICATIONS IN RELIABILITY
文献类型：期刊论文
| 作者 | JENSEN, U; HSU, GH |
| 刊名 | MATHEMATICS OF OPERATIONS RESEARCH
 |
| 出版日期 | 1993-08-01 |
| 卷号 | 18期号:3页码:645-657 |
| ISSN号 | 0364-765X |
| 英文摘要 | A problem in reliability is considered in which only partial information is available. Some technical system is assumed to work in one of N unobservable states. The changes of the states are driven by a Markov process with known characteristics. The system fails from time to time according to a point process with a failure rate (intensity) which depends on the unobservable state. After failure a minimal repair is carried out immediately which leaves the state of the system unchanged. It is investigated under which conditions there exists an optimal time to stop operating the system with respect to some reward functional. The only available information is given by the failure point process observations. An explicit solution to this optimal stopping problem with partial information is derived. The problem is solved in the martingale framework. Results for monotone stopping problems are used and a generalization of the so-called monotone case is considered. The well-known disruption or disorder or detection problem is a special case (N = 2) and will be examined in the given context. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:A1993LT62800011 |
| 出版者 | INST OPERATIONS RESEARCH MANAGEMENT SCIENCES |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/28433]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | JENSEN, U |
| 作者单位 | CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA |
| 推荐引用方式 GB/T 7714 | JENSEN, U,HSU, GH. OPTIMAL STOPPING BY MEANS OF POINT PROCESS OBSERVATIONS WITH APPLICATIONS IN RELIABILITY[J]. MATHEMATICS OF OPERATIONS RESEARCH,1993,18(3):645-657. |
| APA | JENSEN, U,&HSU, GH.(1993).OPTIMAL STOPPING BY MEANS OF POINT PROCESS OBSERVATIONS WITH APPLICATIONS IN RELIABILITY.MATHEMATICS OF OPERATIONS RESEARCH,18(3),645-657. |
| MLA | JENSEN, U,et al."OPTIMAL STOPPING BY MEANS OF POINT PROCESS OBSERVATIONS WITH APPLICATIONS IN RELIABILITY".MATHEMATICS OF OPERATIONS RESEARCH 18.3(1993):645-657. |
入库方式： OAI收割
来源：数学与系统科学研究院
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