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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 20, 1989 - Issue 6
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Original Articles

Monotone stopping rules forstochastic processes in a semimartingale representation with applications

U Jensen Institute for Application Mathematics and Statistics, University Stuttgart-Hohenheim, D-7000 Stuttgart, Postfach, 700562
Pages 837-852 | Received 01 Apr 1998, Published online: 27 Jun 2007

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Sören Christensen & Albrecht Irle. (2019) A general method for finding the optimal threshold in discrete time. Stochastics 91:5, pages 728-753.
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Sören Christensen*. (2017) Author’s response. Sequential Analysis 36:1, pages 33-37.
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Albrecht Irle. (2017) Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen. Sequential Analysis 36:1, pages 27-29.
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Sören Christensen. (2017) An effective method for the explicit solution of sequential problems on the real line. Sequential Analysis 36:1, pages 2-18.
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Michael Jong Kim & Viliam Makis. (2012) Optimal Control of a Partially Observable Failing System with Costly Multivariate Observations. Stochastic Models 28:4, pages 584-608.
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Michael Ludkovski & SemihO. Sezer. (2012) Finite Horizon Decision Timing with Partially Observable Poisson Processes. Stochastic Models 28:2, pages 207-247.
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Herberts Tina & Jensen Uwe. (1999) Optimal stopping in a burn-in model. Communications in Statistics. Stochastic Models 15:5, pages 931-951.
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Articles from other publishers (16)

Faizanbasha A. & U. Rizwan. (2024) Optimal age replacement time for coherent systems under Geometric Point Process. Computers & Industrial Engineering 190, pages 110047.
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Sören Christensen & Albrecht Irle. (2020) The monotone case approach for the solution of certain multidimensional optimal stopping problems. Stochastic Processes and their Applications 130:4, pages 1972-1993.
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Nelfi Gertrudis González-Alvarez. (2015) APROXIMACIÓN AL USO DE UNA REGLA DE PARADA ÓPTIMA SOBRE SISTEMAS COHERENTES. Revista de la Facultad de Ciencias 4:2, pages 103-136.
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Terje Aven & Uwe JensenTerje Aven & Uwe Jensen. 2013. Stochastic Models in Reliability. Stochastic Models in Reliability 175 243 .
Terje Aven & Uwe JensenTerje Aven & Uwe Jensen. 2013. Stochastic Models in Reliability. Stochastic Models in Reliability 57 103 .
Viliam Makis. (2008) Multivariate Bayesian Control Chart. Operations Research 56:2, pages 487-496.
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Xiaoyue Jiang, Donglei Du & Thomas G. Ray. (2007) On optimality of one‐bug‐look‐ahead policies for a software testing model. Naval Research Logistics (NRL) 54:3, pages 346-355.
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Uwe Jensen & Fabio Spizzichino. 2004. Mathematical Reliability: An Expository Perspective. Mathematical Reliability: An Expository Perspective 207 229 .
V. Makis & X. Jiang. (2003) Optimal Replacement Under Partial Observations. Mathematics of Operations Research 28:2, pages 382-394.
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Xiaoyue Jiang, Viliam Makis & Andrew K. S. Jardine. (2016) Optimal repair/replacement policy for a general repair model. Advances in Applied Probability 33:1, pages 206-222.
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V. Makis, X. Jiang & K. Cheng. (2000) Optimal Preventive Replacement Under Minimal Repair and Random Repair Cost. Mathematics of Operations Research 25:1, pages 141-156.
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V. Makis, X. Jiang, A. K. S. Jardine & K. Cheng. 2000. Maintenance, Modeling and Optimization. Maintenance, Modeling and Optimization 185 199 .
Uwe Jensen. 1996. Reliability and Maintenance of Complex Systems. Reliability and Maintenance of Complex Systems 3 36 .
W. Stadje. (1994) Maximal wearing-out of a deteriorating system: An optimal stopping approach. European Journal of Operational Research 73:3, pages 472-479.
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Gert Heinrich & Uwe Jensen. (1992) Optimal replacement rules based on different information levels. Naval Research Logistics 39:7, pages 937-955.
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U. Jensen. (1990) A general replacement model. ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research 34:6, pages 423-439.
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