Optimal stopping in a cumulative damage model |
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Authors: | W Stadje |
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Affiliation: | (1) Fachbereich Mathematik/Informatik, Universität Osnabrück, Albrechtstrasse 28, W-4500 Osnabrück, Federal Republic of Germany |
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Abstract: | Summary We consider the problem of optimal stopping in a cumulative damage model in which a prescribed level may be surpassed only with small probability, but should be approached as precise as possible. Questions of this kind occur, e.g., in the determination of tolerance levels of medical treatments and in coping with metal fatigue. A control limit policy is proved to be optimal. |
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Keywords: | Reliability cumulative damage tolerance level |
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