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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 4, Pages 623–638
(Mi tvp1445)
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This article is cited in 5 scientific papers (total in 5 papers)
On some probabilistic problems of reliability theory with constraint
G. D. Kartashov Moscow
Abstract:
Let $F(x)$ and $G(x)$ be given distribution functions, and $\varphi(y)$ be a known Borel function satisfying (1). The problem under consideration is to minimize the functional
$$
\int\,d\pi(x)\int\varphi(y)\,dQ(y\mid x)
$$
in
$$
Q(y\mid x)\in\mathfrak M(F,G)\cap\mathfrak L(F,G),
$$
$\pi(x)$ being a given distribution function with the set of increase points imbedded into that of $F(x)$. Here $\mathfrak M(F,G)$ is the family of conditional distributions $Q(y\mid x)$ satisfying (2) and $\mathfrak L(F,G)$ consists of all $Q(y\mid x)$ with $\int\varphi(y)\,dQ(y\mid x)$ non-decreasing in $x$.
Received: 29.09.1967
Citation:
G. D. Kartashov, “On some probabilistic problems of reliability theory with constraint”, Teor. Veroyatnost. i Primenen., 14:4 (1969), 623–638; Theory Probab. Appl., 14:4 (1969), 595–611
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