Geodesic
On one minimax problem on the class of distribution functions increasing hazard rate
Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 3 (2005), pp. 53-57

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Policy of preventive replacement of functioning system’s elements at random moments is considered. It is assumed that distribution function of system’s failures is unknown. However, it belongs to the certain class of functions first moments of which are known. The problem is reduced to the game with moments’ constraints. As a result, the optimal policy of preventive replacements is found. 
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E. A. Danielyan; V. K. Saghatelyan. On one minimax problem on the class of distribution functions increasing hazard rate. Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 3 (2005), pp. 53-57. http://geodesic.mathdoc.fr/item/UZERU_2005_3_a3/