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Optimal multiple stopping with sum-payoff

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Publication:2845217
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DOI10.1137/S0040585X97986011zbMATH Open1303.60033MaRDI QIDQ2845217

Andreas Faller, Ludger Rüschendorf

Publication date: 22 August 2013

Published in: Theory of Probability and its Applications (Search for Journal in Brave)




zbMATH Keywords

extreme valuesoptimal multiple stoppingbest choice problemimbedded Poisson process


Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)



Related Items (2)

On approximative solutions of multistopping problems ⋮ Continuity Properties of Optimal Multiple Stopping Value






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