Optimal multiple stopping problems for discrete time multiparameter stochastic processes

DOI10.1080/09720502.2003.10700345zbMath1054.60049OpenAlexW1983005230MaRDI QIDQ4465499

Teruo Tanaka

Publication date: 9 June 2004

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2003.10700345

zbMATH Keywords

optimal stopping problemtacticmulti-parameter stochastic processdouble stopping

Mathematics Subject Classification ID

Random fields (60G60) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Optimal stopping and supermartingales over partially ordered sets
• On Multiple Choice Secretary Problems
• On Optimal Multiple Stopping of Markov Sequences
• Optimal Sequential Procedures when More Than one Stop is Required

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