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On \\(\\{\\tau=\\infty\\}\\), \\(e^{-\\beta \\tau}G(X_\\tau))=\\lim\\sup_{t\\rightarrow\\infty}e^{-\\beta t}G(X_t))\\) is adopted. The main result of the paper characterizes the solution of this optimal stopping problem for general strong Markov processes (cf. specific results by \\textit{G. Deligiannidis, H. Le} and \\textit{S. Utev} [J. Appl. Probab. 46, No. 4, 1130--1145 (2009; Zbl 1213.60082)], \\textit{A. A. Novikov} and \\textit{A. N. Shiryaev} [Theory Probab. Appl. 49, No. 2, 344--354 (2005); translation from Teor. Veroyatn. Primen. 49, No. 2, 373--382 (2004; Zbl 1092.60018)] and \\textit{B. A. Surya} [Stochastics 79, No. 3--4, 337--361 (2007; Zbl 1156.60026)]). It is shown that the optimal rule has threshold form. It has been shown that, in some problem, the optimal rule is a one-side one. 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