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Let the cumulative damage process be \\(S_ n=\\xi_ 1+...+\\xi_ n\\), the tolerance level a fixed constant \\(\\beta >0\\), \\({\\mathcal F}_ n\\) the \\(\\sigma\\)-field generated by \\(\\xi_ 1,...,\\xi_ n\\), and let \\({\\mathcal F}_ 0\\) be the trivial \\(\\sigma\\)-field. Also denote by \\({\\mathcal I}\\) the class of all stopping times \\(\\tau\\) with respect to (\\({\\mathcal F}_ n)_{n\\geq 0}\\) such that \\(P(\\tau <\\infty)=1\\), and for some \\(\\epsilon\\) in [0,1) set \\({\\mathcal I}_{\\epsilon}=\\{\\tau \\in {\\mathcal I}|\\) \\(P(S_{\\tau}>\\beta)\\leq \\epsilon \\}\\). Then the aim is to find a stopping time in \\({\\mathcal I}_{\\epsilon}\\) which maximizes \\(E[S_{\\tau}| S_{\\tau}\\leq \\beta]\\). When F is continuous and \\(F(\\beta)>0\\), it is shown that for \\(\\epsilon\\in (1-F(\\beta),1)\\) a stopping time \\(\\sigma =\\inf \\{n\\geq 1| S_ n\\geq s_{\\epsilon}\\}\\) is optimal, where \\(s_{\\epsilon}\\in (0,\\beta)\\) is a solution to the equation  \\[  1-F(\\beta)+\\int^{s}_{0}(1-F(\\beta -t))dU(t)=\\epsilon,  \\]  letting U be the renewal measure associated to F. For other \\(\\epsilon\\in [0,1)\\), trivial optimal stopping is given. To solve this optimal stopping problem the author in general deals with the problem of the maximization of \\(E[f(S_{\\tau})I_{(S_{\\tau}\\leq \\beta)}+\\alpha I_{(S_{\\tau}>\\beta)}]\\) in \\({\\mathcal I}\\), where f is a concave, non- decreasing, non-negative function on [0,\\(\\beta\\) ] and \\(\\alpha\\) is a constant satisfying \\(\\alpha <f(\\beta)\\). This problem is reduced to the theory of the monotone case of \\textit{Y. S. Chow, H. Robbins} and \\textit{D. Siegmund} [``Great expectations: The theory of optimal stopping'' (1971; Zbl 0233.60044)], and is solved. By similar discussions the author also treats another problem: minimize \\(E[g(| S_{\\tau}-\\beta |)]\\) in \\({\\mathcal I}\\) where g is a convex function from \\([0,\\infty)\\) to \\([0,\\infty)\\) such that \\(g(0)=0\\) and \\(g(S_ n)\\) is integrable for all \\(n\\geq 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