On Optimal Multiple Stopping of Markov Sequences

DOI10.1137/S0040585X9797691XzbMath0971.60046OpenAlexW2085637713MaRDI QIDQ4954362

M. L. Nikolaev

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x9797691x

zbMATH Keywords

optimal stoppingMarkov sequencemutiple stopping rule

Mathematics Subject Classification ID

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

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