Optimal multiple stopping problems for discrete time multiparameter stochastic processes

DOI10.1080/09720502.2003.10700345MaRDI QIDQ4465499zbMATH OpenOpenAlexFDO

Authors 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

double stoppingmulti-parameter stochastic processoptimal stopping problemtactic

Mathematics Subject Classification ID

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

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Cites work

• A note on monotonicity in optimal multiple stopping problems
• Discrete multiarmed bandits and multiparameter processes
• scientific article; zbMATH DE number 862533 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Markov strategies for optimal control problems indexed by a partially ordered set
• On Multiple Choice Secretary Problems
• On multiple stopping bales
• On Optimal Multiple Stopping of Markov Sequences
• Optimal Sequential Procedures when More Than one Stop is Required
• Optimal stopping and supermartingales over partially ordered sets
• Stopping rules and tactics for processes indexed by a directed set
• Two parameter optimal stopping and bi-Markov processes

Cited in

(6)

• On undiscounted non-linear optimal multiple stopping
• Optimal stopping for a particular family of stopping points in the plane
• Discrete time multi-parameter optimal stopping problems with multiple plays and switching costs
• scientific article; zbMATH DE number 1522473 (Why is no real title available?)
• A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
• Value operators of optimal stopping problems for discrete time multiparameter Markov processes

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