Optimal multiple stopping with sum-payoff

DOI10.1137/S0040585X97986011MaRDI QIDQ2845217zbMATH OpenFDO

Authors Andreas Faller, Ludger Rüschendorf

Publication date 22 August 2013

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97986011

zbMATH Keywords

best choice problemextreme valuesimbedded Poisson processoptimal multiple stopping

Mathematics Subject Classification ID

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

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