Optimal multiple stopping with sum-payoff

DOI10.1137/S0040585X97986011zbMATH Open1303.60033MaRDI QIDQ2845217FDOQ2845217

Authors: Andreas Faller, Ludger Rüschendorf 

Publication date: 22 August 2013

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

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zbMATH Keywords

extreme valuesoptimal multiple stoppingbest choice problemimbedded Poisson process

Mathematics Subject Classification ID

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

Cited In (8)

• A general framework for optimal stopping problems associated with multivariate point processes, and applications
• A multiple optimal stopping rule for sums of independent random variables
• Optimal multiple stopping with random waiting times
• Optimal stopping and cluster point processes
• Continuity Properties of Optimal Multiple Stopping Value
• Title not available (Why is that?)
• On approximative solutions of multistopping problems
• Title not available (Why is that?)

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