Optimal Sequential Procedures when More Than one Stop is Required

DOI10.1214/aoms/1177698595zbMath0189.18301MaRDI QIDQ5583529

G. W. Haggstrom

Publication date: 1967

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698595

zbMATH Keywords

statistics

Related Items

Some time-invariant stopping rule problems, Optimal multiple stopping problems for discrete time multiparameter stochastic processes, The monotone condition for optimal multiple stopping problems, OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS, Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes, On approximative solutions of multistopping problems, The problem of optimal stopping in a partially observable Markov chain, On a class of best-choice problems, Generalized sequential procedures, Test for optimality of an extended sequential procedure, Double optimal stopping times and dynamic pricing problem: description of the mathematical model, Double optimal stopping of a risk process, Continuity Properties of Optimal Multiple Stopping Value, Record processes and optimal selection problems with multiple choice, On multiple stopping bales, Approximations and bounds for a generalized optimal stopping problem