Optimal Sequential Procedures when More Than one Stop is Required

DOI10.1214/AOMS/1177698595zbMATH Open0189.18301OpenAlexW2086541121MaRDI QIDQ5583529FDOQ5583529

Authors: G. W. Haggstrom 

Publication date: 1967

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

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

zbMATH Keywords

statistics

Cited In (24)

• OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
• Average number of candidates surveyed by the headhunter in the recruitment
• Some time-invariant stopping rule problems
• Record processes and optimal selection problems with multiple choice
• A bilevel programming approach to double optimal stopping
• Optimal multiple stopping problems under \(g\)-expectation
• Double optimal stopping times and dynamic pricing problem: description of the mathematical model
• A unified approach for solving sequential selection problems
• Generalized sequential procedures
• Dual pricing of multi-exercise options under volume constraints
• Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes
• Optimal multiple stopping problems for discrete time multiparameter stochastic processes
• On a class of best-choice problems
• A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
• Continuity Properties of Optimal Multiple Stopping Value
• An optimal double stopping rule for a buying-selling problem
• Approximations and bounds for a generalized optimal stopping problem
• Optimal stopping problem with a vector-valued reward function
• On multiple stopping bales
• On approximative solutions of multistopping problems
• Double optimal stopping of a risk process
• The monotone condition for optimal multiple stopping problems
• The problem of optimal stopping in a partially observable Markov chain
• Test for optimality of an extended sequential procedure

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