Sequential optimization of multiple stopping times with spatial subset selection

DOI10.1007/S11009-026-10301-XMaRDI QIDQ7320847zbMATH OpenFDO

Authors Roméo Tayewo, François Septier, Ido Nevat, Gareth W. Peters

Publication date 27 August 2026

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11009-026-10301-X

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Applications of statistics to environmental and related topics (62P12) Dynamic programming (90C39)

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• Stopping rules and tactics for processes indexed by a directed set
• The cross-entropy method for combinatorial and continuous optimization

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