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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1998 Volume 43, Issue 2, Pages 374–382 (Mi tvp1474)
This article is cited in 23 papers

Short Communications

On optimal multiple stopping of Markov sequences

M. L. Nikolaevab

a Mari State University
b Mari Branch of the Moscow Open Social Academy

Abstract: A problem of an optimal stopping of a Markov sequence is considered. The existence conditions and the structure of optimal and $\varepsilon$-optimal ($\varepsilon>0$) multiple stopping rules are obtained.

Keywords: Markov sequences, optimal stopping, multiple stopping rule.

Received: 27.10.1997

DOI: 10.4213/tvp1474


 English version: Theory of Probability and its Applications, 1999, 43:2, 298–306

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