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This article is cited in 23 scientific papers (total 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
Citation:
M. L. Nikolaev, “On optimal multiple stopping of Markov sequences”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 374–382; Theory Probab. Appl., 43:2 (1999), 298–306
Linking options:
https://www.mathnet.ru/eng/tvp1474https://doi.org/10.4213/tvp1474 https://www.mathnet.ru/eng/tvp/v43/i2/p374
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Abstract page: | 291 | Full-text PDF : | 150 | First page: | 26 |
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