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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 374–382
DOI: https://doi.org/10.4213/tvp1474 (Mi tvp1474) 		 
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
Full-text PDF (458 kB) Citations (23)
DOI: https://doi.org/10.4213/tvp1474
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
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 298–306
DOI: https://doi.org/10.1137/S0040585X9797691X
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 298--306
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  • https://doi.org/10.4213/tvp1474
  • https://www.mathnet.ru/eng/tvp/v43/i2/p374
    • This publication is cited in the following 23 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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