Geodesic
On optimal multiple stopping of Markov sequences
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 374-382 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
@article{TVP_1998_43_2_a12,
     author = {M. L. Nikolaev},
     title = {On optimal multiple stopping of {Markov} sequences},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {374--382},
     year = {1998},
     volume = {43},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a12/}
}
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UR  - http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a12/
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M. L. Nikolaev. On optimal multiple stopping of Markov sequences. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 374-382. http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a12/