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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 16, 1985 - Issue 3
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Original Articles

On multiple stopping bales

Pages 401-418 | Received 01 Aug 1983, Published online: 27 Jun 2007

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Read on this site (12)

Anna Krasnosielska-Kobos. (2015) Multiple-stopping problems with random horizon. Optimization 64:7, pages 1625-1645.
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Teruo Tanaka. (2014) Discrete Time Optimal Stopping Problems with Fractional Rewards. Journal of Information and Optimization Sciences 35:3, pages 291-306.
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Cloud Makasu. (2013) Pareto Optimality in a Bicriterion Optimal Stopping Problem. Sequential Analysis 32:4, pages 498-501.
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Teruo Tanaka. (2010) Continuity Properties of Optimal Multiple Stopping Value. Stochastic Analysis and Applications 28:4, pages 602-622.
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Teruo Tanaka. (2008) Record processes and optimal selection problems with multiple choice. Journal of Information and Optimization Sciences 29:5, pages 859-879.
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Anna Karpowicz & Krzysztof Szajowski. (2007) Double optimal stopping of a risk process. Stochastics 79:1-2, pages 155-167.
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Teruo Tanaka. (2005) Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes. Journal of Information and Optimization Sciences 26:2, pages 279-289.
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Teruo Tanaka. (2005) Baxter-Chacon topology and optimality for multivariate multiple stopping problems. Journal of Statistics and Management Systems 8:2, pages 209-224.
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Holger Kösters. (2004) A note on multiple stopping rules. Optimization 53:1, pages 69-75.
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Teruo Tanaka. (2004) The accessibility and multiple filtration structure for discrete time multiparameter optimal multiple stopping problems. Journal of Statistics and Management Systems 7:2, pages 221-235.
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Teruo Tanaka. (2003) Optimal multiple stopping problems for discrete time multiparameter stochastic processes. Journal of Interdisciplinary Mathematics 6:3, pages 265-277.
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Teruo Tanaka. (2003) The monotone condition for optimal multiple stopping problems. Journal of Interdisciplinary Mathematics 6:2, pages 189-201.
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Articles from other publishers (22)

Yael Deutsch & Israel David. (2021) Promoting assets selling through advertisement channels. Applied Mathematics and Computation 395, pages 125836.
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Yael Deutsch & Israel David. (2020) Benchmark policies for utility-carrying queues with impatience. Queueing Systems 95:1-2, pages 97-120.
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Georgy Sofronov. (2020) An Optimal Decision Rule for a Multiple Selling Problem with a Variable Rate of Offers. Mathematics 8:5, pages 690.
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Georgy Yu. Sofronov. (2018) An Optimal Double Stopping Rule for a Buying-Selling Problem. Methodology and Computing in Applied Probability 22:1, pages 1-12.
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Georgy Yu. Sofronov. (2016) A multiple optimal stopping rule for a buying–selling problem with a deterministic trend. Statistical Papers 57:4, pages 1107-1119.
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Anna Krasnosielska-Kobos. (2015) Construction of Nash equilibrium based on multiple stopping problem in multi-person game. Mathematical Methods of Operations Research 83:1, pages 53-70.
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Georgy Sofronov. (2013) An optimal sequential procedure for a multiple selling problem with independent observations. European Journal of Operational Research 225:2, pages 332-336.
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A. Faller & L. Rüschendorf. (2013) Optimal Multiple Stopping with Sum-Payoff. Theory of Probability & Its Applications 57:2, pages 325-336.
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Mitsushi Tamaki, Krzysztof Szajowski & Charles Pearce. (2012) Duration problem with multiple exchanges. Numerical Algebra, Control and Optimization 2:2, pages 333-355.
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A Faller, A Faller, Ludger Ruschendorf & Ludger Ruschendorf. (2012) Optimal multiple stopping with sum-payoffOptimal multiple stopping with sum-payoff. Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 57:2, pages 384-395.
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Anna Karpowicz & Krzysztof Szajowski. (2008) A doubly optimal stopping of a risk process (Poster Presentation). PAMM 7:1, pages 2080021-2080022.
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Anna Karpowicz & Krzysztof Szajowski. (2007) Double optimal stopping times and dynamic pricing problem: description of the mathematical model. Mathematical Methods of Operations Research 66:2, pages 235-253.
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Fouad Ben Abdelaziz & Saoussen Krichen. (2006) Optimal stopping problems by two or more decision makers: a survey. Computational Management Science 4:2, pages 89-111.
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Pieter Allaart & Michael Monticino. (2016) Optimal stopping rules for directionally reinforced processes. Advances in Applied Probability 33:2, pages 483-504.
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F. Thomas Bruss & Davy Paindaveine. (2016) Selecting a sequence of last successes in independent trials. Journal of Applied Probability 37:2, pages 389-399.
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F. Thomas Bruss & Davy Paindaveine. (2016) Selecting a sequence of last successes in independent trials. Journal of Applied Probability 37:02, pages 389-399.
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F. Thomas Bruss & Thomas S. Ferguson. (2016) Multiple buying or selling with vector offers. Journal of Applied Probability 34:4, pages 959-973.
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J. Preater. (2009) A Multiple Stopping Problem. Probability in the Engineering and Informational Sciences 8:2, pages 169-177.
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J. Preater. (1993) The senior and junior secretaries problem. Operations Research Letters 14:4, pages 231-235.
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K. Szajowski. (2016) Double stopping by two decision-makers. Advances in Applied Probability 25:2, pages 438-452.
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J. Preater. (1993) A note on monotonicity in optimal multiple stopping problems. Statistics & Probability Letters 16:5, pages 407-410.
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Wolfgang Stadje. 1987. Mathematical Statistics and Probability Theory. Mathematical Statistics and Probability Theory 231 244 .

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