REFERENCES
- Gugerli , U. S. ( 1987 ). Optimal Stopping of a Markov Chain with Vector-Valued Gain Function , in Proceedings of 4th Vilnius Conference Probability Theory Mathematical Statistics , vol. 1, Y. V. Prohorov , V. A. Statulevicius , V. V. Sazonov , B. Grigelionis , eds., pp. 523 – 528 , Utrecht , Netherlands : VNU Sci. Press .
- Hu , Y. and Øksendal , B. ( 1998 ). Optimal Time to Invest When the Price Processes are Geometric Brownian Motions , Finance and Stochastics 2 : 295 – 310 .
- Kösters , H. ( 2004 ). A Note on Multiple Stopping Rules , Optimization 53 : 69 – 75 .
- McDonald , R. and Siegel , D. ( 1986 ). The Value of Waiting to Invest , Quarterly Journal of Economics 101 : 707 – 727 .
- Nishide , K. and Rogers , L. C. G. ( 2011 ). Optimal Time to Exchange Two Baskets , Journal of Applied Probability 48 : 21 – 30 .
- Ohtsubo , Y. ( 1997 ). Multi-Objective Stopping Problem for a Monotone Case , Memoirs of the Faculty of Science, Kochi University, Series A 18 : 99 – 104 .
- Olsen , T. E. and Stensland , G. ( 1992 ). On Optimal Timing of Investment When Cost Components are Additive and Follow Geometric Diffusions , Journal of Economic Dynamics and Control 16 : 39 – 51 .
- Sawaragi , Y. , Nakayama , H. , and Tanino , T. ( 1985 ). Theory of Multiobjective Optimization , New York : Academic Press .
- Shiryaev , A. N. ( 1978 ). Optimal Stopping Rules , New York : Springer .
- Stadje , W. ( 1985 ). On Multiple Stopping Rules , Optimization 16 : 401 – 418 .
- Yu , P. L. ( 1985 ). Multiple-Criteria Decision Making , New York : Plenum .
- Recommended by Nitis Mukhopadhyay