# On approximative solutions of multistopping problems

```@article{Faller2011OnAS,
title={On approximative solutions of multistopping problems},
author={Andreas Faller and Ludger Ruschendorf},
journal={Annals of Applied Probability},
year={2011},
volume={21},
pages={1965-1993}
}```
• Published 1 October 2011
• Mathematics
• Annals of Applied Probability
In this paper, we consider multistopping problems for finite discrete time sequences \$X_1,...,X_n\$. \$m\$-stops are allowed and the aim is to maximize the expected value of the best of these \$m\$ stops. The random variables are neither assumed to be independent not to be identically distributed. The basic assumption is convergence of a related imbedded point process to a continuous time Poisson process in the plane, which serves as a limiting model for the stopping problem. The optimal \$m…
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