# 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} }

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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