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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