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A note on monotonicity in optimal multiple stopping problems

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  • Preater, J.

Abstract

We consider a version of the optimal choice problem, in which two on-line selections must be made from a finite, possibly multivariate, i.i.d. sequence. We show that monotonicity properties associated with the single selection case may not apply.

Suggested Citation

  • Preater, J., 1993. "A note on monotonicity in optimal multiple stopping problems," Statistics & Probability Letters, Elsevier, vol. 16(5), pages 407-410, April.
    • Handle: RePEc:eee:stapro:v:16:y:1993:i:5:p:407-410
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    Cited by:

    1. Sofronov, Georgy, 2013. "An optimal sequential procedure for a multiple selling problem with independent observations," European Journal of Operational Research, Elsevier, vol. 225(2), pages 332-336.

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