Approximative Optimal Multistopping Times Of Discrete Time Stochastic Processes

This paper tries to solve the multistopping problem for a sequence of finite dis-crete time stochastic process whose related imbeded process converges to a continuous Poisson point process. One or more stopping times are allowed to maximize the expect-ed value of the best of these stops. In particular we get the optimal stopping curves by solving a differential equations of first order and then construct the approximative solutions of the discrete time stopping problem. As particular cases we give some dis-cussions of the approximative optimal stopping problem with linear, power and moving average transformation of i.i.d sequences...