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Hybrid ·Peer-reviewed·ISSN (Online): 2169-0103·ISSN (Print): 0252-2667

WoS  JIF 2026 : 0.4 (Q4)

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Monthly Journal: Publishes theoretical and applied research on topics in information and optimization sciences.

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Open Access Research Article

Discrete-time multiparameter fractional optimal stopping problems

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pp. 1213–1221Vol. 47Issue 4April 2026DOI: 10.47974/JIOS-1327XML
Received:
08 Jun 2022
Accepted:
08 Nov 2022
Published Online:
23 Jan 2026
Article type:
Research Article
Language:
EN
Article no.:
JIOS-1327
Pages:
1213–1221

Abstract

We consider fractional, or average reward, optimal stopping problems for multiparameter discrete-time stochastic processes indexed by Nd. We generalize the theory of multiparameter discrete-time optimal stopping problems to include the fractional setting. Moreover we present the characterization of optimal value and optimal stopping point, as well as the efficiency of Denkelbach algorithm for searching an optimal stopping point. 

Keywords

Subject Classifications

60G4093E20

References

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