Optimal multiple stopping problems for discrete time multiparameter stochastic processes

This paper is concerned with the optimal stopping problem for discrete time multiparameter stochastic processes with the index s.t H°. The definition of a multiple stopping point and a multiple tactic, and the formulation of a multiple stopping problem for multiparameter stochastic processes are provided, within which a constructive solution is given by using the Snellʹs method. Moreover the structure of optimal and e -optimal stopping points, and the sufficient condition for the optimal multiple stopping point to be finite, are given.