CMS (2007) 4:89–111
DOI 10.1007/s10287-006-0029-5
ORIGINAL PAPER
Optimal stopping problems by two or more decision
makers: a survey
Fouad Ben Abdelaziz · Saoussen Krichen
Published online: 16 November 2006
© Springer-Verlag 2006
Abstract A review of the optimal stopping problem with more than a single
decision maker (DM) is presented in this paper. We classify the existing litera-
ture according to the arrival of the offers, the utility of the DMs, the length of
the sequence of offers, the nature of the game and the number of offers to be
selected. We enumerate various definitions for this problem and describe some
dynamic approaches.
Keywords Dynamic programming · Game theory · Group decisions · Optimal
stopping
1 Introduction
The optimal stopping problem (OSP) is a dynamic optimization problem incre-
asingly studied in the literature. It models various practical applications as
the problem of purchasing assets in stock exchanges, the interview of a known
number of people for a job and the selection of projects. The basic OSP involves
a decision maker (DM) who observes a stream of n offers sequentially, one by
Fouad Ben Abdelaziz is on leave from the Institut Superieur de Gestion, University of Tunis,
Tunisia e-mail: foued.benabdelaz@isg.rnu.tn.
F. Ben Abdelaziz (B )
College of Business Administration University of Dubai, PO. Box 14143 Dubai, UAE
e-mail: fabdelaziz@ud.ac.ae
S. Krichen
LARODEC Laboratory, Institut Supérieur de Gestion, University of Tunis, 41 Rue de la
Liberté, Le Bardo 2000, Tunisia
e-mail: saoussen.krichen@isg.rnu.tn