Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential nal sis' was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by...