“…For this purpose, a point (x, m) = (x 1 , x 2 , …, x k , m) is considered. If c is the sampling cost of an observation, B(x, m) the risk of making an additional observation at a cost c (expected risk), and D(x, m) is the minimum risk or ideal risk, then the dynamic programming equations providing the partition for the stop and continuation points are (Jones, 1976;Jones and Madhi, 1988):…”