1. M. Kurano, M. Yasuda, and J. Nakagami. Multi-variate stopping problem with a majority rule. J. Oper. Res. Soc. Jap., 23:205–223, 1980.
2. M. Sakaguchi. Optimal stopping in sampling from a bivariate distribution. J. Oper. Res. Soc. Jap., 16(3):186–200, 1973.
3. M. Sakaguchi. A bilateral sequential game for sums of bivariate random variables. J. Oper. Res. Soc. Jap., 21(4):486–507, 1978.
4. M. Sakaguchi. When to stop: randomly appearing bivariate target values. J. Oper. Res. Soc. Jap., 21:45–58, 1978.
5. K. Szajowski and M. Yasuda. Voting procedure on stopping games of Markov chain. In Shunji Osaki, Anthony H. Christer and Lyn C. Thomas, editors, UK-Japanese Research Workshop on Stochastic Modelling in Innovative Manufecuring, July 21–22, 1995, volume 445 of Lecture Notes in Economics and Mathematical Systems, pages 68–80. Moller Centre, Churchill College, Univ. Cambridge, UK, Springer, 1996. Springer Lecture Notes in Economics and Mathematical Systems.