Suppose X1, X2, . . . are i.i.d. nonnegative random variables with finite expectation, and for each k, Xk is observed at the k-th arrival time Sk of a Poisson process with unit rate which is independent of the sequence {Xk}. For t > 0, comparisons are made between the expected maximum M(t) := E[maxk≥1 Xk I(Sk ≤ t)] and the optimal stopping value V (t) := supτ∈T E[Xτ I(Sτ ≤ t)], where T is the s...