  We solve the non-discounted, finite-horizon optimal stopping problem of a
Gauss-Markov bridge by using a time-space transformation approach. The
associated optimal stopping boundary is proved to be Lipschitz continuous on
any closed interval that excludes the horizon, and it is characterized by the
unique solution of an integral equation. A Picard iteration algorithm is
discussed and implemented to exemplify the numerical computation and geometry
of the optimal stopping boundary for some illustrative cases.
