This paper analyzes strategic transaction submission behavior in Ethereum’s EIP-1559, focusing on non-myopic users who optimize costs over finite horizons. While prior work assumes myopic users who schedule their transactions in the immediate block, we formalize the dynamic decision-making of non-myopic bidders facing stochastic base fee adjustments, variable block capacities, and transaction deferral risks. We model the evolving base fee and user interactions as a semi-Markov process (sMP) and frame the optimal bidding strategy as a finite-horizon optimal stopping problem. By establishing equivalence to a semi-Markov decision process (sMDP), we prove the existence of deterministic stationary optimal policies and characterize the value function as the minimal solution to a recursive optimality equation. A value iteration algorithm is proposed to compute \(\epsilon \) -optimal stopping policies, with explicit convergence bounds dependent on the semi-Markov kernel’s properties.