What name for an algorithm is more correct: Kleene's algorithm or McNaughton-Yamada algorithm?
There is no such thing as a "correct" name. There is the name that is commonly used, which might depend on the community. This is what you would use unless you want to make a point. If you think that the common name doesn't give credit to the right people, you can use a different name, though you should also mention the common name so that others know what theorem you refer to.

Mathematical theorems and concepts are often named not after the first people who proved or defined them (if you're interested, you should be able to find several lists of such theorems and concepts online). Yet once a name has stuck, it is different to change it. That is because the most important goal of a name is not to give credit but rather to give a short name for a common concept. Indeed, sometimes results are not named after anybody, even though many of them were first proved by somebody.