Add to ORKGWe analyze the optimal policy for the sequential selection of an alternating subsequence from a sequence of n independent observations from a continuous distribution F, and we prove a central limit theorem for the number of selections made by that policy. The proof exploits the backward recursion of dynamic programming and assembles a detailed understanding of the associated value functions and selection rules
In this dissertation, we study several Markovian problems of optimal sequential decisions by focusin...
The online increasing subsequence problem is a stochastic optimisation task with the objective to ma...
This article presents new results on the problem of selecting (online) a monotone subsequence of max...
We analyze the optimal policy for the sequential selection of an alternating subsequence from a sequ...
Consider a sequence of n independent random variables with a common continuous distribution F, and c...
We consider sequential selection of an alternating subsequence from a sequence of independent, ident...
Given a sequence of independent random variables with a common continuous distribution, we consider ...
In the stochastic sequential optimisation problems it is of interest to study features of strategies...
This article provides a refinement of the main results for the monotone subsequence selection proble...
AbstractThis article presents new results on the problem of selecting (online) a monotone subsequenc...
We find a two term asymptotic expansion for the optimal expected value of a sequentially selected mo...
PhD ThesesThis thesis deals with several closely related, but subtly di erent problems in the area ...
www.elsevier.com/locate/spa Optimal online selection of a monotone subsequence: a central limit theo...
In this dissertation, we study several Markovian problems of optimal sequential decisions by focusin...
We prove a central limit theorem for a class of additive processes that arise naturally in the theor...
In this dissertation, we study several Markovian problems of optimal sequential decisions by focusin...
The online increasing subsequence problem is a stochastic optimisation task with the objective to ma...
This article presents new results on the problem of selecting (online) a monotone subsequence of max...
We analyze the optimal policy for the sequential selection of an alternating subsequence from a sequ...
Consider a sequence of n independent random variables with a common continuous distribution F, and c...
We consider sequential selection of an alternating subsequence from a sequence of independent, ident...
Given a sequence of independent random variables with a common continuous distribution, we consider ...
In the stochastic sequential optimisation problems it is of interest to study features of strategies...
This article provides a refinement of the main results for the monotone subsequence selection proble...
AbstractThis article presents new results on the problem of selecting (online) a monotone subsequenc...
We find a two term asymptotic expansion for the optimal expected value of a sequentially selected mo...
PhD ThesesThis thesis deals with several closely related, but subtly di erent problems in the area ...
www.elsevier.com/locate/spa Optimal online selection of a monotone subsequence: a central limit theo...
In this dissertation, we study several Markovian problems of optimal sequential decisions by focusin...
We prove a central limit theorem for a class of additive processes that arise naturally in the theor...
In this dissertation, we study several Markovian problems of optimal sequential decisions by focusin...
The online increasing subsequence problem is a stochastic optimisation task with the objective to ma...
This article presents new results on the problem of selecting (online) a monotone subsequence of max...