Online Selection of Alternating Subsequences from a Random Sample
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Abstract: We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asymptotic behavior of an optimal sequentially selected subsequence. Moreover, we find (in a sense we make precise) that a person who is constrained to make sequential selections does only about 12% worse than a person who can make selections with full knowledge of the random sequence.
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Cites work
- A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length
- A probabilistic approach to the asymptotics of the length of the longest alternating subsequence
- A survey of alternating permutations
- scientific article; zbMATH DE number 5204618 (Why is no real title available?)
- Longest alternating subsequences of permutations
- On the limiting distribution for the length of the longest alternating sequence in a random permutation
- Optimal rules for the sequential selection of monotone subsequences of maximum expected length
- Optimal sequential selection of a monotone sequence from a random sample
- Sequential selection of an increasing subsequence from a random sample with geometrically distributed sample-size
- Sequential selection of an increasing subsequence from a sample of random size
- Stochastic optimal control. The discrete time case
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- On sequential selection and a first passage problem for the Poisson process
- On the longest \(k\)-alternating subsequence
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- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- Markov decision problems where means bound variances
- Threshold rules for online sample selection
- Optimal sequential selection of a unimodal subsequence of a random sequence
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- Optimal online selection of an alternating subsequence: a central limit theorem
- Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays
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