Optimal selection of stochastic intervals under a sum constraint

DOI10.2307/1427427MaRDI QIDQ4726037zbMATH OpenOpenAlexFDO

Authors E. G. jun. Coffman, L. Flatto, Richard Weber

Publication date 1987

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427427

zbMATH Keywords

rule of threshold typeselection processstorage problems

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Inventory, storage, reservoirs (90B05)

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• Markov decision problems where means bound variances
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• A note on the selection of random variables under a sum constraint
• Smallest-fit selection of random sizes under a sum constraint: weak convergence and moment comparisons
• Sequential selection of random vectors under a sum constraint
• Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards
• Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays
• A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length
• On-line selection of an acceptable pair
• Largest-first sequential selection with a sum constraint
• Improved randomized results for the interval selection problem

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