Optimal sequential selection of a monotone sequence from a random sample
From MaRDI portal
Publication:1158714
DOI10.1214/aop/1176994265zbMath0473.62073OpenAlexW2029823950WikidataQ56004220 ScholiaQ56004220MaRDI QIDQ1158714
J. Michael Steele, Stephen M. Samuels
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994265
Applications of mathematical programming (90C90) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (19)
On the maximal value of the expectation of record numbers ⋮ Markov Decision Problems Where Means Bound Variances ⋮ A unified approach for solving sequential selection problems ⋮ Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays ⋮ Logarithmic Regret in the Dynamic and Stochastic Knapsack Problem with Equal Rewards ⋮ Asymptotic expansions and strategies in the online increasing subsequence problem ⋮ Optimal online selection of a monotone subsequence: a central limit theorem ⋮ Optimal Online Selection of an Alternating Subsequence: A Central Limit Theorem ⋮ A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length ⋮ The BRS-inequality and its applications ⋮ Asymptotics and renewal approximation in the online selection of increasing subsequence ⋮ Diffusion approximations in the online increasing subsequence problem ⋮ Quickest online selection of an increasing subsequence of specified size ⋮ Sequential selection of a monotone subsequence from a random permutation ⋮ On sequential selection and a first passage problem for the Poisson process ⋮ Optimal Sequential Selection of a Unimodal Subsequence of a Random Sequence ⋮ Online Selection of Alternating Subsequences from a Random Sample ⋮ Sequential selection of an increasing sequence from a multidimensional random sample. ⋮ Optimal rules for the sequential selection of monotone subsequences of maximum expected length
This page was built for publication: Optimal sequential selection of a monotone sequence from a random sample
