Sequential selection of an increasing sequence from a multidimensional random sample.
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Publication:1578609
DOI10.1214/aoap/1019737672zbMath1163.60310OpenAlexW2055333947MaRDI QIDQ1578609
Alexander V. Gnedin, Yuliy M. Baryshnikov
Publication date: 4 September 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019737672
Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (10)
Markov Decision Problems Where Means Bound Variances ⋮ Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays ⋮ On approximative solutions of multistopping problems ⋮ Asymptotic expansions and strategies in the online increasing subsequence problem ⋮ Optimal Online Selection of an Alternating Subsequence: A Central Limit Theorem ⋮ 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 ⋮ On sequential selection and a first passage problem for the Poisson process ⋮ Optimal rules for the sequential selection of monotone subsequences of maximum expected length
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