A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length

DOI10.1016/J.SPA.2004.09.002MaRDI QIDQ556644zbMATH OpenOpenAlexWikidataFDO

Authors F. Thomas Bruss, Freddy Delbaen

Publication date 22 June 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2004.09.002

zbMATH Keywords

functional central limit theoremoptimal selection process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• A note on the selection of random variables under a sum constraint
• Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem
• Moderate deviations for longest increasing subsequences: The lower tail
• On the distribution of the length of the longest increasing subsequence of random permutations
• Optimal rules for the sequential selection of monotone subsequences of maximum expected length
• Optimal selection of stochastic intervals under a sum constraint
• 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
• Ulam's problem and Hammersley's process
• ‘Wald's Lemma' for sums of order statistics of i.i.d. random variables

Cited in

(14)

• Optimal sequential selection of a unimodal subsequence of a random sequence
• Markov decision problems where means bound variances
• Online Selection of Alternating Subsequences from a Random Sample
• Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays
• Optimal online selection of an alternating subsequence: a central limit theorem
• Asymptotics and renewal approximation in the online selection of increasing subsequence
• The BRS-inequality and its applications
• Diffusion approximations in the online increasing subsequence problem
• Asymptotic expansions and strategies in the online increasing subsequence problem
• 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
• Quickest online selection of an increasing subsequence of specified size
• Sequential selection of a monotone subsequence from a random permutation
• Optimal online selection of a monotone subsequence: a central limit theorem

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