83 citations · 145 across the 12 of their papers we have counts for
11 papers · 1 filter
Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards
Alessandro Arlotto, Xinchang Xie
We study a dynamic and stochastic knapsack problem in which a decision maker is sequentially presented with items arriving according to a Bernoulli process over discrete time p…
Uniformly bounded regret in the multi-secretary problem
Alessandro Arlotto, Itai Gurvich
In the secretary problem of Cayley (1875) and Moser (1956), non-negative, independent, random variables with common distribution are sequentially presented to a decision maker…
A central limit theorem for costs in Bulinskaya's inventory management problem when deliveries face delays
Alessandro Arlotto, J. Michael Steele
It is common in inventory theory to consider policies that minimize the expected cost of ordering and holding goods or materials. Nevertheless, the realized cost is a random variab…
An adaptive -optimal policy for the online selection of a monotone subsequence from a random sample
Alessandro Arlotto, Yehua Wei, Xinchang Xie
Given a sequence of independent random variables with common continuous distribution, we propose a simple adaptive online policy that selects a monotone increasing subsequence.…
A central limit theorem for temporally non-homogenous Markov chains with applications to dynamic programming
Alessandro Arlotto, J. Michael Steele
We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a cla…
Quickest Online Selection of an Increasing Subsequence of Specified Size
Alessandro Arlotto, Elchanan Mossel, J. Michael Steele
Given a sequence of independent random variables with a common continuous distribution, we consider the online decision problem where one seeks to minimize the expected value of th…
Optimal Online Selection of a Monotone Subsequence: a Central Limit Theorem
Alessandro Arlotto, Vinh V. Nguyen, J. Michael Steele
Consider a sequence of independent random variables with a common continuous distribution , and consider the task of choosing an increasing subsequence where the observation…
Beardwood-Halton-Hammersley Theorem for Stationary Ergodic Sequences: a Counterexample
Alessandro Arlotto, J. Michael Steele
We construct a stationary ergodic process such that each has the uniform distribution on the unit square and the length of the shortest path through…
Optimal On-Line Selection of an Alternating Subsequence: A Central Limit Theorem
Alessandro Arlotto, J. Michael Steele
We analyze the optimal policy for the sequential selection of an alternating subsequence from a sequence of independent observations from a continuous distribution , and we…
Optimal Sequential Selection of a Unimodal Subsequence of a Random Sequence
Alessandro Arlotto, J. Michael Steele
We consider the problem of selecting sequentially a unimodal subsequence from a sequence of independent identically distributed random variables, and we find that a person doing op…
On-Line Selection of Alternating Subsequences from a Random Sample
Alessandro Arlotto, Robert W. Chen, Lawrence A. Shepp +1
We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asym…