7 citations · 7 across the 2 of their papers we have counts for
4 papers
Sequential Selection of a Monotone Subsequence from a Random Permutation
Peichao Peng, J. Michael Steele
We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length n. A striking feature of…
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…
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…