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math.PR2020
On sequential selection and a first passage problem for the Poisson process
Alexander Gnedin
This note is motivated by connections between the online and offline problems of selecting a possibly long subsequence from a Poisson-paced sequence of uniform marks under either a…
math.PR2020
Diffusion Approximations in the Online Increasing Subsequence Problem
Alexander Gnedin, Amirlan Seksenbayev
The online increasing subsequence problem is a stochastic optimisation task with the objective to maximise the expected length of subsequence chosen from a random series by means o…