An adaptive O(log n)-optimal policy for the online selection of a monotone subsequence from a random sample
Journal Article (Academic article)
Given a sequence of n independent random variables with common continuous distribution, we propose a simple adaptive online policy that selects a monotone increasing subsequence. We show that the expected number of monotone increasing selections made by such a policy is within O(log n) of optimal. Our construction provides a direct and natural way for proving the O(log n)-optimality gap. An earlier proof of the same result made crucial use of a key inequality of Bruss and Delbaen (2001) and of de-Poissonization.
Full Text
Duke Authors
Cited Authors
- Arlotto, A; Wei, Y; Xie, X
Published Date
- January 1, 2018
Published In
Volume / Issue
- 52 / 1
Start / End Page
- 41 - 53
Published By
International Standard Serial Number (ISSN)
- 1042-9832
Digital Object Identifier (DOI)
- 10.1002/rsa.20728