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Alessandro Arlotto

Associate Professor of Business Administration
Fuqua School of Business
100 Fuqua Drive, Box 90120, Durham, NC 27708
100 Fuqua Drive, Box 90120, Durham, NC 27708

Selected Publications

Logarithmic regret in the dynamic and stochastic knapsack problem with equal rewards

Journal Article Stochastic Systems · June 1, 2020 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 n discrete time periods. Items have equal rewards and independent weights that are drawn from a ... Full text Cite

Strategic open routing in service networks

Journal Article Management Science · 2018 Link to item Cite

Uniformly bounded regret in the multi-secretary problem

Journal Article · October 20, 2017 In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent realization. The goal i ... Link to item Cite

Quickest online selection of an increasing subsequence of specified size

Journal Article Random Structures and Algorithms · September 1, 2016 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 the time that is needed to complete the selection of a monotone increasing sub ... Full text Cite

Optimal online selection of a monotone subsequence: A central limit theorem

Journal Article Stochastic Processes and their Applications · July 28, 2015 Consider a sequence of n independent random variables with a common continuous distribution F, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be accepted or rejecte ... Full text Cite

Markov decision problems where means bound variances

Journal Article Operations Research · August 2014 Full text Link to item Cite

Optimal Online Selection of an Alternating Subsequence: A Central Limit Theorem

Journal Article Advances in Applied Probability · June 2014 We analyze the optimal policy for the sequential selection of an alternating subsequence from a sequence ofnindependent observations from a continuous distributionF, and we prove a central limit ... Full text Cite

Online Selection of Alternating Subsequences from a Random Sample

Journal Article Journal of Applied Probability · December 2011 We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asymptotic behavior of an optimal sequentially selected subsequence. Mor ... Full text Cite

Optimal sequential selection of a unimodal subsequence of a random sequence

Journal Article Combinatorics, Probability and Computing · November 2011 Full text Cite

Optimal employee retention when inferring unknown learning curves

Journal Article Proceedings of the 2010 Winter Simulation Conference · 2010 This paper formulates an employer's hiring and retention decisions as an infinite-armed bandit problem and characterizes the structure of optimal hiring and retention policies. We develop approximations that allow us to explicitly calculate these policies ... Full text Link to item Cite

Hessian orders and multinormal distributions

Journal Article Journal of Multivariate Analysis · November 2009 Full text Cite