Optimal online selection of an alternating subsequence: A central limit theorem
Publication
, Journal Article
Arlotto, A; Steele, JM
Published in: Advances in Applied Probability
January 1, 2014
We analyze the optimal policy for the sequential selection of an alternating subsequence from a sequence of n independent observations from a continuous distribution F, and we prove a central limit theorem for the number of selections made by that policy. The proof exploits the backward recursion of dynamic programming and assembles a detailed understanding of the associated value functions and selection rules. © Applied Probability Trust 2014.
Duke Scholars
Published In
Advances in Applied Probability
DOI
ISSN
0001-8678
Publication Date
January 1, 2014
Volume
46
Issue
2
Start / End Page
536 / 559
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4901 Applied mathematics
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Arlotto, A., & Steele, J. M. (2014). Optimal online selection of an alternating subsequence: A central limit theorem. Advances in Applied Probability, 46(2), 536–559. https://doi.org/10.1239/aap/1401369706
Arlotto, A., and J. M. Steele. “Optimal online selection of an alternating subsequence: A central limit theorem.” Advances in Applied Probability 46, no. 2 (January 1, 2014): 536–59. https://doi.org/10.1239/aap/1401369706.
Arlotto A, Steele JM. Optimal online selection of an alternating subsequence: A central limit theorem. Advances in Applied Probability. 2014 Jan 1;46(2):536–59.
Arlotto, A., and J. M. Steele. “Optimal online selection of an alternating subsequence: A central limit theorem.” Advances in Applied Probability, vol. 46, no. 2, Jan. 2014, pp. 536–59. Scopus, doi:10.1239/aap/1401369706.
Arlotto A, Steele JM. Optimal online selection of an alternating subsequence: A central limit theorem. Advances in Applied Probability. 2014 Jan 1;46(2):536–559.
Published In
Advances in Applied Probability
DOI
ISSN
0001-8678
Publication Date
January 1, 2014
Volume
46
Issue
2
Start / End Page
536 / 559
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4901 Applied mathematics
- 0104 Statistics
- 0102 Applied Mathematics