Publications [#330139] of Alessandro Arlotto

Papers Published

1. Arlotto, A; Steele, JM, Optimal online selection of an alternating subsequence: A central limit theorem, Advances in Applied Probability, vol. 46 no. 2 (January, 2014), pp. 536-559, Cambridge University Press (CUP) [doi]
   (last updated on 2026/02/08)

   Abstract:
   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.