3 research outputs found
Quickest Online Selection of an Increasing Subsequence of Specified Size
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 subsequence of a prespecified length .
This problem is dual to some online decision problems that have been considered
earlier, and this dual problem has some notable advantages. In particular, the
recursions and equations of optimality lead with relative ease to asymptotic
formulas for mean and variance of the minimal selection time.Comment: 17 page