منابع مشابه
Sequential Selection of a Monotone Subsequence from a Random Permutation
We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length n. A striking feature of this expansion is that it tells us that the expected value of optimal selection from a random permutation is quantifiably larger than optimal sequential selection from an independent sequence of uniformly distributed ...
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A brief proof is given for an upper bound on expected length of the optimal on-line selection of a monotone subsequence from a finite random sequence. The bound is valid for all sample sizes and it is sharp for large samples. We also provide a bound on the variance of the length of the optimal subsequence. Mathematics Subject Classification (2000): Primary 60C05, Secondary 60G42
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We study bounds on the rate of convergence to the stationary distribution in monotone separable networks which are represented in terms of stochastic recursive sequences. Monotonicity properties of this subclass of Markov chains allow us to formulate conditions in terms of marginal network characteristics. Two particular examples, generalized Jackson networks and multiserver queues, are conside...
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We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We show that a number of primaldual algorithms for monotone inclusions and also the classical ADMM numerical scheme for convex optimization problems, along wit...
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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 rejected when it is first revealed. There is a unique selection policy πn* that is optimal in the sense that it maximizes the expected value of Ln(π...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1978
ISSN: 0002-9939
DOI: 10.2307/2042828