# Alessandro Arlotto

- Associate Professor of Business Adminstration
- Associate Professor of Mathematics (Secondary)
- Associate Professor of Statistical Science (Secondary)

Alessandro Arlotto is an Associate Professor of Business Administration, Mathematics, and Statistical Science at Duke University. Alessandro holds a primary appointment in the Decision Sciences area of Duke University’s Fuqua School of Business and secondary appointments in the departments of Mathematics and Statistical Science. Alessandro received his Ph.D. in 2012 from the University of Pennsylvania and joined Duke University in the same year.

Alessandro’s research interests are in probability, optimization and their applications to business and economics. His research has appeared in several journals including the Annals of Applied Probability, Management Science, Mathematics of Operations Research, Operations Research, and Stochastic Processes and their Applications. Alessandro is a recipient of the Faculty Early Career Development (CAREER) award from the National Science Foundation.

At Duke, Alessandro teaches the core course Probability and Statistics in the Daytime and Executive MBA programs as well as the Quantitative Business Analysis course for the Master in Management Studies. Alessandro also teaches the graduate course Stochastic Models.

CAREER: The effects of centralized and decentralized sequential decisions on system performance awarded by National Science Foundation (Principal Investigator). 2016 to 2021

Conference on Probability Theory and Combinatorial Optimization awarded by National Science Foundation (Principal Investigator). 2015 to 2016

Arlotto, A, and Steele, JM. "A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming." *Mathematics of Operations Research* 41.4 (November 2016): 1448-1468.
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Arlotto, A, Mossel, E, and Steele, JM. "Quickest online selection of an increasing subsequence of specified size." *Random Structures & Algorithms* 49.2 (September 2016): 235-252.
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Arlotto, A, Nguyen, VV, and Steele, JM. "Optimal online selection of a monotone subsequence: a central limit theorem." *Stochastic Processes and their Applications* 125.9 (September 2015): 3596-3622.
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Arlotto, A, Gans, N, and Steele, JM. "Markov Decision Problems Where Means Bound Variances." *Operations Research* 62.4 (August 2014): 864-875.
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Arlotto, A, Chick, SE, and Gans, N. "Optimal Hiring and Retention Policies for Heterogeneous Workers Who Learn." *Management Science* 60.1 (January 2014): 110-129.
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Arlotto, A, Chen, RW, Shepp, LA, and Steele, JM. "Online selection of alternating subsequences from a random sample." *Journal of Applied Probability* 48.4 (2011): 1114-1132.
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Arlotto, A, and Steele, JM. "Optimal sequential selection of a unimodal subsequence of a random sequence." *Combinatorics Probability and Computing* 20.6 (2011): 799-814.
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Arlotto, A, Gans, N, and Chick, S. "Optimal employee retention when inferring unknown learning curves." *Proceedings - Winter Simulation Conference* (2010): 1178-1188.
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Arlotto, A, and Scarsini, M. "Hessian orders and multinormal distributions." *Journal of Multivariate Analysis* 100.10 (2009): 2324-2330.
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Arlotto, A, and Steele, JM. "Beardwood-Halton-Hammersley Theorem for Stationary Ergodic Sequences: a
Counterexample." *The Annals of Applied Probability* 26: 2141-2168.
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