Adaptivity Gaps for Stochastic Probing with Subadditive Functions
Abstract
In this paper, we study the stochastic probing problem under a general monotone norm objective. Given a ground set , each element has an independent nonnegative random variable with known distribution. Probing an element reveals its value, and the sequence of probed elements must satisfy a prefix-closed feasibility constraint . A monotone norm determines the reward , where is the set of probed elements and is the vector with for and 0 otherwise. The goal is to design a probing strategy maximizing the expected reward . We focus on the adaptivity gap: the ratio between the expected rewards of optimal adaptive and optimal non-adaptive strategies. We resolve an open question posed in [GNS17, KMS24], showing that for general monotone norms, the adaptivity gap is . A refined analysis yields an improved bound of , where is the maximum size of a feasible probing sequence. As a by-product, we derive an asymptotically tight adaptivity gap for Bernoulli probing with binary-XOS objectives, matching the known lower bound. Additionally, we show an upper bound for Bernoulli probing with general subadditive objectives. For monotone symmetric norms, we prove the adaptivity gap is , improving the previous bound from [PRS23].
Cite
@article{arxiv.2504.15547,
title = {Adaptivity Gaps for Stochastic Probing with Subadditive Functions},
author = {Jian Li and Yinchen Liu and Yiran Zhang},
journal= {arXiv preprint arXiv:2504.15547},
year = {2025}
}
Comments
51 pages, 7 figures, To appear in FOCS 2025