Related papers: Prophet Inequalities with Limited Information
Traditionally, recommender systems operate by returning a user a set of items, ranked in order of estimated relevance to that user. In recent years, methods relying on stochastic ordering have been developed to create "fairer" rankings that…
In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…
In this thesis, we answer several questions about the behaviour of prover-verifier interactions under parallel repetition when quantum information is allowed, and the verifier acts independently in them. We first consider the case in which…
We initiate the study of incentive-compatible forecasting competitions in which multiple forecasters make predictions about one or more events and compete for a single prize. We have two objectives: (1) to incentivize forecasters to report…
Given a sequence of random variables ${\bf X}=X_1,X_2,\ldots$ suppose the aim is to maximize one's return by picking a `favorable' $X_i$. Obviously, the expected payoff crucially depends on the information at hand. An optimally informed…
We consider prophet inequalities for XOS and MPH-$k$ combinatorial auctions and give a simplified proof for the existence of static and anonymous item prices which recover the state-of-the-art competitive ratios. Our proofs make use of a…
We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…
In a game of persuasion with evidence, a sender has private information. By presenting evidence on the information, the sender wishes to persuade a receiver to take a single action (e.g., hire a job candidate, or convict a defendant). The…
We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…
This paper considers two investors who perform mean-variance portfolio selection with asymmetric information: one knows the true stock dynamics, while the other has to infer the true dynamics from observed stock evolution. Their portfolio…
The prophet and secretary problems demonstrate online scenarios involving the optimal stopping theory. In a typical prophet or secretary problem, selection decisions are assumed to be immediate and irrevocable. However, many online settings…
Wagering mechanisms are one-shot betting mechanisms that elicit agents' predictions of an event. For deterministic wagering mechanisms, an existing impossibility result has shown incompatibility of some desirable theoretical properties. In…
We study the online fair division problem, where indivisible goods arrive sequentially and must be allocated immediately and irrevocably. Prior work establishes strong impossibility results for approximating classic notions such as…
We study the problem of fairly allocating a set of $m$ goods among $n$ agents in the asymptotic setting, where each item's value for each agent is drawn from an underlying joint distribution. Prior works have shown that if this distribution…
Betting games provide a natural setting to capture how information yields strategic advantage. The Kelly criterion for betting, long a cornerstone of portfolio theory and information theory, admits an interpretation in the limit of…
We consider Bayesian online selection problem of a matching in bipartite graphs, i.e., online weighted matching problem with edge arrivals where online algorithm knows distributions of weights, that corresponds to the intersection of two…
We consider network games where a large number of agents interact according to a network sampled from a random network model, represented by a graphon. By exploiting previous results on convergence of such large network games to graphon…
The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…
Prophet inequalities are a useful tool for designing online allocation procedures and comparing their performance to the optimal offline allocation. In the basic setting of $k$-unit prophet inequalities, the well-known procedure of Alaei…
We consider an optimal stopping problem with n correlated offers where the goal is to design a (randomized) stopping strategy that maximizes the expected value of the offer in the sequence at which we stop. Instead of assuming to know the…