Related papers: Prophet Secretary
The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…
Many online problems are studied in stochastic settings for which inputs are samples from a known distribution, given in advance, or from an unknown distribution. Such distributions model both beyond-worst-case inputs and, when given,…
In the Prophet Secretary problem, samples from a known set of probability distributions arrive one by one in a uniformly random order, and an algorithm must irrevocably pick one of the samples as soon as it arrives. The goal is to maximize…
The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop and pick the current sample or to continue and lose that…
There are two major models of value uncertainty in the optimal stopping literature: the secretary model, which assumes no prior knowledge, and the prophet inequality model, which assumes full information about value distributions. In…
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…
We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of $N$ items…
Prophet inequalities for rewards maximization are fundamental to optimal stopping theory with extensive applications to mechanism design and online optimization. We study the \emph{cost minimization} counterpart of the classical prophet…
We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…
Suppose a customer is faced with a sequence of fluctuating prices, such as for airfare or a product sold by a large online retailer. Given distributional information about what price they might face each day, how should they choose when to…
We study a continuous and infinite time horizon counterpart to the classic prophet inequality, which we term the stationary prophet inequality problem. Here, copies of a good arrive and perish according to Poisson point processes. Buyers…
The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…
In this work, we study the single-choice prophet inequality problem, where a gambler faces a sequence of~$n$ online i.i.d. random variables drawn from an unknown distribution. When a variable reveals its value, the gambler needs to decide…
The secretary problem or the game of Googol are classic models for online selection problems that have received significant attention in the last five decades. We consider a variant of the problem and explore its connections to data-driven…
This paper studies an online trading variant of the classical secretary problem, called secretary problem variant trading (SPVT), from the perspective of an intermediary who facilitates trade between a seller and $n$ buyers (collectively…
Prophet inequalities compare online stopping strategies against an omniscient "prophet" using distributional knowledge. In this work, we augment this model with a conservative prediction of the maximum realized value. We quantify the…
The value maximization version of the secretary problem is the problem of hiring a candidate with the largest value from a randomly ordered sequence of candidates. In this work, we consider a setting where predictions of candidate values…
A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables $X_1,\dots,X_n$ drawn independently from a distribution $F$,…
In this paper, we introduce an over-time variant of the well-known prophet inequality with i.i.d. random variables. Instead of stopping with one realized value at some point in the process, we decide for each step how long we select the…