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Related papers: Prophet Secretary

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We study online secretary problems with returns in combinatorial packing domains with $n$ candidates that arrive sequentially over time in random order. The goal is to accept a feasible packing of candidates of maximum total value. In the…

Data Structures and Algorithms · Computer Science 2020-02-06 Martin Hoefer , Lisa Wilhelmi

Sellers in online markets face the challenge of determining the right time to sell in view of uncertain future offers. Classical stopping theory assumes that sellers have full knowledge of the value distributions, and leverage this…

Theoretical Economics · Economics 2022-06-30 Pieter Kleer , Johan van Leeuwaarden

We introduce a novel framework of Prophet Inequalities for combinatorial valuation functions. For a (non-monotone) submodular objective function over an arbitrary matroid feasibility constraint, we give an $O(1)$-competitive algorithm. For…

Data Structures and Algorithms · Computer Science 2016-11-03 Aviad Rubinstein , Sahil Singla

We devise a general graph-theoretic framework for studying prophet inequalities. In this framework, an agent traverses a directed acyclic graph from a starting node $s$ to a target node $t$. Each edge has a value that is sampled from a…

Computer Science and Game Theory · Computer Science 2024-06-21 Andrés Cristi , Sigal Oren

We consider the prophet inequality problem for (not necessarily bipartite) matching problems with independent edge values, under both edge arrivals and vertex arrivals. We show constant-factor prophet inequalities for the case where the…

Data Structures and Algorithms · Computer Science 2021-08-03 Paul Dütting , Federico Fusco , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

Numerous recent papers have studied the tension between thickening and clearing a market in (uncertain, online) long-time horizon Markovian settings. In particular, (Aouad and Sarita{\c{c}} EC'20, Collina et al. WINE'20, Kessel et al.…

Computer Science and Game Theory · Computer Science 2024-01-23 Neel Patel , David Wajc

The prophet inequality is one of the cornerstone problems in optimal stopping theory and has become a crucial tool for designing sequential algorithms in Bayesian settings. In the i.i.d. $k$-selection prophet inequality problem, we…

Computer Science and Game Theory · Computer Science 2025-04-21 Johannes Brustle , Sebastian Perez-Salazar , Victor Verdugo

We initiate the study of the prophet inequality problem through the resource augmentation framework in scenarios when the values of the rewards are correlated. Our goal is to determine the number of additional rewards an online algorithm…

Machine Learning · Computer Science 2024-09-12 Tomer Ezra , Tamar Garbuz

The secretary problem is a classic model for online decision making. Recently, combinatorial extensions such as matroid or matching secretary problems have become an important tool to study algorithmic problems in dynamic markets. Here the…

Data Structures and Algorithms · Computer Science 2017-08-28 Martin Hoefer , Bojana Kodric

We study online selection problems in both the prophet and secretary settings, when arriving agents have interdependent values. In the interdependent values model, introduced in the seminal work of Milgrom and Weber [1982], each agent has a…

Computer Science and Game Theory · Computer Science 2024-04-10 Simon Mauras , Divyarthi Mohan , Rebecca Reiffenhäuser

In the Secretary Problem, one has to hire the best among n candidates. The candidates are interviewed, one at a time, at a random order, and one has to decide on the spot, whether to hire a candidate or continue interviewing. It is well…

Data Structures and Algorithms · Computer Science 2015-07-23 Moran Feldman , Rani Izsak

The Sliding Window Secretary Problem allows a window of choices to the Classical Secretary Problem, in which there is the option to choose the previous $K$ choices immediately prior to the current choice. We consider a case of this…

Probability · Mathematics 2015-09-01 Shan-Yuan Ho , Abijith Krishnan

We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request…

Data Structures and Algorithms · Computer Science 2011-12-07 Siddharth Barman , Seeun Umboh , Shuchi Chawla , David Malec

We consider the online stochastic matching problem for bipartite graphs where edges adjacent to an online node must be probed to determine if they exist, based on known edge probabilities. Our algorithms respect commitment, in that if a…

Discrete Mathematics · Computer Science 2021-08-02 Allan Borodin , Calum MacRury , Akash Rakheja

Hill and Kertz studied the prophet inequality on iid distributions [The Annals of Probability 1982]. They proved a theoretical bound of $1-\frac{1}{e}$ on the approximation factor of their algorithm. They conjectured that the best…

Data Structures and Algorithms · Computer Science 2017-06-01 Melika Abolhasani , Soheil Ehsani , Hosein Esfandiari , MohammadTaghi Hajiaghayi , Robert Kleinberg , Brendan Lucier

The game of best choice, also known as the secretary problem, is a model for sequential decision making with many variations in the literature. Notably, the classical setup assumes that the sequence of candidate rankings is uniformly…

Combinatorics · Mathematics 2019-03-13 Madeline Crews , Brant Jones , Kaitlyn Myers , Laura Taalman , Michael Urbanski , Breeann Wilson

We consider a variant of the classical Secretary Problem. In this setting, the candidates are ranked according to some exchangeable random variable and the quest is to maximize the expected quality of the chosen aspirant. We find an upper…

Probability · Mathematics 2017-09-15 Pablo Blanc , Juan Pablo Borthagaray , Daniel Kohen , Martín Mereb

In this paper we consider the so-called Multi-returning secretary problem, a version of the Secretary problem in which each candidate has $m$ identical copies. The case $m=2$ has already been completely solved by several authors using…

Probability · Mathematics 2020-10-16 L. Bayon , P. Fortuny , J. M. Grau , A. Oller Marcen , M. M. Ruiz

The classical analysis of online algorithms, due to its worst-case nature, can be quite pessimistic when the input instance at hand is far from worst-case. Often this is not an issue with machine learning approaches, which shine in…

Data Structures and Algorithms · Computer Science 2020-10-22 Antonios Antoniadis , Themis Gouleakis , Pieter Kleer , Pavel Kolev

We study the problem of solving Packing Integer Programs (PIPs) in the online setting, where columns in $[0,1]^d$ of the constraint matrix are revealed sequentially, and the goal is to pick a subset of the columns that sum to at most $B$ in…

Data Structures and Algorithms · Computer Science 2021-12-28 C. J. Argue , Anupam Gupta , Marco Molinaro , Sahil Singla
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