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Related papers: A more general Pandora's rule?

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The Pandora's box problem (Weitzman 1979) is a core model in economic theory that captures an agent's (Pandora's) search for the best alternative (box). We study an important generalization of the problem where the agent can either fully…

Computational Engineering, Finance, and Science · Computer Science 2026-04-03 Ali Aouad , Jingwei Ji , Yaron Shaposhnik

We consider online variations of the Pandora's box problem (Weitzman. 1979), a standard model for understanding issues related to the cost of acquiring information for decision-making. Our problem generalizes both the classic Pandora's box…

Data Structures and Algorithms · Computer Science 2019-01-31 Hossein Esfandiari , MohammadTaghi Hajiaghayi , Brendan Lucier , Michael Mitzenmacher

Pandora's Box is a central problem in decision making under uncertainty that can model various real life scenarios. In this problem we are given $n$ boxes, each with a fixed opening cost, and an unknown value drawn from a known…

Data Structures and Algorithms · Computer Science 2023-02-01 Evangelia Gergatsouli , Christos Tzamos

The Pandora's Box Problem, originally formalized by Weitzman in 1979, models selection from set of random, alternative options, when evaluation is costly. This includes, for example, the problem of hiring a skilled worker, where only one…

Computer Science and Game Theory · Computer Science 2024-02-20 Shant Boodaghians , Federico Fusco , Philip Lazos , Stefano Leonardi

The Pandora's Box problem models the search for the best alternative when evaluation is costly. In the simplest variant, a decision maker is presented with $n$ boxes, each associated with a cost of inspection and a hidden random reward. The…

Computer Science and Game Theory · Computer Science 2025-11-18 Georgios Amanatidis , Ben Berger , Tomer Ezra , Michal Feldman , Federico Fusco , Rebecca Reiffenhäuser , Artem Tsikiridis

Weitzman introduced Pandora's box problem as a mathematical model of sequential search with inspection costs, in which a searcher is allowed to select a prize from one of $n$ alternatives. Several decades later, Doval introduced a close…

Data Structures and Algorithms · Computer Science 2022-12-06 Hedyeh Beyhaghi , Linda Cai

Martin Weitzman's "Pandora's problem" furnishes the mathematical basis for optimal search theory in economics. Nearly 40 years later, Laura Doval introduced a version of the problem in which the searcher is not obligated to pay the cost of…

Computer Science and Game Theory · Computer Science 2019-05-07 Hedyeh Beyhaghi , Robert Kleinberg

The Gittins index is a tool that optimally solves a variety of decision-making problems involving uncertainty, including multi-armed bandit problems, minimizing mean latency in queues, and search problems like the Pandora's box model.…

Optimization and Control · Mathematics 2025-08-05 Ziv Scully , Alexander Terenin

Pandora's Box is a fundamental stochastic optimization problem, where the decision-maker must find a good alternative while minimizing the search cost of exploring the value of each alternative. In the original formulation, it is assumed…

Pandora's problem is a fundamental model in economics that studies optimal search strategies under costly inspection. In this paper we initiate the study of Pandora's problem with combinatorial costs, capturing many real-life scenarios…

Data Structures and Algorithms · Computer Science 2024-02-20 Ben Berger , Tomer Ezra , Michal Feldman , Federico Fusco

Two central problems in Stochastic Optimization are Min Sum Set Cover and Pandora's Box. In Pandora's Box, we are presented with $n$ boxes, each containing an unknown value and the goal is to open the boxes in some order to minimize the sum…

Machine Learning · Computer Science 2022-06-02 Evangelia Gergatsouli , Christos Tzamos

Weitzman (1979) introduced the Pandora Box problem as a model for sequential search with inspection costs, and gave an elegant index-based policy that attains provably optimal expected payoff. In various scenarios, the searching agent may…

Data Structures and Algorithms · Computer Science 2022-12-06 Hu Fu , Jiawei Li , Daogao Liu

We study a natural application of contract design in the context of sequential exploration problems. In our principal-agent setting, a search task is delegated to an agent. The agent performs a sequential exploration of $n$ boxes, suffers…

Computer Science and Game Theory · Computer Science 2025-01-27 Martin Hoefer , Conrad Schecker , Kevin Schewior

We study a natural competitive-information-design strategic variant for the celebrated Pandora's Box problem (Weitzman, 1979), where each box is associated with a strategic information sender who can design what information about the box's…

Computer Science and Game Theory · Computer Science 2025-02-25 Bolin Ding , Yiding Feng , Chien-Ju Ho , Wei Tang , Haifeng Xu

This paper explores a theory of generalization for learning problems on product distributions, complementing the existing learning theories in the sense that it does not rely on any complexity measures of the hypothesis classes. The main…

Computer Science and Game Theory · Computer Science 2020-07-28 Chenghao Guo , Zhiyi Huang , Zhihao Gavin Tang , Xinzhi Zhang

In 1979, Weitzman introduced Pandora's box problem as a framework for sequential search with costly inspections. Recently, there has been a surge of interest in Pandora's box problem, particularly among researchers working at the…

Computer Science and Game Theory · Computer Science 2023-08-24 Hedyeh Beyhaghi , Linda Cai

Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite resources, it is desirable to explicitly incorporate function…

Machine Learning · Computer Science 2025-01-17 Qian Xie , Raul Astudillo , Peter I. Frazier , Ziv Scully , Alexander Terenin

We study the Pandora's Box problem in an online learning setting with semi-bandit feedback. In each round, the learner sequentially pays to open up to $n$ boxes with unknown reward distributions, observes rewards upon opening, and decides…

Machine Learning · Computer Science 2025-10-27 Junyan Liu , Ziyun Chen , Kun Wang , Haipeng Luo , Lillian J. Ratliff

In delegation problems, a principal does not have the resources necessary to complete a particular task, so they delegate the task to an untrusted agent whose interests may differ from their own. Given any family of such problems and space…

Computer Science and Game Theory · Computer Science 2022-02-22 Curtis Bechtel , Shaddin Dughmi , Neel Patel

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin
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