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In learning-augmented online algorithms, predictions are usually valued for what they say: a value estimate, a solution, or an algorithmic recommendation. This paper shows that predictions can also be valuable solely due to their arrival…

Data Structures and Algorithms · Computer Science 2026-05-22 Franziska Eberle , Alexander Lindermayr

In the classical secretary problem, $n$ ranked items arrive one by one, and each item's rank relative to its predecessors is noted. The observer must select or reject each item as it arrives, with the object of selecting the item of highest…

Probability · Mathematics 2023-07-21 Ross G. Pinsky , Tomer Zilca

The well-known secretary problem in sequential analysis and optimal stopping theory asks one to maximize the probability of finding the optimal candidate in a sequentially examined list under the constraint that accept/reject decisions are…

Combinatorics · Mathematics 2021-07-13 Xujun Liu , Olgica Milenkovic

In the secretary problem we are faced with an online sequence of elements with values. Upon seeing an element we have to make an irrevocable take-it-or-leave-it decision. The goal is to maximize the probability of picking the element of…

Computer Science and Game Theory · Computer Science 2020-11-17 José Correa , Andrés Cristi , Laurent Feuilloley , Tim Oosterwijk , Alexandros Tsigonias-Dimitriadis

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…

Data Structures and Algorithms · Computer Science 2023-08-21 Kaito Fujii , Yuichi Yoshida

To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and…

Trading and Market Microstructure · Quantitative Finance 2014-11-25 Rama Cont , Arseniy Kukanov

Given an undirected graph representing similarities between a set of items and an additive measure evaluating the items, we treat the position of a special subset of items in an ordinal ranking through a collection of combinatorial…

Data Structures and Algorithms · Computer Science 2026-05-05 Samuel Boardman

In the marriage problem, a variant of the bi-parted matching problem, each member has a `wish-list' expressing his/her preference for all possible partners; this list consists of random, positive real numbers drawn from a certain…

Disordered Systems and Neural Networks · Physics 2015-06-25 Th. M. Nieuwenhuizen

In this paper we consider the Stochastic Matching problem, which is motivated by applications in kidney exchange and online dating. We are given an undirected graph in which every edge is assigned a probability of existence and a positive…

Data Structures and Algorithms · Computer Science 2015-05-07 Marek Adamczyk , Fabrizio Grandoni , Joydeep Mukherjee

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

The Stable Roommates problem involves matching a set of agents into pairs based on the agents' strict ordinal preference lists. The matching must be stable, meaning that no two agents strictly prefer each other to their assigned partners. A…

Computer Science and Game Theory · Computer Science 2021-07-12 Michael McKay , David Manlove

We formalize the problem of selecting the optimal set of options for planning as that of computing the smallest set of options so that planning converges in less than a given maximum of value-iteration passes. We first show that the problem…

Artificial Intelligence · Computer Science 2019-03-19 Yuu Jinnai , David Abel , D Ellis Hershkowitz , Michael Littman , George Konidaris

In 2019, Anderson et al. proposed the concept of rankability, which refers to a dataset's inherent ability to be meaningfully ranked. In this article, we give an expository review of the linear ordering problem (LOP) and then use it to…

Optimization and Control · Mathematics 2021-04-14 Thomas R. Cameron , Sebastian Charmot , Jonad Pulaj

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

We consider the Stochastic Matching problem, which is motivated by applications in kidney exchange and online dating. In this problem, we are given an undirected graph. Each edge is assigned a known, independent probability of existence and…

Data Structures and Algorithms · Computer Science 2020-10-19 Marek Adamczyk , Brian Brubach , Fabrizio Grandoni , Karthik A. Sankararaman , Aravind Srinivasan , Pan Xu

We extend the standard online worst-case model to accommodate past experience which is available to the online player in many practical scenarios. We do this by revealing a random sample of the adversarial input to the online player ahead…

Data Structures and Algorithms · Computer Science 2019-07-12 Haim Kaplan , David Naori , Danny Raz

We study the space requirements of a sorting algorithm where only items that at the end will be adjacent are kept together. This is equivalent to the following combinatorial problem: Consider a string of fixed length n that starts as a…

Probability · Mathematics 2007-05-23 Svante Janson

There are many applications in which it is desirable to order rather than classify instances. Here we consider the problem of learning how to order instances given feedback in the form of preference judgments, i.e., statements to the effect…

Machine Learning · Computer Science 2011-05-30 W. W. Cohen , R. E. Schapire , Y. Singer

We consider the problem of choosing the best of $n$ samples, out of a large random pool, when the sampling of each member is associated with a certain cost. The quality (worth) of the best sample clearly increases with $n$, but so do the…

Statistics Theory · Mathematics 2015-06-16 Joseph D. Skufca , Daniel ben-Avraham

We consider a fundamental dynamic allocation problem motivated by the problem of $\textit{securities lending}$ in financial markets, the mechanism underlying the short selling of stocks. A lender would like to distribute a finite number of…

Computer Science and Game Theory · Computer Science 2019-12-16 Emily Diana , Michael Kearns , Seth Neel , Aaron Roth