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Cowan and Zabczyk (1978) introduced a continuous-time generalisation of the secretary problem, where offers arrive at epochs of a homogeneous Poisson process. We expand their work to encompass the last-success problem under the…

Probability · Mathematics 2024-09-19 Zakaria Derbazi

We prove that for every proper minor-closed class $M$ of matroids representable over a prime field, there exists a constant-competitive matroid secretary algorithm for the matroids in $M$. This result relies on the extremely powerful…

Combinatorics · Mathematics 2019-10-03 Tony Huynh , Peter Nelson

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

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

The Matroid Secretary Conjecture is a notorious open problem in online optimization. It claims the existence of an $O(1)$-competitive algorithm for the Matroid Secretary Problem (MSP). Here, the elements of a weighted matroid appear…

Data Structures and Algorithms · Computer Science 2023-05-10 Richard Santiago , Ivan Sergeev , Rico Zenklusen

In online combinatorial allocation, agents arrive sequentially and items are allocated in an online manner. The algorithm designer only knows the distribution of each agent's valuation, while the actual realization of the valuation is…

Data Structures and Algorithms · Computer Science 2025-10-14 Enze Sun , Zhihao Gavin Tang , Yifan Wang

Sponsored search auctions are commonly modeled as an assignment of a fixed set of slots (positions) to a set of advertisers, with welfare maximization being reducible to a standard matching problem. Motivated by modern ad formats, we study…

Computer Science and Game Theory · Computer Science 2026-05-13 Eleni Batziou , Georgios Birmpas , Georgios Chionas , Piotr Krysta

We study the i.i.d. $k$-selection prophet inequality problem, where a decision-maker sequentially observes $n$ independent nonnegative rewards and may accept at most $k$ of them without knowledge of future realizations. The objective is to…

Optimization and Control · Mathematics 2026-02-24 Jieming Kong , Karthyek Murthy

We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to…

Performance · Computer Science 2025-02-23 Jonatha Anselmi , Bruno Gaujal , Tommaso Nesti

Consider a university assigning students to courses and dorms. While many mechanisms are available, they each have their own drawbacks. Running serial dictatorship once for all goods is highly unfair, but running serial dictatorship…

Theoretical Economics · Economics 2026-03-19 Eric Gao

We consider the secretary problem through the lens of learning-augmented algorithms. As it is known that the best possible expected competitive ratio is $1/e$ in the classic setting without predictions, a natural goal is to design…

Data Structures and Algorithms · Computer Science 2024-11-05 Davin Choo , Chun Kai Ling

We introduce a variant of the classic prophet inequality, called \emph{residual prophet inequality} (RPI). In the RPI problem, we consider a finite sequence of $n$ nonnegative independent random values with known distributions, and a known…

Data Structures and Algorithms · Computer Science 2025-07-24 Jose Correa , Sebastian Perez-Salazar , Dana Pizarro , Bruno Ziliotto

We study the two-agent single-item bilateral trade. Ideally, the trade should happen whenever the buyer's value for the item exceeds the seller's cost. However, the classical result of Myerson and Satterthwaite showed that no mechanism can…

Computer Science and Game Theory · Computer Science 2022-05-03 Yumou Fei

The method of alternating projections involves projecting an element of a Hilbert space cyclically onto a collection of closed subspaces. It is known that the resulting sequence always converges in norm and that one can obtain estimates for…

Numerical Analysis · Mathematics 2019-02-14 Oscar Darwin , Aashraya Jha , Souktik Roy , David Seifert , Rhys Steele , Liam Stigant

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 the classical secretary problem, one attempts to find the maximum of an unknown and unlearnable distribution through sequential search. In many real-world searches, however, distributions are not entirely unknown and can be learned…

Computer Science and Game Theory · Computer Science 2017-08-30 Daniel G. Goldstein , R. Preston McAfee , Siddharth Suri , James R. Wright

The apportionment problem constitutes a fundamental problem in democratic societies: How to distribute a fixed number of seats among a set of states in proportion to the states' populations? This--seemingly simple--task has led to a rich…

Computer Science and Game Theory · Computer Science 2024-11-01 Javier Cembrano , José Correa , Ulrike Schmidt-Kraepelin , Alexandros Tsigonias-Dimitriadis , Victor Verdugo

In the single stock trading prophet problem formulated by Correa et al.\ (2023), an online algorithm observes a sequence of prices of a stock. At each step, the algorithm can either buy the stock by paying the current price if it doesn't…

Data Structures and Algorithms · Computer Science 2025-04-21 Surbhi Rajput , Ashish Chiplunkar , Rohit Vaish

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

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg
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