English
Related papers

Related papers: Prophet Secretary for Combinatorial Auctions and M…

200 papers

We solve the secretary problem in the case that the ranked items arrive in a statistically biased order rather than in uniformly random order. The bias is given by the left-to-right-minimum exponentially tilted distribution with parameter…

Probability · Mathematics 2023-07-18 Ross G. Pinsky

Contention resolution schemes have proven to be a useful and unifying abstraction for a variety of constrained optimization problems, in both offline and online arrival models. Much of prior work restricts attention to product distributions…

Data Structures and Algorithms · Computer Science 2020-04-30 Shaddin Dughmi

We explore a prophet inequality problem, where the values of a sequence of items are drawn i.i.d. from some distribution, and an online decision maker must select one item irrevocably. We establish that $\mathrm{CR}_{\ell}$ the worst-case…

Data Structures and Algorithms · Computer Science 2025-01-13 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…

Data Structures and Algorithms · Computer Science 2020-10-20 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

In this paper, we investigate two variants of the secretary problem. In these variants, we are presented with a sequence of numbers $X_i$ that come from distributions $\mathcal{D}_i$, and that arrive in either random or adversarial order.…

Data Structures and Algorithms · Computer Science 2022-08-22 Pranav Nuti , Jan Vondrák

In this work we initiate the study of buy-and-sell prophet inequalities. We start by considering what is arguably the most fundamental setting. In this setting the online algorithm observes a sequence of prices one after the other. At each…

Data Structures and Algorithms · Computer Science 2023-05-26 José Correa , Andrés Cristi , Paul Dütting , Mohammad Hajiaghayi , Jan Olkowski , Kevin Schewior

Prophet inequalities are a central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given distribution. Upon observing each value, the gambler either…

Data Structures and Algorithms · Computer Science 2025-06-23 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

In a classical online decision problem, a decision-maker who is trying to maximize her value inspects a sequence of arriving items to learn their values (drawn from known distributions), and decides when to stop the process by taking the…

Data Structures and Algorithms · Computer Science 2020-05-26 Nicole Immorlica , Sahil Singla , Bo Waggoner

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

In modern sample-driven Prophet Inequality, an adversary chooses a sequence of $n$ items with values $v_1, v_2, \ldots, v_n$ to be presented to a decision maker (DM). The process follows in two phases. In the first phase (sampling phase),…

Optimization and Control · Mathematics 2022-09-30 Krishnendu Chatterjee , Mona Mohammadi , Raimundo Saona

We consider prophet inequalities in a setting where agents correspond to both elements in a matroid and vertices in a graph. A set of agents is feasible if they form both an independent set in the matroid and an independent set in the…

Data Structures and Algorithms · Computer Science 2019-07-17 Jackie Baek , Will Ma

We introduce a model of competing agents in a prophet setting, where rewards arrive online, and decisions are made immediately and irrevocably. The rewards are unknown from the outset, but they are drawn from a known probability…

Computer Science and Game Theory · Computer Science 2021-07-02 Tomer Ezra , Michal Feldman , Ron Kupfer

Prophet inequality concerns a basic optimal stopping problem and states that simple threshold stopping policies -- i.e., accepting the first reward larger than a certain threshold -- can achieve tight $\frac{1}{2}$-approximation to the…

Computer Science and Game Theory · Computer Science 2024-10-31 Wei Tang , Haifeng Xu , Ruimin Zhang , Derek Zhu

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…

Computer Science and Game Theory · Computer Science 2026-02-20 Johannes Brüstle , Ilan Reuven Cohen , Stefano Leonardi

We consider prophet inequalities subject to feasibility constraints that are the intersection of $q$ matroids. The best-known algorithms achieve a $\Theta(q)$-approximation, even when restricted to instances that are the intersection of $q$…

Computer Science and Game Theory · Computer Science 2022-09-14 Raghuvansh R. Saxena , Santhoshini Velusamy , S. Matthew Weinberg

Suppose that $n$ items arrive online in random order and the goal is to select $k$ of them such that the expected sum of the selected items is maximized. The decision for any item is irrevocable and must be made on arrival without knowing…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Leon Ladewig

In the matroid secretary problem, the elements of a matroid $\mathcal{M}$ arrive in random order. Once we observe an item we need to irrevocably decide whether or not to accept it. The set of selected elements should form an independent set…

Data Structures and Algorithms · Computer Science 2020-01-06 Mohammad Shadravan

Candidates arrive sequentially for an interview process which results in them being ranked relative to their predecessors. Based on the ranks available at each time, one must develop a decision mechanism that selects or dismisses the…

Data Structures and Algorithms · Computer Science 2024-05-08 George V. Moustakides , Xujun Liu , Olgica Milenkovic

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…

Data Structures and Algorithms · Computer Science 2025-09-08 Andreas Abels , Elias Pitschmann , Daniel Schmand

In classical secretary problems, a sequence of $n$ elements arrive in a uniformly random order, and we want to choose a single item, or a set of size $K$. The random order model allows us to escape from the strong lower bounds for the…

Data Structures and Algorithms · Computer Science 2019-12-02 Domagoj Bradac , Anupam Gupta , Sahil Singla , Goran Zuzic