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The prophet inequalities problem has received significant study over the past decades and has several applications such as to online auctions. In this paper, we study two variants of the i.i.d. prophet inequalities problem, namely the…

Data Structures and Algorithms · Computer Science 2020-12-01 William Marshall , Nolan Miranda , Albert Zuo

We study the classic single-choice prophet inequality problem through a resource augmentation lens. Our goal is to bound the $(1-\varepsilon)$-competition complexity of different types of online algorithms. This metric asks for the smallest…

Computer Science and Game Theory · Computer Science 2024-02-23 Johannes Brustle , José Correa , Paul Dütting , Tomer Ezra , Michal Feldman , Victor Verdugo

We study a variant of the secretary problem where candidates come from independent, not necessarily identical distributions known to us, and show that we can do at least as well as in the IID setting. This resolves a conjecture of…

Data Structures and Algorithms · Computer Science 2022-07-13 Pranav Nuti

We consider the online problem in which an intermediary trades identical items with a sequence of n buyers and n sellers, each of unit demand. We assume that the values of the traders are selected by an adversary and the sequence is…

Computer Science and Game Theory · Computer Science 2020-07-17 Elias Koutsoupias , Philip Lazos

The classical secretary problem investigates the question of how to hire the best secretary from $n$ candidates who come in a uniformly random order. In this work we investigate a parallel generalizations of this problem introduced by…

Data Structures and Algorithms · Computer Science 2014-09-18 Xiaoming Sun , Jia Zhang , Jialin Zhang

We consider the matroid prophet inequality problem. This problem has been extensively studied in the case of adaptive mechanisms. In particular, there is a tight $2$-competitive mechanism for all matroids. However, it is not known what…

Computer Science and Game Theory · Computer Science 2024-08-09 Kanstantsin Pashkovich , Alice Sayutina

For $2\le k\in\mathbb{N}$, consider the following adaptation of the classical secretary problem. There are $k$ items at each of $n$ linearly ordered ranks. The $kn$ items are revealed, one item at a time, in a uniformly random order, to an…

Probability · Mathematics 2022-08-24 Ross G. Pinsky

We revisit the problem of selecting an item from $n$ choices that appear before us in random sequential order so as to minimize the expected rank of the item selected. In particular, we examine the stopping rule where we reject the first…

Probability · Mathematics 2015-12-10 Béla Bajnok , Svetoslav Semov

Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…

Data Structures and Algorithms · Computer Science 2023-08-11 Vineet Goyal , Salal Humair , Orestis Papadigenopoulos , Assaf Zeevi

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

A prophet inequality states, for some $\alpha\in[0,1]$, that the expected value achievable by a gambler who sequentially observes random variables $X_1,\dots,X_n$ and selects one of them is at least an $\alpha$ fraction of the maximum value…

Data Structures and Algorithms · Computer Science 2020-11-24 José Correa , Paul Dütting , Felix Fischer , Kevin Schewior , Bruno Ziliotto

In the ordinal Matroid Secretary Problem (MSP), elements from a weighted matroid are presented in random order to an algorithm that must incrementally select a large weight independent set. However, the algorithm can only compare pairs of…

Data Structures and Algorithms · Computer Science 2018-02-07 José A. Soto , Abner Turkieltaub , Victor Verdugo

Prophet inequalities consist of many beautiful statements that establish tight performance ratios between online and offline allocation algorithms. Typically, tightness is established by constructing an algorithmic guarantee and a…

Computer Science and Game Theory · Computer Science 2025-03-14 Jiashuo Jiang , Will Ma , Jiawei Zhang

The rich literature on online Bayesian selection problems has long focused on so-called prophet inequalities, which compare the gain of an online algorithm to that of a "prophet" who knows the future. An equally-natural, though…

Data Structures and Algorithms · Computer Science 2021-08-19 Christos Papadimitriou , Tristan Pollner , Amin Saberi , David Wajc

We consider descending price auctions for selling $m$ units of a good to unit demand i.i.d. buyers where there is an exogenous bound of $k$ on the number of price levels the auction clock can take. The auctioneer's problem is to choose…

Computer Science and Game Theory · Computer Science 2022-03-04 Saeed Alaei , Ali Makhdoumi , Azarakhsh Malekian , Rad Niazadeh

Constrained submodular maximization problems have long been studied, with near-optimal results known under a variety of constraints when the submodular function is monotone. The case of non-monotone submodular maximization is less…

Data Structures and Algorithms · Computer Science 2010-10-07 Anupam Gupta , Aaron Roth , Grant Schoenebeck , Kunal Talwar

Over the past two decades, significant strides have been made in stochastic problems such as revenue-optimal auction design and prophet inequalities, traditionally modeled with $n$ independent random variables to represent the values of $n$…

Computer Science and Game Theory · Computer Science 2024-06-11 Vasilis Livanos , Kalen Patton , Sahil Singla

In the subject of optimal stopping, the classical secretary problem is concerned with optimally selecting the best of $n$ candidates when their relative ranks are observed sequentially. This problem has been extended to optimally selecting…

Probability · Mathematics 2017-12-06 Yi-Shen Lin , Shoou-Ren Hsiau , Yi-Ching Yao

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

We study a generalization of the secretary problem, where decisions do not have to be made immediately upon candidates' arrivals. After arriving, each candidate stays in the system for some (random) amount of time and then leaves, whereupon…

Computer Science and Game Theory · Computer Science 2019-09-20 Thomas Kesselheim , Alexandros Psomas , Shai Vardi