Related papers: Prophet Secretary: Surpassing the $1-1/e$ Barrier
Optimal stopping theory is a powerful tool for analyzing scenarios such as online auctions in which we generally require optimizing an objective function over the space of stopping rules for an allocation process under uncertainty. Perhaps…
The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…
In this work, we study the single-choice prophet inequality problem, where a gambler faces a sequence of~$n$ online i.i.d. random variables drawn from an unknown distribution. When a variable reveals its value, the gambler needs to decide…
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop and pick the current sample or to continue and lose that…
Suppose a customer is faced with a sequence of fluctuating prices, such as for airfare or a product sold by a large online retailer. Given distributional information about what price they might face each day, how should they choose when to…
We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…
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.…
Many online problems are studied in stochastic settings for which inputs are samples from a known distribution, given in advance, or from an unknown distribution. Such distributions model both beyond-worst-case inputs and, when given,…
The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…
In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent value as reward. We evaluate a stopping rule by the…
The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…
Hill and Kertz studied the prophet inequality on iid distributions [The Annals of Probability 1982]. They proved a theoretical bound of $1-\frac{1}{e}$ on the approximation factor of their algorithm. They conjectured that the best…
We study a variant of the single-choice prophet inequality problem where the decision-maker does not know the underlying distribution and has only access to a set of samples from the distributions. Rubinstein et al. [2020] showed that the…
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),…
In the prophet secretary problem, $n$ values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most $k$…
We consider prophet inequalities under downward-closed constraints. In this problem, a decision-maker makes immediate and irrevocable choices on arriving elements, subject to constraints. Traditionally, performance is compared to the…
We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of $N$ items…
We study a continuous and infinite time horizon counterpart to the classic prophet inequality, which we term the stationary prophet inequality problem. Here, copies of a good arrive and perish according to Poisson point processes. Buyers…
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…
We revisit three fundamental problems in algorithms under uncertainty: the Secretary Problem, Prophet Inequality, and Stochastic Probing, each subject to general downward-closed constraints. When elements have binary values, all three…