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Related papers: Prophet Secretary: Surpassing the $1-1/e$ Barrier

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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

Prophet inequalities for rewards maximization are fundamental to optimal stopping theory with extensive applications to mechanism design and online optimization. We study the \emph{cost minimization} counterpart of the classical prophet…

Computer Science and Game Theory · Computer Science 2023-02-24 Vasilis Livanos , Ruta Mehta

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

The secretary problem is one of the fundamental problems in online decision making; a tight competitive ratio for this problem of $1/\mathrm{e} \approx 0.368$ has been known since the 1960s. Much more recently, the study of algorithms with…

Data Structures and Algorithms · Computer Science 2024-10-01 Alexander Braun , Sherry Sarkar

The setting of the classic prophet inequality is as follows: a gambler is shown the probability distributions of $n$ independent, non-negative random variables with finite expectations. In their indexed order, a value is drawn from each…

Data Structures and Algorithms · Computer Science 2018-12-31 Jack Wang

Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions, in an adversarial, random or selected order, depending on…

Data Structures and Algorithms · Computer Science 2024-11-05 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

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

We study single-sample prophet inequalities (SSPIs), i.e., prophet inequalities where only a single sample from each prior distribution is available. Besides a direct, and optimal, SSPI for the basic single choice problem [Rubinstein et…

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

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

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

We study a learning-augmented variant of the secretary problem, recently introduced by Fujii and Yoshida (2023), in which the decision-maker has access to machine-learned predictions of candidate values. The central challenge is to balance…

Data Structures and Algorithms · Computer Science 2026-01-13 Helia Karisani , Mohammadreza Daneshvaramoli , Hedyeh Beyhaghi , Mohammad Hajiesmaili , Cameron Musco

We consider generalizations of the classical secretary problem, also known as the problem of optimal choice, to posets where the only information we have is the size of the poset and the number of maximal elements. We show that, given this…

Combinatorics · Mathematics 2012-06-29 Bryn Garrod , Robert Morris

In the classical prophet inequality, a gambler observes a sequence of stochastic rewards $V_1,...,V_n$ and must decide, for each reward $V_i$, whether to keep it and stop the game or to forfeit the reward forever and reveal the next value…

Data Structures and Algorithms · Computer Science 2013-07-16 Pablo D. Azar , Robert Kleinberg , S. Matthew Weinberg

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

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 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 a Mallows distribution with parameter $q\in(0,1)$, so that higher ranked…

Probability · Mathematics 2021-12-02 Ross G. Pinsky

We study generalizations of the "Prophet Inequality" and "Secretary Problem", where the algorithm is restricted to an arbitrary downward-closed set system. For {0,1}-values, we give O(log n)-competitive algorithms for both problems. This is…

Data Structures and Algorithms · Computer Science 2024-09-05 Aviad Rubinstein

The I.I.D. Prophet Inequality is a fundamental problem where, given $n$ independent random variables $X_1,\dots,X_n$ drawn from a known distribution $\mathcal{D}$, one has to decide at every step $i$ whether to stop and accept $X_i$ or…

Computer Science and Game Theory · Computer Science 2024-12-02 Vasilis Livanos , Ruta Mehta

In the online random-arrival model, an algorithm receives a sequence of n requests that arrive in a random order. The algorithm is expected to make an irrevocable decision with regard to each request based only on the observed history. We…

Data Structures and Algorithms · Computer Science 2014-07-08 Shai Vardi