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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 study a "pen testing" problem, in which we are given $n$ pens with unknown amounts of ink $X_1, X_2, \ldots, X_n$, and we want to choose a pen with the maximum amount of remaining ink in it. The challenge is that we cannot access each…

Data Structures and Algorithms · Computer Science 2022-11-23 Mingda Qiao , Gregory Valiant

We devise a general graph-theoretic framework for studying prophet inequalities. In this framework, an agent traverses a directed acyclic graph from a starting node $s$ to a target node $t$. Each edge has a value that is sampled from a…

Computer Science and Game Theory · Computer Science 2024-06-21 Andrés Cristi , Sigal Oren

The study of the prophet inequality problem in the limited information regime was initiated by Azar et al. [SODA'14] in the pursuit of prior-independent posted-price mechanisms. As they show, $O(1)$-competitive policies are achievable using…

Computer Science and Game Theory · Computer Science 2021-11-24 Constantine Caramanis , Matthew Faw , Orestis Papadigenopoulos , Emmanouil Pountourakis

Consider the problem: we are given $n$ boxes, labeled $\{1,2,\ldots, n\}$ by an adversary, each containing a single number chosen from an unknown distribution; these $n$ distributions are not necessarily identical. We are also given an…

Data Structures and Algorithms · Computer Science 2024-05-13 Mohammad Taghi Hajiaghayi , Dariusz R. Kowalski , Piotr Krysta , Jan Olkowski

The game of best choice, also known as the secretary problem, is a model for sequential decision making with many variations in the literature. Notably, the classical setup assumes that the sequence of candidate rankings is uniformly…

Combinatorics · Mathematics 2019-03-13 Madeline Crews , Brant Jones , Kaitlyn Myers , Laura Taalman , Michael Urbanski , Breeann Wilson

We introduce a new decomposition technique for random variables that maps a generic instance of the prophet inequalities problem to a new instance where all but a constant number of variables have a tractable structure that we refer to as…

Data Structures and Algorithms · Computer Science 2020-11-10 Allen Liu , Renato Paes Leme , Martin Pal , Jon Schneider , Balasubramanian Sivan

We study secretary problems in settings with multiple agents. In the standard secretary problem, a sequence of arbitrary awards arrive online, in a random order, and a single decision maker makes an immediate and irrevocable decision…

Computer Science and Game Theory · Computer Science 2020-07-15 Tomer Ezra , Michal Feldman , Ron Kupfer

We study online secretary problems with returns in combinatorial packing domains with $n$ candidates that arrive sequentially over time in random order. The goal is to accept a feasible packing of candidates of maximum total value. In the…

Data Structures and Algorithms · Computer Science 2020-02-06 Martin Hoefer , Lisa Wilhelmi

We study a twist on the classic secretary problem, which we term the secretary ranking problem: elements from an ordered set arrive in random order and instead of picking the maximum element, the algorithm is asked to assign a rank, or…

Data Structures and Algorithms · Computer Science 2018-11-16 Sepehr Assadi , Eric Balkanski , Renato Paes Leme

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

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

We study threshold testing, an elementary probing model with the goal to choose a large value out of $n$ i.i.d. random variables. An algorithm can test each variable $X_i$ once for some threshold $t_i$, and the test returns binary feedback…

Data Structures and Algorithms · Computer Science 2024-06-13 Martin Hoefer , Kevin Schewior

The secretary problem became one of the most prominent online selection problems due to its numerous applications in online mechanism design. The task is to select a maximum weight subset of elements subject to given constraints, where…

Data Structures and Algorithms · Computer Science 2017-04-11 Moran Feldman , Ola Svensson , Rico Zenklusen

This paper studies an online trading variant of the classical secretary problem, called secretary problem variant trading (SPVT), from the perspective of an intermediary who facilitates trade between a seller and $n$ buyers (collectively…

Optimization and Control · Mathematics 2026-04-20 Xujin Chen , Xiaodong Hu , Changjun Wang , Yuchun Xiong , Qingjie Ye

We initiate the study of the prophet inequality problem through the resource augmentation framework in scenarios when the values of the rewards are correlated. Our goal is to determine the number of additional rewards an online algorithm…

Machine Learning · Computer Science 2024-09-12 Tomer Ezra , Tamar Garbuz

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

There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

We study the success probability for a variant of the secretary problem, with noisy observations and multiple offline selection. Our formulation emulates, and is motivated by, problems involving noisy selection arising in the disciplines of…

Optimization and Control · Mathematics 2021-06-11 Robert Chin , Jonathan E. Rowe , Iman Shames , Chris Manzie , Dragan Nešić

This paper studies Makespan Minimization in the secretary model. Formally, jobs, specified by their processing times, are presented in a uniformly random order. An online algorithm has to assign each job permanently and irrevocably to one…

Data Structures and Algorithms · Computer Science 2021-10-28 Susanne Albers , Maximilian Janke
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