English
Related papers

Related papers: Prophets and Secretaries with Overbooking

200 papers

We study the secretary problem in which rank-ordered lists are generated by the Mallows model and the goal is to identify the highest-ranked candidate through a sequential interview process which does not allow rejected candidates to be…

Methodology · Statistics 2023-03-03 Xujun Liu , Olgica Milenkovic , George V. Moustakides

Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…

Optimization and Control · Mathematics 2024-06-25 Lin An , Andrew A. Li , Benjamin Moseley , Gabriel Visotsky

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 present a new variant of the secretary problem. Let $A$ be a totally ordered set of $n$ \emph{applicants}. Given $P\subseteq A$ and $x\in A$, let $rr(P,x)=\vert\{z\in P \mid z\leq x\}\vert\mbox{ }$ be the \emph{relative rank of} $x$…

Probability · Mathematics 2023-07-10 Josef Rukavicka

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 and secretary problems have been extensively studied in recent years due to their elegance, connections to online algorithms, stochastic optimization, and mechanism design problems in game theoretic settings. Rubinstein…

Data Structures and Algorithms · Computer Science 2021-07-09 Chandra Chekuri , Vasilis Livanos

A version of the classical secretary problem is studied, in which one is interested in selecting one of the b best out of a group of n differently ranked persons who are presented one by one in a random order. It is assumed that b is a…

Probability · Mathematics 2010-09-06 Chris Dietz , Dinard van der Laan , Ad Ridder

Assume $k$ candidates need to be selected. The candidates appear over time. Each time one appears, it must be immediately selected or rejected -- a decision that is made by a group of individuals through voting. Assume the voters use…

Computer Science and Game Theory · Computer Science 2022-05-09 Virginie Do , Matthieu Hervouin , Jérôme Lang , Piotr Skowron

Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowed to stop the sequence at any time, claiming a reward equal to the most recent observation. The famous prophet inequality of Krengel,…

Data Structures and Algorithms · Computer Science 2012-01-24 Robert Kleinberg , S. Matthew Weinberg

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…

In the classical prophet inequality settings, a gambler is given a sequence of $n$ random variables $X_1, \dots, X_n$, taken from known distributions, observes their values in this (potentially adversarial) order, and select one of them,…

Computer Science and Game Theory · Computer Science 2024-04-19 Sariel Har-Peled , Elfarouk Harb , Vasilis Livanos

The J-choice K-best secretary problem, also known as the (J,K)-secretary problem, is a generalization of the classical secretary problem. An algorithm for the (J,K)-secretary problem is allowed to make J choices and the payoff to be…

Data Structures and Algorithms · Computer Science 2013-07-03 T-H. Hubert Chan , Fei Chen

Winner-take-all competitions in forecasting and machine-learning suffer from distorted incentives. Witkowski et al. 2018 identified this problem and proposed ELF, a truthful mechanism to select a winner. We show that, from a pool of $n$…

Machine Learning · Computer Science 2021-06-14 Rafael Frongillo , Robert Gomez , Anish Thilagar , Bo Waggoner

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

This paper considers a finite horizon optimal stopping problem for a sequence of independent and identically distributed random variables, where the objective is to design stopping rules that attempt to select the random variable with the…

Probability · Mathematics 2026-05-20 Alexander Goldenshluger , Yaakov Malinovsky , Assaf Zeevi

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

We consider the classical online scheduling problem P||C_{max} in which jobs are released over list and provide a nearly optimal online algorithm. More precisely, an online algorithm whose competitive ratio is at most (1+\epsilon) times…

Data Structures and Algorithms · Computer Science 2013-02-19 Lin Chen , Deshi Ye , Guochuan Zhang

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

In the classical secretary problem, one attempts to find the maximum of an unknown and unlearnable distribution through sequential search. In many real-world searches, however, distributions are not entirely unknown and can be learned…

Computer Science and Game Theory · Computer Science 2017-08-30 Daniel G. Goldstein , R. Preston McAfee , Siddharth Suri , James R. Wright

A variant of the online knapsack problem is considered in the settings of trusted and untrusted predictions. In Unit Profit Knapsack, the items have unit profit, and it is easy to find an optimal solution offline: Pack as many of the…

Data Structures and Algorithms · Computer Science 2022-03-02 Joan Boyar , Lene M. Favrholdt , Kim S. Larsen