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In the online 2-bounded auction problem, we have a collection of items represented as nodes in a graph and bundles of size two represented by edges. Agents are presented sequentially, each with a random weight function over the bundles. The…

Computer Science and Game Theory · Computer Science 2024-10-17 José Soto , Victor Verdugo

In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same finite length. The goal is to pick one element from each…

Statistics Theory · Mathematics 2024-02-06 Aristomenis Tsopelakos , Olgica Milenkovic

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 the left-to-right-minimum exponentially tilted distribution with parameter…

Probability · Mathematics 2023-07-18 Ross G. Pinsky

In Bayesian online settings, every element has a value that is drawn from a known underlying distribution, which we refer to as the element's identity. The elements arrive sequentially. Upon the arrival of an element, its value is revealed,…

Computer Science and Game Theory · Computer Science 2024-02-28 Tomer Ezra , Michal Feldman , Zhihao Gavin Tang

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

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

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

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

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

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

In this paper, we study $k$-unit single sample prophet inequalities. A seller has $k$ identical, indivisible items to sell. A sequence of buyers arrive one-by-one, with each buyer's private value for the item, $X_i$, revealed to the seller…

Computer Science and Game Theory · Computer Science 2026-03-25 Pranav Nuti , Peter Westbrook

We consider prophet inequalities in a setting where agents correspond to both elements in a matroid and vertices in a graph. A set of agents is feasible if they form both an independent set in the matroid and an independent set in the…

Data Structures and Algorithms · Computer Science 2019-07-17 Jackie Baek , Will Ma

We consider two variations of the classical secretary problem. * A variation of the returning secretary problem where each interviewee may appear a second time with a fixed probability p. The decision-maker observes interviewees…

Data Structures and Algorithms · Computer Science 2026-04-13 Sarthak Agrawal , Sanjeev Saxena

We study Conditional Value-at-Risk (CVaR) variants of two canonical sequential decision problems: Pandora's box and the prophet inequality. For Pandora's box, the risk-aware problem retains an exact Weitzman-style index solution after a…

Computational Complexity · Computer Science 2026-05-20 Jingwei Ji

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

Prophet inequalities compare the expected performance of an online algorithm for a stochastic optimization problem to the expected optimal solution in hindsight. They are a major alternative to classic worst-case competitive analysis, of…

Computer Science and Game Theory · Computer Science 2020-04-22 Paul Dütting , Thomas Kesselheim , Brendan Lucier

In this paper we revisit the basic variant of the classical secretary problem. We propose a new approach in which we separate between an agent that evaluates the secretary performance and one that has to make the hiring decision. The…

Computer Science and Game Theory · Computer Science 2020-05-27 Niklas Hahn , Martin Hoefer , Rann Smorodinsky

We investigate the role of commitment in optimal stopping by studying all the variants between Prophet Inequality (PI) and Pandora's Box (PB). Both problems deal with a set of variables drawn from known distributions. In PI the gambler…

Data Structures and Algorithms · Computer Science 2025-09-30 José Correa , Evangelia Gergatsouli , Bruno Ziliotto

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 online selection problems in both the prophet and secretary settings, when arriving agents have interdependent values. In the interdependent values model, introduced in the seminal work of Milgrom and Weber [1982], each agent has a…

Computer Science and Game Theory · Computer Science 2024-04-10 Simon Mauras , Divyarthi Mohan , Rebecca Reiffenhäuser
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