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We propose simple randomized strategies for sequential prediction under imperfect monitoring, that is, when the forecaster does not have access to the past outcomes but rather to a feedback signal. The proposed strategies are consistent in…

Statistics Theory · Mathematics 2008-01-07 Gabor Lugosi , Shie Mannor , Gilles Stoltz

We study the problem of fairly allocating indivisible goods to agents in an online setting, where goods arrive sequentially and must be allocated irrevocably. Focusing on the popular fairness notions of envy-freeness, proportionality, and…

Computer Science and Game Theory · Computer Science 2026-05-29 Tzeh Yuan Neoh , Jannik Peters , Nicholas Teh

The \emph{Temp Secretary Problem} was recently introduced by Fiat et al. It is a generalization of the Secretary Problem, in which commitments are temporary for a fixed duration. We present a simple online algorithm with improved…

Data Structures and Algorithms · Computer Science 2016-06-23 Thomas Kesselheim , Andreas Tönnis

In the subject of optimal stopping, the classical secretary problem is concerned with optimally selecting the best of $n$ candidates when their relative ranks are observed sequentially. This problem has been extended to optimally selecting…

Probability · Mathematics 2017-12-06 Yi-Shen Lin , Shoou-Ren Hsiau , Yi-Ching Yao

We provide prophet inequality algorithms for online weighted matching in general (non-bipartite) graphs, under two well-studied arrival models, namely edge arrival and vertex arrival. The weight of each edge is drawn independently from an…

Data Structures and Algorithms · Computer Science 2020-02-27 Tomer Ezra , Michal Feldman , Nick Gravin , Zhihao Gavin Tang

This note records a common threshold/surplus decomposition for single-threshold stopping rules in the classical prophet inequality. The same decomposition is used to certify several deterministic thresholds, including the median, half-mean,…

Probability · Mathematics 2026-05-28 Jiechen Zhang

In the "secretary problem", well-known in the theory of optimal stopping, an employer is about to interview a maximum of N secretaries about which she has no prior information. Chow et al. proved that with an optimal strategy the expected…

Combinatorics · Mathematics 2007-05-23 Kimmo Eriksson , Jonas Sjostrand , Pontus Strimling

Suppose we are given integer $k \leq n$ and $n$ boxes labeled $1,\ldots, n$ by an adversary, each containing a number chosen from an unknown distribution. We have to choose an order to sequentially open these boxes, and each time we open…

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

We study the problem of computing maximin share guarantees, a recently introduced fairness notion. Given a set of $n$ agents and a set of goods, the maximin share of a single agent is the best that she can guarantee to herself, if she would…

Computer Science and Game Theory · Computer Science 2018-06-12 Georgios Amanatidis , Evangelos Markakis , Afshin Nikzad , Amin Saberi

In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold, and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order…

Probability · Mathematics 2022-05-18 L. Bayón , P. Fortuny , J. M. Grau , A. M. Oller-Marcén , M. M. Ruiz

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 consider a double secretary problem which contains $2n$ applicants of $n$ different qualities, two of each quality. As in the classical secretary problem (CSP), the applicants are interviewed sequentially in a random order by a manager…

Probability · Mathematics 2025-11-18 Shoou-Ren Hsiau , Yi-Shen Lin

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

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 introduce a new measure for the performance of online algorithms in Bayesian settings, where the input is drawn from a known prior, but the realizations are revealed one-by-one in an online fashion. Our new measure is called…

Computer Science and Game Theory · Computer Science 2022-11-07 Tomer Ezra , Michal Feldman , Nick Gravin , Zhihao Gavin Tang

Online contention resolution schemes (OCRSs) were proposed by Feldman, Svensson, and Zenklusen as a generic technique to round a fractional solution in the matroid polytope in an online fashion. It has found applications in several…

Data Structures and Algorithms · Computer Science 2018-06-26 Euiwoong Lee , Sahil Singla

In the best choice problem with random arrivals, an unknown number $n$ of rankable items arrive at times sampled from the uniform distribution. As is well known, a real-time player can ensure stopping at the overall best item with…

Probability · Mathematics 2021-03-09 Alexander Gnedin

Correa et al. [EC' 2023] introduced the following trading prophets problem. A trader observes a sequence of stochastic prices for a stock, each drawn from a known distribution, and at each time must decide whether to buy or sell.…

Data Structures and Algorithms · Computer Science 2025-10-21 Yossi Azar , Niv Buchbinder , Roie Levin , Or Vardi

We consider the online problem in which an intermediary trades identical items with a sequence of n buyers and n sellers, each of unit demand. We assume that the values of the traders are selected by an adversary and the sequence is…

Computer Science and Game Theory · Computer Science 2020-07-17 Elias Koutsoupias , Philip Lazos

The secretary problem is probably the purest model of decision making under uncertainty. In this paper we ask which advice can we give the algorithm to improve its success probability? We propose a general model that unifies a broad range…

Data Structures and Algorithms · Computer Science 2020-11-16 Paul Dütting , Silvio Lattanzi , Renato Paes Leme , Sergei Vassilvitskii