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The Pandora's Box problem models the search for the best alternative when evaluation is costly. In the simplest variant, a decision maker is presented with $n$ boxes, each associated with a cost of inspection and a hidden random reward. The…

Computer Science and Game Theory · Computer Science 2025-11-18 Georgios Amanatidis , Ben Berger , Tomer Ezra , Michal Feldman , Federico Fusco , Rebecca Reiffenhäuser , Artem Tsikiridis

Pandora's Box is a fundamental stochastic optimization problem, where the decision-maker must find a good alternative while minimizing the search cost of exploring the value of each alternative. In the original formulation, it is assumed…

The Pandora's Box Problem, originally formalized by Weitzman in 1979, models selection from set of random, alternative options, when evaluation is costly. This includes, for example, the problem of hiring a skilled worker, where only one…

Computer Science and Game Theory · Computer Science 2024-02-20 Shant Boodaghians , Federico Fusco , Philip Lazos , Stefano Leonardi

The Pandora's box problem (Weitzman 1979) is a core model in economic theory that captures an agent's (Pandora's) search for the best alternative (box). We study an important generalization of the problem where the agent can either fully…

Computational Engineering, Finance, and Science · Computer Science 2026-04-03 Ali Aouad , Jingwei Ji , Yaron Shaposhnik

In a classic model analysed by Weitzman an agent is presented with boxes containing prizes. She may open boxes in any order, discover prizes within, and optimally stop. She wishes to maximize the expected value of the greatest prize found,…

Optimization and Control · Mathematics 2015-10-01 Wojciech Olszewski , Richard Weber

Two central problems in Stochastic Optimization are Min Sum Set Cover and Pandora's Box. In Pandora's Box, we are presented with $n$ boxes, each containing an unknown value and the goal is to open the boxes in some order to minimize the sum…

Machine Learning · Computer Science 2022-06-02 Evangelia Gergatsouli , Christos Tzamos

Pandora's Box is a central problem in decision making under uncertainty that can model various real life scenarios. In this problem we are given $n$ boxes, each with a fixed opening cost, and an unknown value drawn from a known…

Data Structures and Algorithms · Computer Science 2023-02-01 Evangelia Gergatsouli , Christos Tzamos

We study a natural competitive-information-design strategic variant for the celebrated Pandora's Box problem (Weitzman, 1979), where each box is associated with a strategic information sender who can design what information about the box's…

Computer Science and Game Theory · Computer Science 2025-02-25 Bolin Ding , Yiding Feng , Chien-Ju Ho , Wei Tang , Haifeng Xu

We study the Pandora's Box problem in an online learning setting with semi-bandit feedback. In each round, the learner sequentially pays to open up to $n$ boxes with unknown reward distributions, observes rewards upon opening, and decides…

Machine Learning · Computer Science 2025-10-27 Junyan Liu , Ziyun Chen , Kun Wang , Haipeng Luo , Lillian J. Ratliff

The Prophet Inequality and Pandora's Box problems are fundamental stochastic problem with applications in Mechanism Design, Online Algorithms, Stochastic Optimization, Optimal Stopping, and Operations Research. A usual assumption in these…

Data Structures and Algorithms · Computer Science 2023-12-08 Khashayar Gatmiry , Thomas Kesselheim , Sahil Singla , Yifan Wang

We consider the problem of online allocation subject to a long-term fairness penalty. Contrary to existing works, however, we do not assume that the decision-maker observes the protected attributes -- which is often unrealistic in practice.…

Machine Learning · Computer Science 2023-12-05 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

In 1979, Weitzman introduced Pandora's box problem as a framework for sequential search with costly inspections. Recently, there has been a surge of interest in Pandora's box problem, particularly among researchers working at the…

Computer Science and Game Theory · Computer Science 2023-08-24 Hedyeh Beyhaghi , Linda Cai

This paper revisits the classic Pandora's box problem, studying a decision-maker (DM) who seeks to minimize her maximal ex-post regret. The DM decides how many options to explore and in what order, before choosing one or taking an outside…

Theoretical Economics · Economics 2025-12-25 Sarah Auster , Yeon-Koo Che

We consider a bandit problem where at any time, the decision maker can add new arms to her consideration set. A new arm is queried at a cost from an "arm-reservoir" containing finitely many "arm-types," each characterized by a distinct mean…

Machine Learning · Computer Science 2022-10-10 Anand Kalvit , Assaf Zeevi

Weitzman (1979) introduced the Pandora Box problem as a model for sequential search with inspection costs, and gave an elegant index-based policy that attains provably optimal expected payoff. In various scenarios, the searching agent may…

Data Structures and Algorithms · Computer Science 2022-12-06 Hu Fu , Jiawei Li , Daogao Liu

We investigate the role of inaccurate priors for the classical Pandora's box problem. In the classical Pandora's box problem we are given a set of boxes each with a known cost and an unknown value sampled from a known distribution. We…

Data Structures and Algorithms · Computer Science 2025-02-07 Kiarash Banihashem , Xiang Chen , MohammadTaghi Hajiaghayi , Sungchul Kim , Kanak Mahadik , Ryan Rossi , Tong Yu

The Pandora's Box problem and its extensions capture optimization problems with stochastic input where the algorithm can obtain instantiations of input random variables at some cost. To our knowledge, all previous work on this class of…

Data Structures and Algorithms · Computer Science 2020-04-17 Shuchi Chawla , Evangelia Gergatsouli , Yifeng Teng , Christos Tzamos , Ruimin Zhang

In the online general knapsack problem, an algorithm is presented with an item $x=(s,v)$ of size $s$ and value $v$ and must irrevocably choose to pack such an item into the knapsack or reject it before the next item appears. The goal is to…

Data Structures and Algorithms · Computer Science 2025-04-30 Elisabet Burjons , Matthias Gehnen

In the online simple knapsack problem items are presented in an iterative fashion and an algorithm has to decide for each item whether to reject or permanently include it into the knapsack without any knowledge about the rest of the…

Data Structures and Algorithms · Computer Science 2022-02-07 Hans-Joachim Boeckenhauer , Elisabet Burjons , Fabian Frei , Juraj Hromkovic , Henri Lotze , Peter Rossmanith

We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair
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