Related papers: Optimal Single-Choice Prophet Inequalities from Sa…
In this work, we study the single-choice prophet inequality problem, where a gambler faces a sequence of~$n$ online i.i.d. random variables drawn from an unknown distribution. When a variable reveals its value, the gambler needs to decide…
We study a variant of the single-choice prophet inequality problem where the decision-maker does not know the underlying distribution and has only access to a set of samples from the distributions. Rubinstein et al. [2020] showed that the…
In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent value as reward. We evaluate a stopping rule by the…
The setting of the classic prophet inequality is as follows: a gambler is shown the probability distributions of $n$ independent, non-negative random variables with finite expectations. In their indexed order, a value is drawn from each…
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards $V_1,...,V_n$ and must decide, for each reward $V_i$, whether to keep it and stop the game or to forfeit the reward forever and reveal the next value…
The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…
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),…
A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables $X_1,\dots,X_n$ drawn independently from a distribution $F$,…
We study the prophet inequality when the gambler has an access only to a single sample from each distribution. Rubinstein, Wang and Weinberg showed that an optimal guarantee of 1/2 can be achieved when the underlying matroid has rank 1,…
Prophet inequalities compare online stopping strategies against an omniscient "prophet" using distributional knowledge. In this work, we augment this model with a conservative prediction of the maximum realized value. We quantify the…
Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…
In the Prophet Secretary problem, samples from a known set of probability distributions arrive one by one in a uniformly random order, and an algorithm must irrevocably pick one of the samples as soon as it arrives. The goal is to maximize…
We explore a prophet inequality problem, where the values of a sequence of items are drawn i.i.d. from some distribution, and an online decision maker must select one item irrevocably. We establish that $\mathrm{CR}_{\ell}$ the worst-case…
The prophet inequalities problem has received significant study over the past decades and has several applications such as to online auctions. In this paper, we study two variants of the i.i.d. prophet inequalities problem, namely the…
We consider the prophet inequality problem for (not necessarily bipartite) matching problems with independent edge values, under both edge arrivals and vertex arrivals. We show constant-factor prophet inequalities for the case where the…
Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions, in an adversarial, random or selected order, depending on…
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 classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop and pick the current sample or to continue and lose that…
In the prophet inequality problem, a gambler faces a sequence of items arriving online with values drawn independently from known distributions. On seeing an item, the gambler must choose whether to accept its value as her reward and quit…
We study matroid prophet inequalities when distributions are unknown and accessible only through samples. While single-sample prophet inequalities for special matroids are known, no constant-factor competitive algorithm with even a…