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Matching problems with group-fairness constraints and diversity constraints have numerous applications such as in allocation problems, committee selection, school choice, etc. Moreover, online matching problems have lots of applications in…

Data Structures and Algorithms · Computer Science 2023-08-04 Anand Louis , Meghana Nasre , Prajakta Nimbhorkar , Govind S. Sankar

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

We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee

We introduce a variant of the classic prophet inequality, called \emph{residual prophet inequality} (RPI). In the RPI problem, we consider a finite sequence of $n$ nonnegative independent random values with known distributions, and a known…

Data Structures and Algorithms · Computer Science 2025-07-24 Jose Correa , Sebastian Perez-Salazar , Dana Pizarro , Bruno Ziliotto

An algorithm that outputs predictions about the state of the world will almost always be designed with the implicit or explicit goal of outputting accurate predictions (i.e., predictions that are likely to be true). In addition, the rise of…

Machine Learning · Computer Science 2025-07-08 David Kinney

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

Many decision processes run for a long and unknown duration: in each round new requests arrive, an irrevocable choice must be made immediately, and the system is judged by ongoing fairness requirements. Examples include food banks…

Computer Science and Game Theory · Computer Science 2026-05-26 Ido Kahana , Erel Segal-Halevi , Noam Hazon

The prophet and secretary problems demonstrate online scenarios involving the optimal stopping theory. In a typical prophet or secretary problem, selection decisions are assumed to be immediate and irrevocable. However, many online settings…

Computer Science and Game Theory · Computer Science 2019-11-07 Tomer Ezra , Michal Feldman , Ilan Nehama

Traditionally, recommender systems operate by returning a user a set of items, ranked in order of estimated relevance to that user. In recent years, methods relying on stochastic ordering have been developed to create "fairer" rankings that…

Information Retrieval · Computer Science 2022-09-13 Amanda Bower , Kristian Lum , Tomo Lazovich , Kyra Yee , Luca Belli

Learning-augmented algorithms have received significant attention in recent years, particularly in the context of online optimization. Motivated by the high computational cost of generating predictions, a growing line of work studies the…

Data Structures and Algorithms · Computer Science 2026-05-27 Yongho Shin , Phanu Vajanopath

There are two major models of value uncertainty in the optimal stopping literature: the secretary model, which assumes no prior knowledge, and the prophet inequality model, which assumes full information about value distributions. In…

Data Structures and Algorithms · Computer Science 2026-03-03 Tian Bai , Zhiyi Huang , Chui Shan Lee , Dongchen Li

In the prophet secretary problem, $n$ values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most $k$…

Computer Science and Game Theory · Computer Science 2022-06-09 Nick Arnosti , Will Ma

In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…

Data Structures and Algorithms · Computer Science 2021-12-06 Spyros Angelopoulos , Shahin Kamali , Dehou Zhang

Top-N recommendation aims to recommend each consumer a small set of N items from a large collection of items, and its accuracy is one of the most common indexes to evaluate the performance of a recommendation system. While a large number of…

Information Retrieval · Computer Science 2023-03-24 En Xu , Zhiwen Yu , Ying Zhang , Bin Guo , Lina Yao

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…

Data Structures and Algorithms · Computer Science 2024-06-19 Hu Fu , Pinyan Lu , Zhihao Gavin Tang , Hongxun Wu , Jinzhao Wu , Qianfan Zhang

As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…

Machine Learning · Computer Science 2026-01-07 Aneesh Barthakur , Luiz F. O. Chamon

We consider descending price auctions for selling $m$ units of a good to unit demand i.i.d. buyers where there is an exogenous bound of $k$ on the number of price levels the auction clock can take. The auctioneer's problem is to choose…

Computer Science and Game Theory · Computer Science 2022-03-04 Saeed Alaei , Ali Makhdoumi , Azarakhsh Malekian , Rad Niazadeh

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

We study fair allocation of indivisible goods to agents with unequal entitlements. Fair allocation has been the subject of many studies in both divisible and indivisible settings. Our emphasis is on the case where the goods are indivisible…

Computer Science and Game Theory · Computer Science 2017-04-12 Alireza Farhadi , Mohammad Ghodsi , MohammadTaghi Hajiaghayi , Sebastien Lahaie , David Pennock , Masoud Seddighin , Saeed Seddighin , Hadi Yami

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…

Data Structures and Algorithms · Computer Science 2020-12-01 William Marshall , Nolan Miranda , Albert Zuo
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