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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

In the classical prophet inequality, a gambler faces a sequence of items, whose values are drawn independently from known distributions. Upon the arrival of each item, its value is realized and the gambler either accepts it and the game…

Data Structures and Algorithms · Computer Science 2022-04-05 Bo Peng , Zhihao Gavin Tang

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

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…

Data Structures and Algorithms · Computer Science 2023-05-23 Archit Bubna , Ashish Chiplunkar

Prophet inequalities are a cornerstone in optimal stopping and online decision-making. Traditionally, they involve the sequential observation of $n$ non-negative independent random variables and face irrevocable accept-or-reject choices.…

Computer Science and Game Theory · Computer Science 2024-08-22 Sebastian Perez-Salazar , Victor Verdugo

Prophet inequalities are fundamental optimal stopping problems, where a decision-maker observes sequentially items with values sampled independently from known distributions, and must decide at each new observation to either stop and gain…

Data Structures and Algorithms · Computer Science 2024-11-19 Ziyad Benomar , Dorian Baudry , Vianney Perchet

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

Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…

Data Structures and Algorithms · Computer Science 2023-08-11 Vineet Goyal , Salal Humair , Orestis Papadigenopoulos , Assaf Zeevi

We study a pricing problem where a seller has $k$ identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When $k=1$, this is the so called "prophet inequality" problem…

Computer Science and Game Theory · Computer Science 2023-06-21 Shuchi Chawla , Nikhil Devanur , Thodoris Lykouris

We consider prophet inequalities for XOS and MPH-$k$ combinatorial auctions and give a simplified proof for the existence of static and anonymous item prices which recover the state-of-the-art competitive ratios. Our proofs make use of a…

Computer Science and Game Theory · Computer Science 2022-11-03 Alexander Braun , Thomas Kesselheim

The I.I.D. Prophet Inequality is a fundamental problem where, given $n$ independent random variables $X_1,\dots,X_n$ drawn from a known distribution $\mathcal{D}$, one has to decide at every step $i$ whether to stop and accept $X_i$ or…

Computer Science and Game Theory · Computer Science 2024-12-02 Vasilis Livanos , Ruta Mehta

We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…

Computer Science and Game Theory · Computer Science 2023-05-19 Paul Dütting , Evangelia Gergatsouli , Rojin Rezvan , Yifeng Teng , Alexandros Tsigonias-Dimitriadis

We study a continuous and infinite time horizon counterpart to the classic prophet inequality, which we term the stationary prophet inequality problem. Here, copies of a good arrive and perish according to Poisson point processes. Buyers…

Data Structures and Algorithms · Computer Science 2021-07-23 Kristen Kessel , Amin Saberi , Ali Shameli , David Wajc

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…

Data Structures and Algorithms · Computer Science 2013-07-16 Pablo D. Azar , Robert Kleinberg , S. Matthew Weinberg

We study the i.i.d. $k$-selection prophet inequality problem, where a decision-maker sequentially observes $n$ independent nonnegative rewards and may accept at most $k$ of them without knowledge of future realizations. The objective is to…

Optimization and Control · Mathematics 2026-02-24 Jieming Kong , Karthyek Murthy

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

We investigate non-adaptive algorithms for matroid prophet inequalities. Matroid prophet inequalities have been considered resolved since 2012 when [KW12] introduced thresholds that guarantee a tight 2-approximation to the prophet; however,…

Data Structures and Algorithms · Computer Science 2020-11-19 Shuchi Chawla , Kira Goldner , Anna R. Karlin , J. Benjamin Miller

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…

Data Structures and Algorithms · Computer Science 2023-08-23 Bo Li , Xiaowei Wu , Yutong Wu

The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…

Data Structures and Algorithms · Computer Science 2018-03-20 Soheil Ehsani , MohammadTaghi Hajiaghayi , Thomas Kesselheim , Sahil Singla

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),…

Optimization and Control · Mathematics 2022-09-30 Krishnendu Chatterjee , Mona Mohammadi , Raimundo Saona