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Related papers: An O(log log m) Prophet Inequality for Subadditive…

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We present a computationally-efficient truthful mechanism for combinatorial auctions with subadditive bidders that achieves an $O((\log\!\log{m})^3)$-approximation to the maximum welfare in expectation using $O(n)$ demand queries; here $m$…

Computer Science and Game Theory · Computer Science 2020-10-06 Sepehr Assadi , Thomas Kesselheim , Sahil Singla

The study of the prophet inequality problem in the limited information regime was initiated by Azar et al. [SODA'14] in the pursuit of prior-independent posted-price mechanisms. As they show, $O(1)$-competitive policies are achievable using…

Computer Science and Game Theory · Computer Science 2021-11-24 Constantine Caramanis , Matthew Faw , Orestis Papadigenopoulos , Emmanouil Pountourakis

We study \emph{combinatorial procurement auctions}, where a buyer with a valuation function $v$ and budget $B$ wishes to buy a set of items. Each item $i$ has a cost $c_i$ and the buyer is interested in a set $S$ that maximizes $v(S)$…

Computer Science and Game Theory · Computer Science 2015-03-19 Ashwinkumar Badanidiyuru , Shahar Dobzinski , Sigal Oren

A decisionmaker faces $n$ alternatives, each of which represents a potential reward. After investing costly resources into investigating the alternatives, the decisionmaker may select one, or more generally a feasible subset, and obtain the…

Computer Science and Game Theory · Computer Science 2026-04-02 Robin Bowers , Elias Lindgren , Bo Waggoner

We consider the problem of selling perishable items to a stream of buyers in order to maximize social welfare. A seller starts with a set of identical items, and each arriving buyer wants any one item, and has a valuation drawn i.i.d. from…

Computer Science and Game Theory · Computer Science 2020-01-23 Reza Alijani , Siddhartha Banerjee , Sreenivas Gollapudi , Kamesh Munagala , Kangning Wang

We consider the online stochastic matching problem for bipartite graphs where edges adjacent to an online node must be probed to determine if they exist, based on known edge probabilities. Our algorithms respect commitment, in that if a…

Discrete Mathematics · Computer Science 2021-08-02 Allan Borodin , Calum MacRury , Akash Rakheja

We study the polynomial-time approximability of the optimal online stochastic bipartite matching algorithm, initiated by Papadimitriou et al. (EC'21). Here, nodes on one side of the graph are given upfront, while at each time $t$, an online…

Data Structures and Algorithms · Computer Science 2024-07-23 Mark Braverman , Mahsa Derakhshan , Tristan Pollner , Amin Saberi , David Wajc

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…

Data Structures and Algorithms · Computer Science 2018-12-31 Jack Wang

Many online problems are studied in stochastic settings for which inputs are samples from a known distribution, given in advance, or from an unknown distribution. Such distributions model both beyond-worst-case inputs and, when given,…

Data Structures and Algorithms · Computer Science 2025-11-13 Gregory Kehne , Thomas Kesselheim

In the single stock trading prophet problem formulated by Correa et al.\ (2023), an online algorithm observes a sequence of prices of a stock. At each step, the algorithm can either buy the stock by paying the current price if it doesn't…

Data Structures and Algorithms · Computer Science 2025-04-21 Surbhi Rajput , Ashish Chiplunkar , Rohit Vaish

We consider the online machine minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. Our main result is a general…

Data Structures and Algorithms · Computer Science 2015-06-19 Lin Chen , Nicole Megow , Kevin Schewior

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

Selecting which products to display and at what prices is a central decision in retail and e-commerce operations. In many applications, these two choices must be made jointly under limited display capacity and uncertain customer demand. In…

Optimization and Control · Mathematics 2026-04-22 Yunfan Zhang , Yuxuan Han , Hongyu Shan , Jose Blanchet , Zhengyuan Zhou

The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…

Data Structures and Algorithms · Computer Science 2024-11-05 Ziyun Chen , Zhiyi Huang , Dongchen Li , Zhihao Gavin Tang

We consider online procurement auctions, where the agents arrive sequentially, in random order, and have private costs for their services. The buyer aims to maximize a monotone submodular value function for the subset of agents whose…

Computer Science and Game Theory · Computer Science 2025-04-15 Andreas Charalampopoulos , Dimitris Fotakis , Panagiotis Patsilinakos , Thanos Tolias

Due to their numerous applications, in particular in Mechanism Design, Prophet Inequalities have experienced a surge of interest. They describe competitive ratios for basic stopping time problems where random variables get revealed…

Data Structures and Algorithms · Computer Science 2025-07-15 Moran Feldman , Ola Svensson , Rico Zenklusen

We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…

Computer Science and Game Theory · Computer Science 2025-02-27 Gagan Aggarwal , Anupam Gupta , Xizhi Tan , Mingfei Zhao

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…

We introduce the \textit{prophet inequality with uncertain acceptance} model, in which a decision maker sequentially observes a sequence of independent options, each characterized by a value $x_i$ and an acceptance probability $p_i$, both…

Computer Science and Game Theory · Computer Science 2026-03-25 Emile Martinez , Felipe Garrido-Lucero , Umberto Grandi , Sebastian Pérez-Salazar

We study the problem of multi-dimensional revenue maximization when selling $m$ items to a buyer that has additive valuations for them, drawn from a (possibly correlated) prior distribution. Unlike traditional Bayesian auction design, we…

Computer Science and Game Theory · Computer Science 2022-04-29 Yiannis Giannakopoulos , Diogo Poças , Alexandros Tsigonias-Dimitriadis