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We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

We design novel mechanisms for welfare-maximization in two-sided markets. That is, there are buyers willing to purchase items and sellers holding items initially, both acting rationally and strategically in order to maximize utility. Our…

Computer Science and Game Theory · Computer Science 2021-06-01 Alexander Braun , Thomas Kesselheim

We study the single-choice Prophet Inequality problem when the gambler is given access to samples. We show that the optimal competitive ratio of $1/2$ can be achieved with a single sample from each distribution. When the distributions are…

Data Structures and Algorithms · Computer Science 2025-09-12 Aviad Rubinstein , Jack Z. Wang , S. Matthew Weinberg

The prophet inequality is one of the cornerstone problems in optimal stopping theory and has become a crucial tool for designing sequential algorithms in Bayesian settings. In the i.i.d. $k$-selection prophet inequality problem, we…

Computer Science and Game Theory · Computer Science 2025-04-21 Johannes Brustle , Sebastian Perez-Salazar , Victor Verdugo

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

We consider Bayesian online selection problem of a matching in bipartite graphs, i.e., online weighted matching problem with edge arrivals where online algorithm knows distributions of weights, that corresponds to the intersection of two…

Computer Science and Game Theory · Computer Science 2019-02-19 Nick Gravin , Hongao Wang

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

We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer requires a procurement strategy…

Computer Science and Game Theory · Computer Science 2021-10-26 Farzaneh Farhadi , Maria Chli , Nicholas R. Jennings

In online combinatorial allocation, agents arrive sequentially and items are allocated in an online manner. The algorithm designer only knows the distribution of each agent's valuation, while the actual realization of the valuation is…

Data Structures and Algorithms · Computer Science 2025-10-14 Enze Sun , Zhihao Gavin Tang , Yifan Wang

There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

We study online selection problems in both the prophet and secretary settings, when arriving agents have interdependent values. In the interdependent values model, introduced in the seminal work of Milgrom and Weber [1982], each agent has a…

Computer Science and Game Theory · Computer Science 2024-04-10 Simon Mauras , Divyarthi Mohan , Rebecca Reiffenhäuser

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…

Data Structures and Algorithms · Computer Science 2020-10-20 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

We study the classic single-choice prophet secretary problem through a resource augmentation lens. Our goal is to bound the $(1-\epsilon)$-competition complexity for different classes of online algorithms. This metric asks for the smallest…

Computer Science and Game Theory · Computer Science 2024-11-19 Tomer Ezra , Tamar Garbuz

In this work, we study a scenario where a publisher seeks to maximize its total revenue across two sales channels: guaranteed contracts that promise to deliver a certain number of impressions to the advertisers, and spot demands through an…

Computer Science and Game Theory · Computer Science 2021-07-16 Melika Abolhassani , Hossein Esfandiari , Yasamin Nazari , Balasubramanian Sivan , Yifeng Teng , Creighton Thomas

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

Combinatorial Auctions are a central problem in Algorithmic Mechanism Design: pricing and allocating goods to buyers with complex preferences in order to maximize some desired objective (e.g., social welfare, revenue, or profit). The…

Computer Science and Game Theory · Computer Science 2015-03-19 Avrim Blum , Anupam Gupta , Yishay Mansour , Ankit Sharma

Prophet inequalities are a useful tool for designing online allocation procedures and comparing their performance to the optimal offline allocation. In the basic setting of $k$-unit prophet inequalities, the well-known procedure of Alaei…

Computer Science and Game Theory · Computer Science 2023-10-10 Jiashuo Jiang , Will Ma , Jiawei Zhang

We study a class of Bayesian online selection problems with matroid constraints. Consider a vendor who has several items to sell, with the set of sold items being subject to some structural constraints, e.g., the set of sold items should be…

Computer Science and Game Theory · Computer Science 2024-06-04 Ian DeHaan , Kanstantsin Pashkovich

Prophet inequalities are a central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given distribution. Upon observing each value, the gambler either…

Data Structures and Algorithms · Computer Science 2025-06-23 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

In digital goods auctions, there is an auctioneer who sells an item with unlimited supply to a set of potential buyers, and the objective is to design truthful auction to maximize the total profit of the auctioneer. Motivated from an…

Computer Science and Game Theory · Computer Science 2011-07-27 Nick Gravin , Pinyan Lu
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