Related papers: On the $1/e$-strategy for the best-choice problem …
Policy learning algorithms are widely used in areas such as personalized medicine and advertising to develop individualized treatment regimes. However, most methods force a decision even when predictions are uncertain, which is risky in…
This paper has been withdrawn by the corresponding author because the newest version is now published in Discrete Applied Mathematics.
In this paper we develop a unified approach for solving a wide class of sequential selection problems. This class includes, but is not limited to, selection problems with no-information, rank-dependent rewards, and considers both fixed as…
Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…
We introduce and study a new class of optimal switching problems, namely switching problem with controlled randomisation, where some extra-randomness impacts the choice of switching modes and associated costs. We show that the optimal value…
The objective of this paper is to show that the so-called unified approach to stopping problems with unknown cardinality introduced in Bruss (1984) proves to be efficient for solving other types of best-choice problems. We show that what we…
This paper has been withdrawn by the author due to an error in the last paragraph of step 2 of the main proof, on page 6.
Contention resolution schemes (CRSs) are powerful tools for obtaining "ex post feasible" solutions from candidates that are drawn from "ex ante feasible" distributions. Online contention resolution schemes (OCRSs), the online version, have…
We study revenue optimization learning algorithms for posted-price auctions with strategic buyers. We analyze a very broad family of monotone regret minimization algorithms for this problem, which includes the previously best known…
As data-driven predictive models are increasingly used to inform decisions, it has been argued that decision makers should provide explanations that help individuals understand what would have to change for these decisions to be beneficial…
In the weighted bipartite matching problem, the goal is to find a maximum-weight matching in a bipartite graph with nonnegative edge weights. We consider its online version where the first vertex set is known beforehand, but vertices of the…
We explore the problem of binary classification in machine learning, with a twist - the classifier is allowed to abstain on any datum, professing ignorance about the true class label without committing to any prediction. This is directly…
This paper has been withdrawn by the authors due to an error.
We consider the classical online bipartite matching problem in the probe-commit model. In this problem, when an online vertex arrives, its edges must be probed to determine if they exist, based on known edge probabilities. A probing…
This paper has been withdrawn by the author due to a crucial sign error in equation 1
In the secretary problem, a set of secretary candidates arrive in a uniformly random order and reveal their values one by one. A company, who can only hire one candidate and hopes to maximize the expected value of its hire, needs to make…
The rejection threshold used for e-values and e-processes is by default set to $1/\alpha$ for a guaranteed type-I error control at $\alpha$, based on Markov's and Ville's inequalities. This threshold can be wasteful in practical…
This paper has been withdrawn by the author due to a sheaf-theoretic error, in the end of the proof of the main theorem.
We consider the Last-Success-Problem with $n$ independent Bernoulli random variables with parameters $p_i>0$. We improve the lower bound provided by F.T. Bruss for the probability of winning and provide an alternative proof to the one given…
We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…