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Related papers: Constrained-Order Prophet Inequalities

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We investigate prophet inequalities with competitive ratios approaching $1$, seeking to generalize $k$-uniform matroids. We first show that large girth does not suffice: for all $k$, there exists a matroid of girth $\geq k$ and a prophet…

Data Structures and Algorithms · Computer Science 2024-11-21 Noga Alon , Nick Gravin , Tristan Pollner , Aviad Rubinstein , Hongao Wang , S. Matthew Weinberg , Qianfan Zhang

The online ordered Ramsey game is played between two players, Builder and Painter, on an infinite sequence of vertices with ordered graphs $(G_1,G_2)$, which have linear orderings on their vertices. On each turn, Builder first selects an…

Combinatorics · Mathematics 2024-09-04 Emily Heath , Dylan King , Grace McCourt , Hannah Sheats , Justin Wisby

We develop an approach to solve Barberis (2012)'s casino gambling model in which a gambler whose preferences are specified by the cumulative prospect theory (CPT) must decide when to stop gambling by a prescribed deadline. We assume that…

Mathematical Finance · Quantitative Finance 2021-02-08 Sang Hu , Jan Obloj , Xun Yu Zhou

We revisit three fundamental problems in algorithms under uncertainty: the Secretary Problem, Prophet Inequality, and Stochastic Probing, each subject to general downward-closed constraints. When elements have binary values, all three…

Data Structures and Algorithms · Computer Science 2026-04-02 Aviad Rubinstein , Sahil Singla

We study the fair allocation of indivisible goods under cardinality constraints, where each agent must receive a bundle of fixed size. This models practical scenarios, such as assigning shifts or forming equally sized teams. Recently,…

Computer Science and Game Theory · Computer Science 2025-07-29 Alviona Mancho , Evangelos Markakis , Nicos Protopapas

This work introduces \emph{sharding} and \emph{Poissonization} as a unified framework for analyzing prophet inequalities. Sharding involves splitting a random variable into several independent random variables, shards, that collectively…

Data Structures and Algorithms · Computer Science 2024-04-05 Elfarouk Harb

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

We study the problem of vertex-weighted online bipartite matching with stochastic rewards where matches may fail with some known probability and the decision maker has to adapt to the sequential realization of these outcomes. Recent works…

Data Structures and Algorithms · Computer Science 2024-01-10 Rajan Udwani

Multi-round competitions often double or triple the points awarded in the final round, calling it a bonus, to maximize spectators' excitement. In a two-player competition with $n$ rounds, we aim to derive the optimal bonus size to maximize…

Computer Science and Game Theory · Computer Science 2024-06-10 Zhihuan Huang , Yuqing Kong , Tracy Xiao Liu , Grant Schoenebeck , Shengwei Xu

We consider a variation of cop vs.\ robber on graph in which the robber is not restricted by the graph edges; instead, he picks a time-independent probability distribution on $V(G)$ and moves according to this fixed distribution. The cop…

Combinatorics · Mathematics 2013-08-23 Natasha Komarov , Peter Winkler

There are $n$ independent Bernoulli random variables with parameters $p_i$ that are observed sequentially. Two players, A and B, act in turns starting with player A. Each player has the possibility on his turn, when $I_k=1$, to choose…

Probability · Mathematics 2019-01-15 José María Grau Ribas

In various situations, decision makers face experts that may provide conflicting advice. This advice may be in the form of probabilistic forecasts over critical future events. We consider a setting where the two forecasters provide their…

Theoretical Economics · Economics 2020-02-14 Itay Kavaler , Rann Smorodinsky

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

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

The (strong) Bruhat order for permutations provides a partial ordering defined as follows: two permutations are comparable if one can be obtained from the other by a sequence of adjacent transpositions that each increase the number of…

Combinatorics · Mathematics 2026-02-19 Nicholas Christo , Marcus Michelen

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

Various measures can be used to estimate bias or unfairness in a predictor. Previous work has already established that some of these measures are incompatible with each other. Here we show that, when groups differ in prevalence of the…

Applications · Statistics 2017-09-13 Thomas Miconi

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

Data Structures and Algorithms · Computer Science 2007-05-23 Varsha Dani , Thomas P. Hayes

We propose a version of the follow-the-perturbed-leader online prediction algorithm in which the cumulative losses are perturbed by independent symmetric random walks. The forecaster is shown to achieve an expected regret of the optimal…

Machine Learning · Computer Science 2013-02-26 Luc Devroye , Gábor Lugosi , Gergely Neu

Parrondo's coin-tossing games comprise two games, $A$ and $B$. The result of game $A$ is determined by the toss of a fair coin. The result of game $B$ is determined by the toss of a $p_0$-coin if capital is a multiple of $r$, and by the…

Probability · Mathematics 2020-01-03 S. N. Ethier , Jiyeon Lee