Related papers: Sample-driven optimal stopping: From the secretary…
In the "secretary problem", well-known in the theory of optimal stopping, an employer is about to interview a maximum of N secretaries about which she has no prior information. Chow et al. proved that with an optimal strategy the expected…
In a classical online decision problem, a decision-maker who is trying to maximize her value inspects a sequence of arriving items to learn their values (drawn from known distributions), and decides when to stop the process by taking the…
We study a learning-augmented variant of the secretary problem, recently introduced by Fujii and Yoshida (2023), in which the decision-maker has access to machine-learned predictions of candidate values. The central challenge is to balance…
Prophet inequalities are performance guarantees for online algorithms (a.k.a. stopping rules) solving the following "hiring problem": a decision maker sequentially inspects candidates whose values are independent random numbers and is asked…
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…
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…
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…
The well-known secretary problem in sequential analysis and optimal stopping theory asks one to maximize the probability of finding the optimal candidate in a sequentially examined list under the constraint that accept/reject decisions are…
The value maximization version of the secretary problem is the problem of hiring a candidate with the largest value from a randomly ordered sequence of candidates. In this work, we consider a setting where predictions of candidate values…
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…
In learning-augmented online algorithms, predictions are usually valued for what they say: a value estimate, a solution, or an algorithmic recommendation. This paper shows that predictions can also be valuable solely due to their arrival…
We solve the secretary problem in the case that the ranked items arrive in a statistically biased order rather than in uniformly random order. The bias is given by a Mallows distribution with parameter $q\in(0,1)$, so that higher ranked…
Prophet inequalities bound the expected reward that can be obtained in a stopping problem by the optimal reward of its corresponding off-line version. We propose a systematic technique for deriving prophet inequalities for stopping problems…
We consider a discounted infinite horizon optimal stopping problem. If the underlying distribution is known a priori, the solution of this problem is obtained via dynamic programming (DP) and is given by a well known threshold rule. When…
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…
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…
We consider two variations of the classical secretary problem. * A variation of the returning secretary problem where each interviewee may appear a second time with a fixed probability p. The decision-maker observes interviewees…
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…
In the online random-arrival model, an algorithm receives a sequence of n requests that arrive in a random order. The algorithm is expected to make an irrevocable decision with regard to each request based only on the observed history. We…
Online advertising has motivated interest in online selection problems. Displaying ads to the right users benefits both the platform (e.g., via pay-per-click) and the advertisers (by increasing their reach). In practice, not all users click…