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Related papers: Non-Adaptive Matroid Prophet Inequalities

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We consider the matroid prophet inequality problem. This problem has been extensively studied in the case of adaptive mechanisms. In particular, there is a tight $2$-competitive mechanism for all matroids. However, it is not known what…

Computer Science and Game Theory · Computer Science 2024-08-09 Kanstantsin Pashkovich , Alice Sayutina

We consider prophet inequalities in a setting where agents correspond to both elements in a matroid and vertices in a graph. A set of agents is feasible if they form both an independent set in the matroid and an independent set in the…

Data Structures and Algorithms · Computer Science 2019-07-17 Jackie Baek , Will Ma

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

In this paper, we survey literature on prophet inequalities for subadditive combinatorial auctions. We give an overview of the previous best $O(\log \log m)$ prophet inequality as well as the preceding $O(\log m)$ prophet inequality. Then,…

Computer Science and Game Theory · Computer Science 2023-05-23 Dwaipayan Saha , Ananya Parashar

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

We present a general framework for stochastic online maximization problems with combinatorial feasibility constraints. The framework establishes prophet inequalities by constructing price-based online approximation algorithms, a natural…

Computer Science and Game Theory · Computer Science 2017-07-11 Paul Dütting , Michal Feldman , Thomas Kesselheim , Brendan Lucier

In online sales, sellers usually offer each potential buyer a posted price in a take-it-or-leave fashion. Buyers can sometimes see posted prices faced by other buyers, and changing the price frequently could be considered unfair. The…

Computer Science and Game Theory · Computer Science 2023-08-15 Sebastian Perez-Salazar , Mohit Singh , Alejandro Toriello

In this work we initiate the study of buy-and-sell prophet inequalities. We start by considering what is arguably the most fundamental setting. In this setting the online algorithm observes a sequence of prices one after the other. At each…

Data Structures and Algorithms · Computer Science 2023-05-26 José Correa , Andrés Cristi , Paul Dütting , Mohammad Hajiaghayi , Jan Olkowski , Kevin Schewior

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…

Data Structures and Algorithms · Computer Science 2020-05-26 Nicole Immorlica , Sahil Singla , Bo Waggoner

In this paper, we introduce an over-time variant of the well-known prophet inequality with i.i.d. random variables. Instead of stopping with one realized value at some point in the process, we decide for each step how long we select the…

Data Structures and Algorithms · Computer Science 2025-09-08 Andreas Abels , Elias Pitschmann , Daniel Schmand

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…

Theoretical Economics · Economics 2026-02-10 Halil I. Bayrak , Mustafa Ç. Pınar , Rakesh Vohra

Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowed to stop the sequence at any time, claiming a reward equal to the most recent observation. The famous prophet inequality of Krengel,…

Data Structures and Algorithms · Computer Science 2012-01-24 Robert Kleinberg , S. Matthew Weinberg

Prophet inequalities compare the expected performance of an online algorithm for a stochastic optimization problem to the expected optimal solution in hindsight. They are a major alternative to classic worst-case competitive analysis, of…

Computer Science and Game Theory · Computer Science 2020-04-22 Paul Dütting , Thomas Kesselheim , Brendan Lucier

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

A prophet inequality states, for some $\alpha\in[0,1]$, that the expected value achievable by a gambler who sequentially observes random variables $X_1,\dots,X_n$ and selects one of them is at least an $\alpha$ fraction of the maximum value…

Data Structures and Algorithms · Computer Science 2020-11-24 José Correa , Paul Dütting , Felix Fischer , Kevin Schewior , Bruno Ziliotto

We consider a combinatorial auction setting where buyers have fractionally subadditive (XOS) valuations over the items and the seller's objective is to maximize the social welfare. A prophet inequality in this setting bounds the competitive…

Computer Science and Game Theory · Computer Science 2025-05-23 Shuchi Chawla , Trung Dang , Zhiyi Huang , Yifan Wang

We study threshold testing, an elementary probing model with the goal to choose a large value out of $n$ i.i.d. random variables. An algorithm can test each variable $X_i$ once for some threshold $t_i$, and the test returns binary feedback…

Data Structures and Algorithms · Computer Science 2024-06-13 Martin Hoefer , Kevin Schewior

Prophet inequality concerns a basic optimal stopping problem and states that simple threshold stopping policies -- i.e., accepting the first reward larger than a certain threshold -- can achieve tight $\frac{1}{2}$-approximation to the…

Computer Science and Game Theory · Computer Science 2024-10-31 Wei Tang , Haifeng Xu , Ruimin Zhang , Derek Zhu

In the classical prophet inequality, a gambler faces a sequence of items, whose values are drawn independently from known distributions. Upon the arrival of each item, its value is realized and the gambler either accepts it and the game…

Data Structures and Algorithms · Computer Science 2022-04-05 Bo Peng , Zhihao Gavin Tang

The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…

Optimization and Control · Mathematics 2019-01-10 Van-Anh Truong , Xinshang Wang
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