Related papers: Windowed Prophet Inequalities
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…
The study of the prophet inequality problem in the limited information regime was initiated by Azar et al. [SODA'14] in the pursuit of prior-independent posted-price mechanisms. As they show, $O(1)$-competitive policies are achievable using…
The Sliding Window Secretary Problem allows a window of choices to the Classical Secretary Problem, in which there is the option to choose the previous $K$ choices immediately prior to the current choice. We consider a case of this…
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…
Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…
Due to their numerous applications, in particular in Mechanism Design, Prophet Inequalities have experienced a surge of interest. They describe competitive ratios for basic stopping time problems where random variables get revealed…
The Prophet Inequality and Pandora's Box problems are fundamental stochastic problem with applications in Mechanism Design, Online Algorithms, Stochastic Optimization, Optimal Stopping, and Operations Research. A usual assumption in these…
In the single stock trading prophet problem formulated by Correa et al.\ (2023), an online algorithm observes a sequence of prices of a stock. At each step, the algorithm can either buy the stock by paying the current price if it doesn't…
Consider a gambler and a prophet who observe a sequence of independent, non-negative numbers. The gambler sees the numbers one-by-one whereas the prophet sees the entire sequence at once. The goal of both is to decide on fractions of each…
The prophet and secretary problems demonstrate online scenarios involving the optimal stopping theory. In a typical prophet or secretary problem, selection decisions are assumed to be immediate and irrevocable. However, many online settings…
We provide prophet inequality algorithms for online weighted matching in general (non-bipartite) graphs, under two well-studied arrival models, namely edge arrival and vertex arrival. The weight of each edge is drawn independently from an…
In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same finite length. The goal is to pick one element from each…
Suppose $X_1,X_2,...$ are i.i.d. nonnegative random variables with finite expectation, and for each $k$, $X_k$ is observed at the $k$-th arrival time $S_k$ of a Poisson process with unit rate which is independent of the sequence $\{X_k\}$.…
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…
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…
In the prophet secretary problem, $n$ values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most $k$…
We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of $N$ items…
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…
We study the prophet inequality when the gambler has an access only to a single sample from each distribution. Rubinstein, Wang and Weinberg showed that an optimal guarantee of 1/2 can be achieved when the underlying matroid has rank 1,…
In this paper, we study twelve stochastic input models for online problems and reveal the relationships among the competitive ratios for the models. The competitive ratio is defined as the worst ratio between the expected optimal value and…