Related papers: Windowed Prophet Inequalities
There are two major models of value uncertainty in the optimal stopping literature: the secretary model, which assumes no prior knowledge, and the prophet inequality model, which assumes full information about value distributions. In…
Consider a stream of $n$ random points (say, from the unit square) arriving one by one, where a player has to make an irreversible immediate decision for each arriving point whether to pick it. The player has to pick a single point, and the…
We initiate the study of incentive-compatible forecasting competitions in which multiple forecasters make predictions about one or more events and compete for a single prize. We have two objectives: (1) to incentivize forecasters to report…
We consider prophet inequalities subject to feasibility constraints that are the intersection of $q$ matroids. The best-known algorithms achieve a $\Theta(q)$-approximation, even when restricted to instances that are the intersection of $q$…
Despite having the same basic prophet inequality setup and model of loss aversion, conclusions in our multi-dimensional model differs considerably from the one-dimensional model of Kleinberg et al. For example, Kleinberg et al. gives a…
The Orienteering Problem with Time Window and Delay (\OPTiWinD) is a variant of the online orienteering problem. A series of requests appear in various locations while a vehicle moves within the territory to serve them. Each request has a…
Let X_1,X_2,... be a sequence of [0,1]-valued i.i.d. random variables, let c\geq 0 be a sampling cost for each observation and let Y_i=X_i-ic, i=1,2,.... For n=1,2,..., let M(Y_1,...,Y_n)=E(max_{1\leq i\leq n}Y_i) and…
A decisionmaker faces $n$ alternatives, each of which represents a potential reward. After investing costly resources into investigating the alternatives, the decisionmaker may select one, or more generally a feasible subset, and obtain the…
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…
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…
We design novel mechanisms for welfare-maximization in two-sided markets. That is, there are buyers willing to purchase items and sellers holding items initially, both acting rationally and strategically in order to maximize utility. Our…
We investigate the optimal selection of weight windows for the problem of weighted least squares. We show that weight windows should be symmetric around its center, which is also its peak. We consider the class of tapered rectangle window…
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…
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…
Motivated by the growing interest in correlation-robust stochastic optimization, we investigate stochastic selection problems beyond independence. Specifically, we consider the instructive case of pairwise-independent priors and matroid…
In the subject of optimal stopping, the classical secretary problem is concerned with optimally selecting the best of $n$ candidates when their relative ranks are observed sequentially. This problem has been extended to optimally selecting…
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…
In this paper, we study the Maximum Profit Pick-up Problem with Time Windows and Capacity Constraint (MP-PPTWC). Our main results are 3 polynomial time algorithms, all having constant approximation factors. The first algorithm has an…
We consider a variant of the secretary problem in which the candidates state their expected salary at the interview, which we assume is in accordance with their qualifications. The goal is for the employer to hire the best or the worst…
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…