Related papers: The Stationary Prophet Inequality Problem
We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…
We study the prophet inequality, a fundamental problem in online decision-making and optimal stopping, in a practical setting where rewards are observed only through noisy realizations and reward distributions are unknown. At each stage,…
Most of the literature on online algorithms in revenue management focuses on settings with irrevocable decisions, where once a decision is made upon the arrival of a new input, it cannot be canceled later. Motivated by modern applications…
A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables $X_1,\dots,X_n$ drawn independently from a distribution $F$,…
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 explore a prophet inequality problem, where the values of a sequence of items are drawn i.i.d. from some distribution, and an online decision maker must select one item irrevocably. We establish that $\mathrm{CR}_{\ell}$ the worst-case…
We consider the prophet inequality problem for (not necessarily bipartite) matching problems with independent edge values, under both edge arrivals and vertex arrivals. We show constant-factor prophet inequalities for the case where the…
This paper considers a finite horizon optimal stopping problem for a sequence of independent and identically distributed random variables, where the objective is to design stopping rules that attempt to select the random variable with the…
Prophet inequalities are fundamental optimal stopping problems, where a decision-maker observes sequentially items with values sampled independently from known distributions, and must decide at each new observation to either stop and gain…
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…
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…
In modern sample-driven Prophet Inequality, an adversary chooses a sequence of $n$ items with values $v_1, v_2, \ldots, v_n$ to be presented to a decision maker (DM). The process follows in two phases. In the first phase (sampling phase),…
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards $V_1,...,V_n$ and must decide, for each reward $V_i$, whether to keep it and stop the game or to forfeit the reward forever and reveal the next value…
The prophet inequalities problem has received significant study over the past decades and has several applications such as to online auctions. In this paper, we study two variants of the i.i.d. prophet inequalities problem, namely the…
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 central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given distribution. Upon observing each value, the gambler either…
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…
Prophet inequalities are a cornerstone in optimal stopping and online decision-making. Traditionally, they involve the sequential observation of $n$ non-negative independent random variables and face irrevocable accept-or-reject choices.…
Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions, in an adversarial, random or selected order, depending on…
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…