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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

The I.I.D. Prophet Inequality is a fundamental problem where, given $n$ independent random variables $X_1,\dots,X_n$ drawn from a known distribution $\mathcal{D}$, one has to decide at every step $i$ whether to stop and accept $X_i$ or…

Computer Science and Game Theory · Computer Science 2024-12-02 Vasilis Livanos , Ruta Mehta

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…

Data Structures and Algorithms · Computer Science 2022-05-23 Makis Arsenis , Robert Kleinberg

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

We study the classic single-choice prophet inequality problem through a resource augmentation lens. Our goal is to bound the $(1-\varepsilon)$-competition complexity of different types of online algorithms. This metric asks for the smallest…

Computer Science and Game Theory · Computer Science 2024-02-23 Johannes Brustle , José Correa , Paul Dütting , Tomer Ezra , Michal Feldman , Victor Verdugo

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…

Data Structures and Algorithms · Computer Science 2025-01-13 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

For many online problems, it is known that the uniform arrival order enables the design of algorithms with much better performance guarantees than under worst-case. The quintessential example is the secretary problem. If the sequence of…

Data Structures and Algorithms · Computer Science 2015-02-10 Thomas Kesselheim , Robert Kleinberg , Rad Niazadeh

In this paper we revisit the basic variant of the classical secretary problem. We propose a new approach in which we separate between an agent that evaluates the secretary performance and one that has to make the hiring decision. The…

Computer Science and Game Theory · Computer Science 2020-05-27 Niklas Hahn , Martin Hoefer , Rann Smorodinsky

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…

Probability · Mathematics 2021-12-02 Ross G. Pinsky

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…

Computer Science and Game Theory · Computer Science 2026-03-25 Emile Martinez , Felipe Garrido-Lucero , Umberto Grandi , Sebastian Pérez-Salazar

The last success problem is an optimal stopping problem that aims to maximize the probability of stopping on the last success in a sequence of independent $n$ Bernoulli trials. In the classical setting where complete information about the…

Probability · Mathematics 2024-07-24 Toru Yoshinaga , Yasushi Kawase

The random-order or secretary model is one of the most popular beyond-worst case model for online algorithms. While it avoids the pessimism of the traditional adversarial model, in practice we cannot expect the input to be presented in…

Data Structures and Algorithms · Computer Science 2020-06-23 Thomas Kesselheim , Marco Molinaro

Prophet inequalities for rewards maximization are fundamental to optimal stopping theory with extensive applications to mechanism design and online optimization. We study the \emph{cost minimization} counterpart of the classical prophet…

Computer Science and Game Theory · Computer Science 2023-02-24 Vasilis Livanos , Ruta Mehta

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…

Data Structures and Algorithms · Computer Science 2023-08-11 Vineet Goyal , Salal Humair , Orestis Papadigenopoulos , Assaf Zeevi

The secretary problem is one of the fundamental problems in online decision making; a tight competitive ratio for this problem of $1/\mathrm{e} \approx 0.368$ has been known since the 1960s. Much more recently, the study of algorithms with…

Data Structures and Algorithms · Computer Science 2024-10-01 Alexander Braun , Sherry Sarkar

We study online selection problems in both the prophet and secretary settings, when arriving agents have interdependent values. In the interdependent values model, introduced in the seminal work of Milgrom and Weber [1982], each agent has a…

Computer Science and Game Theory · Computer Science 2024-04-10 Simon Mauras , Divyarthi Mohan , Rebecca Reiffenhäuser

Competition complexity formalizes a compelling intuition: rather than refining the mechanism, how much additional competition is sufficient for a simple mechanism to compete with an optimal one? We begin the study of this question in…

Computer Science and Game Theory · Computer Science 2026-02-25 Eugenio Cruz-Ossa , Sebastian Perez-Salazar , Victor Verdugo

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 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…

Data Structures and Algorithms · Computer Science 2023-05-23 Archit Bubna , Ashish Chiplunkar

The \emph{Temp Secretary Problem} was recently introduced by Fiat et al. It is a generalization of the Secretary Problem, in which commitments are temporary for a fixed duration. We present a simple online algorithm with improved…

Data Structures and Algorithms · Computer Science 2016-06-23 Thomas Kesselheim , Andreas Tönnis