Related papers: Order Selection Prophet Inequality: From Threshold…
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…
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…
In this work, we study the single-choice prophet inequality problem, where a gambler faces a sequence of~$n$ online i.i.d. random variables drawn from an unknown distribution. When a variable reveals its value, the gambler needs to decide…
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…
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…
In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent value as reward. We evaluate a stopping rule by the…
The setting of the classic prophet inequality is as follows: a gambler is shown the probability distributions of $n$ independent, non-negative random variables with finite expectations. In their indexed order, a value is drawn from each…
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 settings, a gambler is given a sequence of $n$ random variables $X_1, \dots, X_n$, taken from known distributions, observes their values in this (potentially adversarial) order, and select one of them,…
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…
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…
Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…
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…
We study a variant of the single-choice prophet inequality problem where the decision-maker does not know the underlying distribution and has only access to a set of samples from the distributions. Rubinstein et al. [2020] showed that the…
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…
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…
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop and pick the current sample or to continue and lose that…
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…
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 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…