Related papers: Secretary Problems: The Power of a Single Sample
We study chance constrained optimization problems $\min_x f(x)$ s.t. $P(\left\{ \theta: g(x,\theta)\le 0 \right\})\ge 1-\epsilon$ where $\epsilon\in (0,1)$ is the violation probability, when the distribution $P$ is not known to the decision…
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…
An unknown positive number of items arrive at independent uniformly distributed times in the interval [0,1] to a selector, whose task is to pick online the last one. We show that under the assumption of an adversary determining the number…
Whereas there are simple algorithms that are proven to be optimal for the Classical and the Multiple Choice Secretary Problem, the Matroid Secretary Problem is less thoroughly understood. This paper proposes the generalization of some…
The J-choice K-best secretary problem, also known as the (J,K)-secretary problem, is a generalization of the classical secretary problem. An algorithm for the (J,K)-secretary problem is allowed to make J choices and the payoff to be…
Generalizing a problem posed by Cover, we propose an adversarial game in which a permutation is incrementally constructed in a setting of partial information. As in the secretary problem, this permutation is exposed in stages via the…
This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…
The Matroid Secretary Problem (MSP) is one of the most prominent settings for online resource allocation and optimal stopping. A decision-maker is presented with a ground set of elements $E$ revealed sequentially and in random order. Upon…
We consider the problem of choosing the best of $n$ samples, out of a large random pool, when the sampling of each member is associated with a certain cost. The quality (worth) of the best sample clearly increases with $n$, but so do the…
A version of the secretary problem is considered. The ranks of items, whose values are independent, identically distributed random variables $X_1,X_2,...,X_n$ from a uniform distribution on $[0; 1]$, are observed sequentially by the grader.…
The Bayesian persuasion paradigm of strategic communication models interaction between a privately-informed agent, called the sender, and an ignorant but rational agent, called the receiver. The goal is typically to design a (near-)optimal…
Consider the problem: we are given $n$ boxes, labeled $\{1,2,\ldots, n\}$ by an adversary, each containing a single number chosen from an unknown distribution; these $n$ distributions are not necessarily identical. We are also given an…
The classical secretary problem investigates the question of how to hire the best secretary from $n$ candidates who come in a uniformly random order. In this work we investigate a parallel generalizations of this problem introduced by…
This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…
We study the problem of setting a price for a potential buyer with a valuation drawn from an unknown distribution $D$. The seller has "data"' about $D$ in the form of $m \ge 1$ i.i.d. samples, and the algorithmic challenge is to use these…
We study the classical newsvendor problem in which the decision-maker must trade-off underage and overage costs. In contrast to the typical setting, we assume that the decision-maker does not know the underlying distribution driving…
We treat a version of the multiple-choice secretary problem called the multiple-choice duration problem, in which the objective is to maximize the time of possession of relatively best objects. It is shown that, for the $m$--choice duration…
This note considers a variation of the full-information secretary problem where the random variables to be observed are independent and identically distributed. Consider $X_1,\dots,X_n$ to be an independent sequence of random variables, let…
We introduce a novel strategy to address the issue of demand estimation in single-item single-period stochastic inventory optimisation problems. Our strategy analytically combines confidence interval analysis and inventory optimisation. We…
We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…