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We study a dynamic and stochastic knapsack problem in which a decision maker is sequentially presented with items arriving according to a Bernoulli process over $n$ discrete time periods. Items have equal rewards and independent weights…

Probability · Mathematics 2019-10-29 Alessandro Arlotto , Xinchang Xie

Prior work studies the question of ``fairly'' ordering transactions in a replicated state machine. Each of $n$ replicas receives transactions in a possibly different order, and the system must aggregate the observed orderings into a single…

Cryptography and Security · Computer Science 2024-10-02 Geoffrey Ramseyer , Ashish Goel

We study single-sample prophet inequalities (SSPIs), i.e., prophet inequalities where only a single sample from each prior distribution is available. Besides a direct, and optimal, SSPI for the basic single choice problem [Rubinstein et…

We analyze the Gambler's problem, a simple reinforcement learning problem where the gambler has the chance to double or lose the bets until the target is reached. This is an early example introduced in the reinforcement learning textbook by…

Machine Learning · Statistics 2020-07-14 Baoxiang Wang , Shuai Li , Jiajin Li , Siu On Chan

We consider online variations of the Pandora's box problem (Weitzman. 1979), a standard model for understanding issues related to the cost of acquiring information for decision-making. Our problem generalizes both the classic Pandora's box…

Data Structures and Algorithms · Computer Science 2019-01-31 Hossein Esfandiari , MohammadTaghi Hajiaghayi , Brendan Lucier , Michael Mitzenmacher

In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Yuyu Chen , Ming-Yang Kao , Hsueh-I Lu

Consider gambler's ruin with three players, 1, 2, and 3, having initial capitals $A$, $B$, and $C$ units. At each round a pair of players is chosen (uniformly at random) and a fair coin flip is made resulting in the transfer of one unit…

Probability · Mathematics 2021-04-20 Persi Diaconis , Stewart N. Ethier

We study the online preemptive scheduling of intervals and jobs (with restarts). Each interval or job has an arrival time, a deadline, a length and a weight. The objective is to maximize the total weight of completed intervals or jobs.…

Data Structures and Algorithms · Computer Science 2012-04-16 Stanley P. Y. Fung , Chung Keung Poon , Feifeng Zheng

We study the problem of fairly allocating indivisible goods to agents in an online setting, where goods arrive sequentially and must be allocated irrevocably. Focusing on the popular fairness notions of envy-freeness, proportionality, and…

Computer Science and Game Theory · Computer Science 2026-05-29 Tzeh Yuan Neoh , Jannik Peters , Nicholas Teh

The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Arindam Khan , Leon Ladewig

We study the online fair division problem, where indivisible goods arrive sequentially and must be allocated immediately and irrevocably. Prior work establishes strong impossibility results for approximating classic notions such as…

Computer Science and Game Theory · Computer Science 2026-05-29 Davin Choo , Winston Fu , Derek Khu , Tzeh Yuan Neoh , Tze-Yang Poon , Nicholas Teh

Best Fit is a well known online algorithm for the bin packing problem, where a collection of one-dimensional items has to be packed into a minimum number of unit-sized bins. In a seminal work, Kenyon [SODA 1996] introduced the (asymptotic)…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Arindam Khan , Leon Ladewig

We study the Online Bookmaking problem, where a bookmaker dynamically updates betting odds on the possible outcomes of an event. In each betting round, the bookmaker can adjust the odds based on the cumulative betting behavior of gamblers,…

Machine Learning · Computer Science 2025-06-23 Hadar Tal , Oron Sabag

The Santa Claus problem is a fundamental problem in fair division: the goal is to partition a set of heterogeneous items among heterogeneous agents so as to maximize the minimum value of items received by any agent. In this paper, we study…

Computer Science and Game Theory · Computer Science 2023-03-07 MohammadTaghi Hajiaghayi , MohammadReza Khani , Debmalya Panigrahi , Max Springer

We study ordinal approximation algorithms for maximum-weight bipartite matchings. Such algorithms only know the ordinal preferences of the agents/nodes in the graph for their preferred matches, but must compete with fully omniscient…

Computer Science and Game Theory · Computer Science 2017-07-07 Elliot Anshelevich , Wennan Zhu

In the classical secretary problem, $n$ ranked items arrive one by one, and each item's rank relative to its predecessors is noted. The observer must select or reject each item as it arrives, with the object of selecting the item of highest…

Probability · Mathematics 2023-07-21 Ross G. Pinsky , Tomer Zilca

We study an online fair division problem where a fixed number of goods arrive sequentially and must be allocated to a given set of agents. Once a good arrives, its true value for each agent is revealed, and it has to be immediately and…

Computer Science and Game Theory · Computer Science 2025-08-08 Themistoklis Melissourgos , Nicos Protopapas

Online allocation problems with resource constraints have a rich history in operations research. In this paper, we introduce the \emph{regularized online allocation problem}, a variant that includes a non-linear regularizer acting on the…

Optimization and Control · Mathematics 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

We present pricing mechanisms for several online resource allocation problems which obtain tight or nearly tight approximations to social welfare. In our settings, buyers arrive online and purchase bundles of items; buyers' values for the…

Computer Science and Game Theory · Computer Science 2018-07-16 Shuchi Chawla , J. Benjamin Miller , Yifeng Teng

Picking sequences are well-established methods for allocating indivisible goods. Among the various picking sequences, recursively balanced picking sequences -- whereby each agent picks one good in every round -- are notable for guaranteeing…

Computer Science and Game Theory · Computer Science 2025-12-22 Karen Frilya Celine , Warut Suksompong , Sheung Man Yuen