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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…

Data Structures and Algorithms · Computer Science 2019-03-13 Jose Correa , Raimundo Saona , Bruno Ziliotto

In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold, and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order…

Probability · Mathematics 2022-05-18 L. Bayón , P. Fortuny , J. M. Grau , A. M. Oller-Marcén , M. M. Ruiz

The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…

Data Structures and Algorithms · Computer Science 2018-03-20 Soheil Ehsani , MohammadTaghi Hajiaghayi , Thomas Kesselheim , Sahil Singla

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

Computer Science and Game Theory · Computer Science 2024-11-19 Tomer Ezra , Tamar Garbuz

The problem of online scheduling of multi-server jobs is considered, where there are a total of $K$ servers, and each job requires concurrent service from multiple servers for it to be processed. Each job on its arrival reveals its…

Data Structures and Algorithms · Computer Science 2024-07-02 Rahul Vaze

We study online combinatorial allocation problems in the secretary setting, under interdependent values. In the interdependent model, introduced by Milgrom and Weber (1982), each agent possesses a private signal that captures her…

Computer Science and Game Theory · Computer Science 2025-08-01 Michal Feldman , Simon Mauras , Divyarthi Mohan , Rebecca Reiffenhäuser

The rich literature on online Bayesian selection problems has long focused on so-called prophet inequalities, which compare the gain of an online algorithm to that of a "prophet" who knows the future. An equally-natural, though…

Data Structures and Algorithms · Computer Science 2021-08-19 Christos Papadimitriou , Tristan Pollner , Amin Saberi , David Wajc

We consider the classical online scheduling problem P||C_{max} in which jobs are released over list and provide a nearly optimal online algorithm. More precisely, an online algorithm whose competitive ratio is at most (1+\epsilon) times…

Data Structures and Algorithms · Computer Science 2013-02-19 Lin Chen , Deshi Ye , Guochuan Zhang

Fairness has emerged as an important consideration in algorithmic decision-making. Unfairness occurs when an agent with higher merit obtains a worse outcome than an agent with lower merit. Our central point is that a primary cause of…

Machine Learning · Computer Science 2021-11-11 Ashudeep Singh , David Kempe , Thorsten Joachims

Many important multiple-objective decision problems can be cast within the framework of ranking under constraints and solved via a weighted bipartite matching linear program. Some of these optimization problems, such as personalized content…

Information Retrieval · Computer Science 2022-02-16 Yegor Tkachenko , Wassim Dhaouadi , Kamel Jedidi

We consider the fundamental problem of selecting $k$ out of $n$ random variables in a way that the expected highest or second-highest value is maximized. This question captures several applications where we have uncertainty about the…

Computer Science and Game Theory · Computer Science 2020-12-16 Aranyak Mehta , Uri Nadav , Alexandros Psomas , Aviad Rubinstein

The fundamental assignment problem is in search of welfare maximization mechanisms to allocate items to agents when the private preferences over indivisible items are provided by self-interested agents. The mainstream mechanism…

Computer Science and Game Theory · Computer Science 2019-06-04 Yansong Gao , Jie Zhang

In this paper, we discuss a stochastic decision problem of optimally selecting the order in which to try $n$ opportunities that may yield an uncertain reward in the future. The motivation came out from pure curiosity, after an informal…

Computer Science and Game Theory · Computer Science 2016-09-27 Giuseppe C. Calafiore

Fairness of machine learning algorithms has been of increasing interest. In order to suppress or eliminate discrimination in prediction, various notions as well as approaches have been proposed to impose fairness. Given a notion of…

Machine Learning · Computer Science 2022-02-25 Zeyu Tang , Kun Zhang

The Matroid Secretary Conjecture is a notorious open problem in online optimization. It claims the existence of an $O(1)$-competitive algorithm for the Matroid Secretary Problem (MSP). Here, the elements of a weighted matroid appear…

Data Structures and Algorithms · Computer Science 2023-05-10 Richard Santiago , Ivan Sergeev , Rico Zenklusen

In the Online Machine Covering problem jobs, defined by their sizes, arrive one by one and have to be assigned to $m$ parallel and identical machines, with the goal of maximizing the load of the least-loaded machine. In this work, we study…

Data Structures and Algorithms · Computer Science 2021-10-28 Susanne Albers , Waldo Gálvez , Maximilian Janke

In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent…

Probability · Mathematics 2019-10-22 Alessandro Arlotto , Itai Gurvich

This paper answers a long-standing open question concerning the $1/e$-strategy for the problem of best choice. $N$ candidates for a job arrive at times independently uniformly distributed in $[0,1]$. The interviewer knows how each candidate…

Probability · Mathematics 2020-12-25 F. Thomas Bruss , L. C. G. Rogers

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

We study the relationship between the competitive ratio and the tail distribution of randomized online minimization problems. To this end, we define a broad class of online problems that includes some of the well-studied problems like…

Data Structures and Algorithms · Computer Science 2013-02-15 Dennis Komm , Rastislav Královič , Richard Královič , Tobias Mömke