Related papers: New Prophet Inequalities via Poissonization and Sh…
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…
Many online problems are studied in stochastic settings for which inputs are samples from a known distribution, given in advance, or from an unknown distribution. Such distributions model both beyond-worst-case inputs and, when given,…
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 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…
We study the prophet inequality, a fundamental problem in online decision-making and optimal stopping, in a practical setting where rewards are observed only through noisy realizations and reward distributions are unknown. At each stage,…
We study matroid prophet inequalities when distributions are unknown and accessible only through samples. While single-sample prophet inequalities for special matroids are known, no constant-factor competitive algorithm with even a…
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 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…
We devise a general graph-theoretic framework for studying prophet inequalities. In this framework, an agent traverses a directed acyclic graph from a starting node $s$ to a target node $t$. Each edge has a value that is sampled from a…
The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…
Prophet inequalities bound the expected reward that can be obtained in a stopping problem by the optimal reward of its corresponding off-line version. We propose a systematic technique for deriving prophet inequalities for stopping problems…
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…
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…
We consider the prophet inequality problem for (not necessarily bipartite) matching problems with independent edge values, under both edge arrivals and vertex arrivals. We show constant-factor prophet inequalities for the case where the…
Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowed to stop the sequence at any time, claiming a reward equal to the most recent observation. The famous prophet inequality of Krengel,…
We consider the online stochastic matching problem for bipartite graphs where edges adjacent to an online node must be probed to determine if they exist, based on known edge probabilities. Our algorithms respect commitment, in that if a…
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…
The problem of heterogeneous clients in federated learning has recently drawn a lot of attention. Spectral model sharding, i.e., partitioning the model parameters into low-rank matrices based on the singular value decomposition, has been…
We consider the problem of selling perishable items to a stream of buyers in order to maximize social welfare. A seller starts with a set of identical items, and each arriving buyer wants any one item, and has a valuation drawn i.i.d. from…
Prophet inequalities compare online stopping strategies against an omniscient "prophet" using distributional knowledge. In this work, we augment this model with a conservative prediction of the maximum realized value. We quantify the…