Related papers: Combinatorial Stationary Prophet Inequalities
Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…
Motivated by the growing interest in correlation-robust stochastic optimization, we investigate stochastic selection problems beyond independence. Specifically, we consider the instructive case of pairwise-independent priors and matroid…
We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…
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,…
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 survey literature on prophet inequalities for subadditive combinatorial auctions. We give an overview of the previous best $O(\log \log m)$ prophet inequality as well as the preceding $O(\log m)$ prophet inequality. Then,…
In this work we initiate the study of buy-and-sell prophet inequalities. We start by considering what is arguably the most fundamental setting. In this setting the online algorithm observes a sequence of prices one after the other. At each…
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…
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…
Over the past two decades, significant strides have been made in stochastic problems such as revenue-optimal auction design and prophet inequalities, traditionally modeled with $n$ independent random variables to represent the values of $n$…
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…
We consider an online multi-weighted generalization of several classic online optimization problems, called the online combinatorial assignment problem. We are given an independence system over a ground set of elements and agents that…
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…
We study a pricing problem where a seller has $k$ identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When $k=1$, this is the so called "prophet inequality" problem…
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 initiate the study of the prophet inequality problem through the resource augmentation framework in scenarios when the values of the rewards are correlated. Our goal is to determine the number of additional rewards an online algorithm…
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…
Most of the literature on online algorithms in revenue management focuses on settings with irrevocable decisions, where once a decision is made upon the arrival of a new input, it cannot be canceled later. Motivated by modern applications…
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…
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…