Related papers: Combinatorial Stationary Prophet Inequalities
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…
We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…
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,…
In the Prophet Secretary problem, samples from a known set of probability distributions arrive one by one in a uniformly random order, and an algorithm must irrevocably pick one of the samples as soon as it arrives. The goal is to maximize…
We study generalizations of the "Prophet Inequality" and "Secretary Problem", where the algorithm is restricted to an arbitrary downward-closed set system. For {0,1}-values, we give O(log n)-competitive algorithms for both problems. This is…
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…
We study the i.i.d. $k$-selection prophet inequality problem, where a decision-maker sequentially observes $n$ independent nonnegative rewards and may accept at most $k$ of them without knowledge of future realizations. The objective is to…
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…
We use contention resolution schemes (CRS) to derive algorithms for the fair rationing of a single resource when agents have stochastic demands. We aim to provide ex-ante guarantees on the level of service provided to each agent, who may…
We consider prophet inequalities for XOS and MPH-$k$ combinatorial auctions and give a simplified proof for the existence of static and anonymous item prices which recover the state-of-the-art competitive ratios. Our proofs make use of a…
We study online contention resolution schemes (OCRSs) and prophet inequalities for non-product distributions. Specifically, when the active set is sampled according to a pairwise-independent (PI) distribution, we show a…
A prophet inequality states, for some $\alpha\in[0,1]$, that the expected value achievable by a gambler who sequentially observes random variables $X_1,\dots,X_n$ and selects one of them is at least an $\alpha$ fraction of the maximum value…
We introduce a new decomposition technique for random variables that maps a generic instance of the prophet inequalities problem to a new instance where all but a constant number of variables have a tractable structure that we refer to as…
In the online 2-bounded auction problem, we have a collection of items represented as nodes in a graph and bundles of size two represented by edges. Agents are presented sequentially, each with a random weight function over the bundles. The…
We introduce a model of competing agents in a prophet setting, where rewards arrive online, and decisions are made immediately and irrevocably. The rewards are unknown from the outset, but they are drawn from a known probability…
In modern sample-driven Prophet Inequality, an adversary chooses a sequence of $n$ items with values $v_1, v_2, \ldots, v_n$ to be presented to a decision maker (DM). The process follows in two phases. In the first phase (sampling phase),…
In online sales, sellers usually offer each potential buyer a posted price in a take-it-or-leave fashion. Buyers can sometimes see posted prices faced by other buyers, and changing the price frequently could be considered unfair. The…
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…
In the classical prophet inequality settings, a gambler is given a sequence of $n$ random variables $X_1, \dots, X_n$, taken from known distributions, observes their values in this (potentially adversarial) order, and select one of them,…
The prophet inequality is one of the cornerstone problems in optimal stopping theory and has become a crucial tool for designing sequential algorithms in Bayesian settings. In the i.i.d. $k$-selection prophet inequality problem, we…