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Related papers: Combinatorial Stationary Prophet Inequalities

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Prophet inequalities are performance guarantees for online algorithms (a.k.a. stopping rules) solving the following "hiring problem": a decision maker sequentially inspects candidates whose values are independent random numbers and is asked…

Data Structures and Algorithms · Computer Science 2022-05-23 Makis Arsenis , Robert Kleinberg

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…

Data Structures and Algorithms · Computer Science 2018-12-31 Jack Wang

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…

Computer Science and Game Theory · Computer Science 2024-06-21 Andrés Cristi , Sigal Oren

The secretary problem is a classic model for online decision making. Recently, combinatorial extensions such as matroid or matching secretary problems have become an important tool to study algorithmic problems in dynamic markets. Here the…

Data Structures and Algorithms · Computer Science 2017-08-28 Martin Hoefer , Bojana Kodric

Consider a gambler and a prophet who observe a sequence of independent, non-negative numbers. The gambler sees the numbers one-by-one whereas the prophet sees the entire sequence at once. The goal of both is to decide on fractions of each…

Data Structures and Algorithms · Computer Science 2013-07-22 Paul Duetting , Robert Kleinberg

We show that the matroid secretary problem is equivalent to correlated contention resolution in the online random-order model. Specifically, the matroid secretary conjecture is true if and only if every matroid admits an online random-order…

Data Structures and Algorithms · Computer Science 2022-01-04 Shaddin Dughmi

We introduce a variant of the classic prophet inequality, called \emph{residual prophet inequality} (RPI). In the RPI problem, we consider a finite sequence of $n$ nonnegative independent random values with known distributions, and a known…

Data Structures and Algorithms · Computer Science 2025-07-24 Jose Correa , Sebastian Perez-Salazar , Dana Pizarro , Bruno Ziliotto

We consider the classical online bipartite matching problem in the probe-commit model. In this problem, when an online vertex arrives, its edges must be probed to determine if they exist, based on known edge probabilities. A probing…

Data Structures and Algorithms · Computer Science 2024-12-16 Allan Borodin , Calum MacRury

Prophet inequalities are a cornerstone in optimal stopping and online decision-making. Traditionally, they involve the sequential observation of $n$ non-negative independent random variables and face irrevocable accept-or-reject choices.…

Computer Science and Game Theory · Computer Science 2024-08-22 Sebastian Perez-Salazar , Victor Verdugo

The I.I.D. Prophet Inequality is a fundamental problem where, given $n$ independent random variables $X_1,\dots,X_n$ drawn from a known distribution $\mathcal{D}$, one has to decide at every step $i$ whether to stop and accept $X_i$ or…

Computer Science and Game Theory · Computer Science 2024-12-02 Vasilis Livanos , Ruta Mehta

In the adaptive ProbeMax problem, given a collection of mutually-independent random variables $X_1, \ldots, X_n$, our goal is to design an adaptive probing policy for sequentially sampling at most $k$ of these variables, with the objective…

Data Structures and Algorithms · Computer Science 2022-10-17 Guillermo Gallego , Danny Segev

Prophet inequalities are a central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given distribution. Upon observing each value, the gambler either…

Data Structures and Algorithms · Computer Science 2025-06-23 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

Prophet inequalities are a useful tool for designing online allocation procedures and comparing their performance to the optimal offline allocation. In the basic setting of $k$-unit prophet inequalities, the well-known procedure of Alaei…

Computer Science and Game Theory · Computer Science 2023-10-10 Jiashuo Jiang , Will Ma , Jiawei Zhang

We study threshold testing, an elementary probing model with the goal to choose a large value out of $n$ i.i.d. random variables. An algorithm can test each variable $X_i$ once for some threshold $t_i$, and the test returns binary feedback…

Data Structures and Algorithms · Computer Science 2024-06-13 Martin Hoefer , Kevin Schewior

In the (discrete) CNN problem, online requests appear as points in $\mathbb{R}^2$. Each request must be served before the next one is revealed. We have a server that can serve a request simply by aligning either its $x$ or $y$ coordinate…

Data Structures and Algorithms · Computer Science 2012-06-20 John Augustine , Nick Gravin

Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…

Data Structures and Algorithms · Computer Science 2020-10-20 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

We introduce the \textit{prophet inequality with uncertain acceptance} model, in which a decision maker sequentially observes a sequence of independent options, each characterized by a value $x_i$ and an acceptance probability $p_i$, both…

Computer Science and Game Theory · Computer Science 2026-03-25 Emile Martinez , Felipe Garrido-Lucero , Umberto Grandi , Sebastian Pérez-Salazar

Matching is one of the most fundamental and broadly applicable problems across many domains. In these diverse real-world applications, there is often a degree of uncertainty in the input which has led to the study of stochastic matching…

Data Structures and Algorithms · Computer Science 2026-04-21 Brian Brubach , Nathaniel Grammel , Will Ma , Calum MacRury , Aravind Srinivasan

We introduce a new measure for the performance of online algorithms in Bayesian settings, where the input is drawn from a known prior, but the realizations are revealed one-by-one in an online fashion. Our new measure is called…

Computer Science and Game Theory · Computer Science 2022-11-07 Tomer Ezra , Michal Feldman , Nick Gravin , Zhihao Gavin Tang

Our work introduces the effect of supply/demand imbalances into the literature on online matching with stochastic rewards in bipartite graphs. We provide a parameterized definition that characterizes instances as over- or undersupplied (or…

Data Structures and Algorithms · Computer Science 2025-02-12 Benjamin Barrientos , Daniel Freund , Daniela Saban
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