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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…

Optimization and Control · Mathematics 2026-02-24 Jieming Kong , Karthyek Murthy

In the classical prophet inequality, a gambler faces a sequence of items, whose values are drawn independently from known distributions. Upon the arrival of each item, its value is realized and the gambler either accepts it and the game…

Data Structures and Algorithms · Computer Science 2022-04-05 Bo Peng , Zhihao Gavin Tang

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 prophet inequality problem, a gambler faces a sequence of items arriving online with values drawn independently from known distributions. On seeing an item, the gambler must choose whether to accept its value as her reward and quit…

Data Structures and Algorithms · Computer Science 2023-05-23 Archit Bubna , Ashish Chiplunkar

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…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…

Machine Learning · Computer Science 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

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…

Computer Science and Game Theory · Computer Science 2024-10-17 José Soto , Victor Verdugo

Optimal stopping theory is a powerful tool for analyzing scenarios such as online auctions in which we generally require optimizing an objective function over the space of stopping rules for an allocation process under uncertainty. Perhaps…

Computer Science and Game Theory · Computer Science 2015-10-16 Hossein Esfandiari , MohammadTaghi Hajiaghayi , Vahid Liaghat , Morteza Monemizadeh

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…

Data Structures and Algorithms · Computer Science 2021-08-03 Paul Dütting , Federico Fusco , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

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…

Computer Science and Game Theory · Computer Science 2023-05-19 Paul Dütting , Evangelia Gergatsouli , Rojin Rezvan , Yifeng Teng , Alexandros Tsigonias-Dimitriadis

We study the polynomial-time approximability of the optimal online stochastic bipartite matching algorithm, initiated by Papadimitriou et al. (EC'21). Here, nodes on one side of the graph are given upfront, while at each time $t$, an online…

Data Structures and Algorithms · Computer Science 2024-07-23 Mark Braverman , Mahsa Derakhshan , Tristan Pollner , Amin Saberi , David Wajc

Prophet inequality concerns a basic optimal stopping problem and states that simple threshold stopping policies -- i.e., accepting the first reward larger than a certain threshold -- can achieve tight $\frac{1}{2}$-approximation to the…

Computer Science and Game Theory · Computer Science 2024-10-31 Wei Tang , Haifeng Xu , Ruimin Zhang , Derek Zhu

We consider a combinatorial auction setting where buyers have fractionally subadditive (XOS) valuations over the items and the seller's objective is to maximize the social welfare. A prophet inequality in this setting bounds the competitive…

Computer Science and Game Theory · Computer Science 2025-05-23 Shuchi Chawla , Trung Dang , Zhiyi Huang , Yifan Wang

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…

Data Structures and Algorithms · Computer Science 2024-11-05 Ziyun Chen , Zhiyi Huang , Dongchen Li , Zhihao Gavin Tang

There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

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…

Computer Science and Game Theory · Computer Science 2021-07-02 Tomer Ezra , Michal Feldman , Ron Kupfer

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…

Computer Science and Game Theory · Computer Science 2019-11-07 Tomer Ezra , Michal Feldman , Ilan Nehama

In the single stock trading prophet problem formulated by Correa et al.\ (2023), an online algorithm observes a sequence of prices of a stock. At each step, the algorithm can either buy the stock by paying the current price if it doesn't…

Data Structures and Algorithms · Computer Science 2025-04-21 Surbhi Rajput , Ashish Chiplunkar , Rohit Vaish

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),…

Optimization and Control · Mathematics 2022-09-30 Krishnendu Chatterjee , Mona Mohammadi , Raimundo Saona

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