Related papers: Prophet Inequalities with Cancellation Costs
Online contention resolution schemes (OCRSs) were proposed by Feldman, Svensson, and Zenklusen as a generic technique to round a fractional solution in the matroid polytope in an online fashion. It has found applications in several…
Numerous recent papers have studied the tension between thickening and clearing a market in (uncertain, online) long-time horizon Markovian settings. In particular, (Aouad and Sarita{\c{c}} EC'20, Collina et al. WINE'20, Kessel et al.…
Online allocation problems with resource constraints have a rich history in operations research. In this paper, we introduce the \emph{regularized online allocation problem}, a variant that includes a non-linear regularizer acting on the…
This paper considers a finite horizon optimal stopping problem for a sequence of independent and identically distributed random variables, where the objective is to design stopping rules that attempt to select the random variable with the…
We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…
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…
Suppose a customer is faced with a sequence of fluctuating prices, such as for airfare or a product sold by a large online retailer. Given distributional information about what price they might face each day, how should they choose when to…
We consider prophet inequalities in a setting where agents correspond to both elements in a matroid and vertices in a graph. A set of agents is feasible if they form both an independent set in the matroid and an independent set in the…
We study a variation of the canonical online resource allocation problem in which resources are throughput, rather than budget, constrained. As in the classical setting, the decision-maker must assign sequentially arriving jobs to one of…
The delayed feedback problem is one of the imperative challenges in online advertising, which is caused by the highly diversified feedback delay of a conversion varying from a few minutes to several days. It is hard to design an appropriate…
We investigate online scheduling with commitment for parallel identical machines. Our objective is to maximize the total processing time of accepted jobs. As soon as a job has been submitted, the commitment constraint forces us to decide…
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…
In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…
In the matroid buyback problem, an algorithm observes a sequence of bids and must decide whether to accept each bid at the moment it arrives, subject to a matroid constraint on the set of accepted bids. Decisions to reject bids are…
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…
When a computer system schedules jobs there is typically a significant cost associated with preempting a job during execution. This cost can be from the expensive task of saving the memory's state and loading data into and out of memory. It…
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…
In this work, we study a scenario where a publisher seeks to maximize its total revenue across two sales channels: guaranteed contracts that promise to deliver a certain number of impressions to the advertisers, and spot demands through an…
We study the single-choice Prophet Inequality problem when the gambler is given access to samples. We show that the optimal competitive ratio of $1/2$ can be achieved with a single sample from each distribution. When the distributions are…
We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…