Related papers: Prophet Inequalities with Cancellation Costs
This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…
Online advertising banners are sold in real-time through auctions.Typically, the more banners a user is shown, the smaller the marginalvalue of the next banner for this user is. This fact can be detected bybasic ML models, that can be used…
Due to their numerous applications, in particular in Mechanism Design, Prophet Inequalities have experienced a surge of interest. They describe competitive ratios for basic stopping time problems where random variables get revealed…
In the context of advertising auctions, finding good reserve prices is a notoriously challenging learning problem. This is due to the heterogeneity of ad opportunity types and the non-convexity of the objective function. In this work, we…
In this paper, we propose an online-matching-based model to study the assignment problems arising in a wide range of online-matching markets, including online recommendations, ride-hailing platforms, and crowdsourcing markets. It features…
Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…
We consider the optimal online packet scheduling problem in a single-user energy harvesting wireless communication system, where energy is harvested from natural renewable sources, making future energy arrivals instants and amounts random…
We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…
In this paper, we study $k$-unit single sample prophet inequalities. A seller has $k$ identical, indivisible items to sell. A sequence of buyers arrive one-by-one, with each buyer's private value for the item, $X_i$, revealed to the seller…
The value maximization version of the secretary problem is the problem of hiring a candidate with the largest value from a randomly ordered sequence of candidates. In this work, we consider a setting where predictions of candidate values…
We consider the online resource minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. We rigorously study this…
We initiate the study of online contracts, which integrate the game-theoretic considerations of economic contract theory, with the algorithmic and informational challenges of online algorithm design. Our starting point is the classic online…
Display Ads and the generalized assignment problem are two well-studied online packing problems with important applications in ad allocation and other areas. In both problems, ad impressions arrive online and have to be allocated…
The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…
Correa et al. [EC' 2023] introduced the following trading prophets problem. A trader observes a sequence of stochastic prices for a stock, each drawn from a known distribution, and at each time must decide whether to buy or sell.…
In this paper, we study twelve stochastic input models for online problems and reveal the relationships among the competitive ratios for the models. The competitive ratio is defined as the worst ratio between the expected optimal value and…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
We study the online metric matching problem. There are $m$ servers and $n$ requests located in a metric space, where all servers are available upfront and requests arrive one at a time. Upon the arrival of a new request, it needs to be…
Several well-studied online resource allocation problems can be formulated in terms of infinite, increasing sequences of positive values, in which each element is associated with a corresponding allocation value. Examples include problems…
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…