Related papers: Optimal Stopping with Interdependent Values
We present a recommender system based on the Random Utility Model. Online shoppers are modeled as rational decision makers with limited information, and the recommendation task is formulated as the problem of optimally enriching the…
Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions, in an adversarial, random or selected order, depending on…
We consider an online multi-weighted generalization of several classic online optimization problems, called the online combinatorial assignment problem. We are given an independence system over a ground set of elements and agents that…
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 a repeated Principal Agent problem between a long lived Principal and Agent pair in a prior free setting. In our setting, the sequence of realized states of nature may be adversarially chosen, the Agent is non-myopic, and the…
Many online problems are studied in stochastic settings for which inputs are samples from a known distribution, given in advance, or from an unknown distribution. Such distributions model both beyond-worst-case inputs and, when given,…
Prophet inequalities compare the expected performance of an online algorithm for a stochastic optimization problem to the expected optimal solution in hindsight. They are a major alternative to classic worst-case competitive analysis, of…
In this work we initiate the study of buy-and-sell prophet inequalities. We start by considering what is arguably the most fundamental setting. In this setting the online algorithm observes a sequence of prices one after the other. At each…
We study secretary problems in settings with multiple agents. In the standard secretary problem, a sequence of arbitrary awards arrive online, in a random order, and a single decision maker makes an immediate and irrevocable decision…
Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…
People are often reluctant to sell a house, or shares of stock, below the price at which they originally bought it. While this is generally not consistent with rational utility maximization, it does reflect two strong empirical regularities…
We present pricing mechanisms for several online resource allocation problems which obtain tight or nearly tight approximations to social welfare. In our settings, buyers arrive online and purchase bundles of items; buyers' values for 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…
Agents often have individual goals which depend on a group's actions. If agents trust a forecast of collective action and adapt strategically, such prediction can influence outcomes non-trivially, resulting in a form of performative…
In learning-augmented online algorithms, predictions are usually valued for what they say: a value estimate, a solution, or an algorithmic recommendation. This paper shows that predictions can also be valuable solely due to their arrival…
We consider dominant strategy implementation in private values settings, when agents have multi-dimensional types, the set of alternatives is finite, monetary transfers are allowed, and agents have quasi-linear utilities. We show that any…
In the prophet secretary problem, $n$ values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most $k$…
The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…
We consider a multi-agent delegation mechanism without money. In our model, given a set of agents, each agent has a fixed number of solutions which is exogenous to the mechanism, and privately sends a signal, e.g., a subset of solutions, to…
We consider the single-item interdependent value setting, where there is a monopolist, $n$ buyers, and each buyer has a private signal $s_i$ describing a piece of information about the item. Each bidder $i$ also has a valuation function…