Related papers: Sample-Based Matroid Prophet Inequalities
In a classical online decision problem, a decision-maker who is trying to maximize her value inspects a sequence of arriving items to learn their values (drawn from known distributions), and decides when to stop the process by taking the…
We study the prophet inequality, a fundamental problem in online decision-making and optimal stopping, in a practical setting where rewards are observed only through noisy realizations and reward distributions are unknown. At each stage,…
We provide a simple $(1-O(\frac{1}{\sqrt{k}}))$-selectable Online Contention Resolution Scheme for $k$-uniform matroids against a fixed-order adversary. If $A_i$ and $G_i$ denote the set of selected elements and the set of realized active…
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 explore a prophet inequality problem, where the values of a sequence of items are drawn i.i.d. from some distribution, and an online decision maker must select one item irrevocably. We establish that $\mathrm{CR}_{\ell}$ the worst-case…
In the classical prophet inequality settings, a gambler is given a sequence of $n$ random variables $X_1, \dots, X_n$, taken from known distributions, observes their values in this (potentially adversarial) order, and select one of them,…
We provide prophet inequality algorithms for online weighted matching in general (non-bipartite) graphs, under two well-studied arrival models, namely edge arrival and vertex arrival. The weight of each edge is drawn independently from an…
Hill and Kertz studied the prophet inequality on iid distributions [The Annals of Probability 1982]. They proved a theoretical bound of $1-\frac{1}{e}$ on the approximation factor of their algorithm. They conjectured that the best…
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…
A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables $X_1,\dots,X_n$ drawn independently from a distribution $F$,…
A prophet inequality states, for some $\alpha\in[0,1]$, that the expected value achievable by a gambler who sequentially observes random variables $X_1,\dots,X_n$ and selects one of them is at least an $\alpha$ fraction of the maximum value…
We initiate the study of the prophet inequality problem through the resource augmentation framework in scenarios when the values of the rewards are correlated. Our goal is to determine the number of additional rewards an online algorithm…
The most well-known conjecture in the context of matroid secretary problems claims the existence of a constant-factor approximation applicable to any matroid. Whereas this conjecture remains open, modified forms of it were shown to be true,…
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…
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…
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…
One of the classic problems in online decision-making is the *secretary problem* where to goal is to maximize the probability of choosing the largest number from a randomly ordered sequence. A natural extension allows selecting multiple…
Prophet inequalities are fundamental optimal stopping problems, where a decision-maker observes sequentially items with values sampled independently from known distributions, and must decide at each new observation to either stop and gain…
In the matroid secretary problem, the elements of a matroid $\mathcal{M}$ arrive in random order. Once we observe an item we need to irrevocably decide whether or not to accept it. The set of selected elements should form an independent set…
Only recently progress has been made in obtaining $o(\log(\mathrm{rank}))$-competitive algorithms for the matroid secretary problem. More precisely, Chakraborty and Lachish (2012) presented a $O(\sqrt{\log(\mathrm{rank})})$-competitive…