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In numerous online selection problems, decision-makers (DMs) must allocate on the fly limited resources to customers with uncertain values. The DM faces the tension between allocating resources to currently observed values and saving them…

Computer Science and Game Theory · Computer Science 2025-11-04 Yihua Xu , Süleyman Kerimov , Sebastian Perez-Salazar

We investigate non-adaptive algorithms for matroid prophet inequalities. Matroid prophet inequalities have been considered resolved since 2012 when [KW12] introduced thresholds that guarantee a tight 2-approximation to the prophet; however,…

Data Structures and Algorithms · Computer Science 2020-11-19 Shuchi Chawla , Kira Goldner , Anna R. Karlin , J. Benjamin Miller

We consider Bayesian online selection problem of a matching in bipartite graphs, i.e., online weighted matching problem with edge arrivals where online algorithm knows distributions of weights, that corresponds to the intersection of two…

Computer Science and Game Theory · Computer Science 2019-02-19 Nick Gravin , Hongao Wang

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

In online sales, sellers usually offer each potential buyer a posted price in a take-it-or-leave fashion. Buyers can sometimes see posted prices faced by other buyers, and changing the price frequently could be considered unfair. The…

Computer Science and Game Theory · Computer Science 2023-08-15 Sebastian Perez-Salazar , Mohit Singh , Alejandro Toriello

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…

Data Structures and Algorithms · Computer Science 2025-01-16 Kiarash Banihashem , MohammadTaghi Hajiaghayi , Dariusz R. Kowalski , Piotr Krysta , Danny Mittal , Jan Olkowski

We consider the online stochastic matching problem for bipartite graphs where edges adjacent to an online node must be probed to determine if they exist, based on known edge probabilities. Our algorithms respect commitment, in that if a…

Discrete Mathematics · Computer Science 2021-08-02 Allan Borodin , Calum MacRury , Akash Rakheja

One proposes a first alternative rule of combination to WAO (Weighted Average Operator) proposed recently by Josang, Daniel and Vannoorenberghe, called Proportional Conflict Redistribution rule (denoted PCR1). PCR1 and WAO are particular…

Artificial Intelligence · Computer Science 2007-05-23 Florentin Smarandache , Jean Dezert

We study a pricing problem where a seller has $k$ identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When $k=1$, this is the so called "prophet inequality" problem…

Computer Science and Game Theory · Computer Science 2023-06-21 Shuchi Chawla , Nikhil Devanur , Thodoris Lykouris

Online Learning to Rank (OL2R) eliminates the need of explicit relevance annotation by directly optimizing the rankers from their interactions with users. However, the required exploration drives it away from successful practices in offline…

Machine Learning · Computer Science 2021-06-03 Yiling Jia , Huazheng Wang , Stephen Guo , Hongning Wang

This paper develops a general framework for conducting inference on the rank of an unknown matrix $\Pi_0$. A defining feature of our setup is the null hypothesis of the form $\mathrm H_0: \mathrm{rank}(\Pi_0)\le r$. The problem is of first…

Econometrics · Economics 2019-03-26 Qihui Chen , Zheng Fang

We study a continuous and infinite time horizon counterpart to the classic prophet inequality, which we term the stationary prophet inequality problem. Here, copies of a good arrive and perish according to Poisson point processes. Buyers…

Data Structures and Algorithms · Computer Science 2021-07-23 Kristen Kessel , Amin Saberi , Ali Shameli , David Wajc

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

We introduce the abstract problem of rounding an unknown fractional bipartite $b$-matching $\bf{x}$ revealed online (e.g., output by an online fractional algorithm), exposed node-by-node on~one~side. The objective is to maximize the…

Data Structures and Algorithms · Computer Science 2024-10-30 Joseph , Naor , Aravind Srinivasan , David Wajc

We consider the problem of optimizing a coverage function under a $\ell$-matchoid of rank $k$. We design fixed-parameter algorithms as well as streaming algorithms to compute an exact solution. Unlike previous work that presumes linear…

Data Structures and Algorithms · Computer Science 2022-12-14 Chien-Chung Huang , Justin Ward

Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…

General Economics · Economics 2026-02-27 Salvatore Greco , Sajid Siraj , Michele Lundy

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

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…

Data Structures and Algorithms · Computer Science 2025-09-12 Aviad Rubinstein , Jack Z. Wang , S. Matthew Weinberg

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,…

Computer Science and Game Theory · Computer Science 2024-04-19 Sariel Har-Peled , Elfarouk Harb , Vasilis Livanos

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,…

Machine Learning · Statistics 2026-04-03 Jung-hun Kim , Vianney Perchet