Related papers: IID Prophet Inequality with Random Horizon: Going …

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…

In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…

Limited lookahead has been studied for decades in perfect-information games. We initiate a new direction via two simultaneous deviation points: generalization to imperfect-information games and a game-theoretic approach. We study how one…

In the "secretary problem", well-known in the theory of optimal stopping, an employer is about to interview a maximum of N secretaries about which she has no prior information. Chow et al. proved that with an optimal strategy the expected…

We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…

We study the greedy-based online algorithm for edge-weighted matching with (one-sided) vertex arrivals in bipartite graphs, and edge arrivals in general graphs. This algorithm was first studied more than a decade ago by Korula and P\'al for…

Consider the following probabilistic one-player game: The board is a graph with $n$ vertices, which initially contains no edges. In each step, a new edge is drawn uniformly at random from all non-edges and is presented to the player,…

This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…

One index satisfies the duality axiom if one agent, who is uniformly more risk-averse than another, accepts a gamble, the latter accepts any less risky gamble under the index. Aumann and Serrano (2008) show that only one index defined for…

Despite having the same basic prophet inequality setup and model of loss aversion, conclusions in our multi-dimensional model differs considerably from the one-dimensional model of Kleinberg et al. For example, Kleinberg et al. gives a…

With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused on finding optimal IDRs that can maximize…

Graph planning gives rise to fundamental algorithmic questions such as shortest path, traveling salesman problem, etc. A classical problem in discrete planning is to consider a weighted graph and construct a path that maximizes the sum of…

In offline imitation learning (IL), we generally assume only a handful of expert trajectories and a supplementary offline dataset from suboptimal behaviors to learn the expert policy. While it is now common to minimize the divergence…

In this paper, we consider zero-sum repeated games in which the maximizer is restricted to strategies requiring no more than a limited amount of randomness. Particularly, we analyze the maxmin payoff of the maximizer in two models: the…

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

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…

An unknown positive number of items arrive at independent uniformly distributed times in the interval [0,1] to a selector, whose task is to pick online the last one. We show that under the assumption of an adversary determining the number…

The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…

We study a risk-aware robot planning problem where a dispatcher must construct a package delivery plan that maximizes the expected reward for a robot delivering packages across multiple epochs. Each package has an associated reward for…

We study the problem of fair online resource allocation via non-monetary mechanisms, where multiple agents repeatedly share a resource without monetary transfers. Previous work has shown that every agent can guarantee $1/2$ of their ideal…