Related papers: The Competition Complexity of Prophet Inequalities…
Suppose a customer is faced with a sequence of fluctuating prices, such as for airfare or a product sold by a large online retailer. Given distributional information about what price they might face each day, how should they choose when to…
We consider descending price auctions for selling $m$ units of a good to unit demand i.i.d. buyers where there is an exogenous bound of $k$ on the number of price levels the auction clock can take. The auctioneer's problem is to choose…
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…
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…
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…
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…
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…
Our work introduces the effect of supply/demand imbalances into the literature on online matching with stochastic rewards in bipartite graphs. We provide a parameterized definition that characterizes instances as over- or undersupplied (or…
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…
Online allocation problems with resource constraints have a rich history in operations research. In this paper, we introduce the \emph{regularized online allocation problem}, a variant that includes a non-linear regularizer acting on the…
We introduce a novel framework of Prophet Inequalities for combinatorial valuation functions. For a (non-monotone) submodular objective function over an arbitrary matroid feasibility constraint, we give an $O(1)$-competitive algorithm. For…
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop and pick the current sample or to continue and lose that…
There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…
We consider prophet inequalities in a setting where agents correspond to both elements in a matroid and vertices in a graph. A set of agents is feasible if they form both an independent set in the matroid and an independent set in the…
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.…
There are two major models of value uncertainty in the optimal stopping literature: the secretary model, which assumes no prior knowledge, and the prophet inequality model, which assumes full information about value distributions. In…
We study matroid prophet inequalities when distributions are unknown and accessible only through samples. While single-sample prophet inequalities for special matroids are known, no constant-factor competitive algorithm with even a…
We investigate online algorithms for maximum (weight) independent set on graph classes with bounded inductive independence number like, e.g., interval and disk graphs with applications to, e.g., task scheduling and spectrum allocation. In…
Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…
We introduce a new decomposition technique for random variables that maps a generic instance of the prophet inequalities problem to a new instance where all but a constant number of variables have a tractable structure that we refer to as…