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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…

Data Structures and Algorithms · Computer Science 2024-06-19 Hu Fu , Pinyan Lu , Zhihao Gavin Tang , Hongxun Wu , Jinzhao Wu , Qianfan Zhang

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

Competition complexity formalizes a compelling intuition: rather than refining the mechanism, how much additional competition is sufficient for a simple mechanism to compete with an optimal one? We begin the study of this question in…

Computer Science and Game Theory · Computer Science 2026-02-25 Eugenio Cruz-Ossa , Sebastian Perez-Salazar , Victor Verdugo

We study the classic single-choice prophet inequality problem through a resource augmentation lens. Our goal is to bound the $(1-\varepsilon)$-competition complexity of different types of online algorithms. This metric asks for the smallest…

Computer Science and Game Theory · Computer Science 2024-02-23 Johannes Brustle , José Correa , Paul Dütting , Tomer Ezra , Michal Feldman , Victor Verdugo

Prophet inequalities bound the expected reward that can be obtained in a stopping problem by the optimal reward of its corresponding off-line version. We propose a systematic technique for deriving prophet inequalities for stopping problems…

Theoretical Economics · Economics 2026-02-10 Halil I. Bayrak , Mustafa Ç. Pınar , Rakesh Vohra

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…

Data Structures and Algorithms · Computer Science 2025-01-13 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

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…

Data Structures and Algorithms · Computer Science 2017-06-01 Melika Abolhasani , Soheil Ehsani , Hosein Esfandiari , MohammadTaghi Hajiaghayi , Robert Kleinberg , Brendan Lucier

Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowed to stop the sequence at any time, claiming a reward equal to the most recent observation. The famous prophet inequality of Krengel,…

Data Structures and Algorithms · Computer Science 2012-01-24 Robert Kleinberg , S. Matthew Weinberg

We consider the matroid prophet inequality problem. This problem has been extensively studied in the case of adaptive mechanisms. In particular, there is a tight $2$-competitive mechanism for all matroids. However, it is not known what…

Computer Science and Game Theory · Computer Science 2024-08-09 Kanstantsin Pashkovich , Alice Sayutina

The prophet inequalities problem has received significant study over the past decades and has several applications such as to online auctions. In this paper, we study two variants of the i.i.d. prophet inequalities problem, namely the…

Data Structures and Algorithms · Computer Science 2020-12-01 William Marshall , Nolan Miranda , Albert Zuo

Motivated by the growing interest in correlation-robust stochastic optimization, we investigate stochastic selection problems beyond independence. Specifically, we consider the instructive case of pairwise-independent priors and matroid…

Data Structures and Algorithms · Computer Science 2024-03-19 Shaddin Dughmi , Yusuf Hakan Kalayci , Neel Patel

We study the prophet inequality when the gambler has an access only to a single sample from each distribution. Rubinstein, Wang and Weinberg showed that an optimal guarantee of 1/2 can be achieved when the underlying matroid has rank 1,…

Computer Science and Game Theory · Computer Science 2023-07-03 Kanstantsin Pashkovich , Alice Sayutina

Numerous recent papers have studied the tension between thickening and clearing a market in (uncertain, online) long-time horizon Markovian settings. In particular, (Aouad and Sarita{\c{c}} EC'20, Collina et al. WINE'20, Kessel et al.…

Computer Science and Game Theory · Computer Science 2024-01-23 Neel Patel , David Wajc

We study a variant of the single-choice prophet inequality problem where the decision-maker does not know the underlying distribution and has only access to a set of samples from the distributions. Rubinstein et al. [2020] showed that the…

Computer Science and Game Theory · Computer Science 2024-09-04 Tomer Ezra

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

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…

Data Structures and Algorithms · Computer Science 2023-11-28 Atanas Dinev , S. Matthew Weinberg

Prophet inequalities compare online stopping strategies against an omniscient "prophet" using distributional knowledge. In this work, we augment this model with a conservative prediction of the maximum realized value. We quantify the…

Computer Science and Game Theory · Computer Science 2026-02-20 Johannes Brüstle , Ilan Reuven Cohen , Stefano Leonardi

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

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…

Data Structures and Algorithms · Computer Science 2025-07-15 Moran Feldman , Ola Svensson , Rico Zenklusen

Prophet inequalities and secretary problems have been extensively studied in recent years due to their elegance, connections to online algorithms, stochastic optimization, and mechanism design problems in game theoretic settings. Rubinstein…

Data Structures and Algorithms · Computer Science 2021-07-09 Chandra Chekuri , Vasilis Livanos
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