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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…

Machine Learning · Computer Science 2024-09-12 Tomer Ezra , Tamar Garbuz

Over the past two decades, significant strides have been made in stochastic problems such as revenue-optimal auction design and prophet inequalities, traditionally modeled with $n$ independent random variables to represent the values of $n$…

Computer Science and Game Theory · Computer Science 2024-06-11 Vasilis Livanos , Kalen Patton , Sahil Singla

We consider prophet inequalities subject to feasibility constraints that are the intersection of $q$ matroids. The best-known algorithms achieve a $\Theta(q)$-approximation, even when restricted to instances that are the intersection of $q$…

Computer Science and Game Theory · Computer Science 2022-09-14 Raghuvansh R. Saxena , Santhoshini Velusamy , S. Matthew Weinberg

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…

Data Structures and Algorithms · Computer Science 2024-11-19 Ziyad Benomar , Dorian Baudry , Vianney Perchet

Consider the problem: we are given $n$ boxes, labeled $\{1,2,\ldots, n\}$ by an adversary, each containing a single number chosen from an unknown distribution; these $n$ distributions are not necessarily identical. We are also given an…

Data Structures and Algorithms · Computer Science 2024-05-13 Mohammad Taghi Hajiaghayi , Dariusz R. Kowalski , Piotr Krysta , Jan Olkowski

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…

Data Structures and Algorithms · Computer Science 2020-05-26 Nicole Immorlica , Sahil Singla , Bo Waggoner

In the ordinal Matroid Secretary Problem (MSP), elements from a weighted matroid are presented in random order to an algorithm that must incrementally select a large weight independent set. However, the algorithm can only compare pairs of…

Data Structures and Algorithms · Computer Science 2018-02-07 José A. Soto , Abner Turkieltaub , Victor Verdugo

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…

Data Structures and Algorithms · Computer Science 2019-07-17 Jackie Baek , Will Ma

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,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

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

Computer Science and Game Theory · Computer Science 2024-11-19 Tomer Ezra , Tamar Garbuz

In the prophet inequality problem, a gambler faces a sequence of items arriving online with values drawn independently from known distributions. On seeing an item, the gambler must choose whether to accept its value as her reward and quit…

Data Structures and Algorithms · Computer Science 2023-05-23 Archit Bubna , Ashish Chiplunkar

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…

Data Structures and Algorithms · Computer Science 2016-11-03 Aviad Rubinstein , Sahil Singla

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…

Data Structures and Algorithms · Computer Science 2020-01-06 Mohammad Shadravan

In the online metric matching problem, $n$ servers and $n$ requests lie in a metric space. Servers are available upfront, and requests arrive sequentially. An arriving request must be matched immediately and irrevocably to an available…

Data Structures and Algorithms · Computer Science 2026-04-22 Yingxi Li , Ellen Vitercik , Mingwei Yang

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…

Data Structures and Algorithms · Computer Science 2023-05-26 José Correa , Andrés Cristi , Paul Dütting , Mohammad Hajiaghayi , Jan Olkowski , Kevin Schewior

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

We study a class of Bayesian online selection problems with matroid constraints. Consider a vendor who has several items to sell, with the set of sold items being subject to some structural constraints, e.g., the set of sold items should be…

Computer Science and Game Theory · Computer Science 2024-06-04 Ian DeHaan , Kanstantsin Pashkovich

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…

Data Structures and Algorithms · Computer Science 2020-11-24 José Correa , Paul Dütting , Felix Fischer , Kevin Schewior , Bruno Ziliotto

Online contention resolution schemes (OCRSs) are effective rounding techniques for online stochastic combinatorial optimization problems. These schemes randomly and sequentially round a fractional solution to a relaxed problem that can be…

Computer Science and Game Theory · Computer Science 2023-10-02 Toru Yoshinaga , Yasushi Kawase

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