Related papers: Optimal Stopping with a Predicted Prior
In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent…
Individuals use models to guide decisions, but many models are wrong. This paper studies which misspecified models are likely to persist when individuals also entertain alternative models. Consider an agent who uses her model to learn the…
We study the polynomial-time approximability of the optimal online stochastic bipartite matching algorithm, initiated by Papadimitriou et al. (EC'21). Here, nodes on one side of the graph are given upfront, while at each time $t$, an online…
The prophet inequality is one of the cornerstone problems in optimal stopping theory and has become a crucial tool for designing sequential algorithms in Bayesian settings. In the i.i.d. $k$-selection prophet inequality problem, we…
We consider generalizations of the classical secretary problem, also known as the problem of optimal choice, to posets where the only information we have is the size of the poset and the number of maximal elements. We show that, given this…
The absence of an algorithm that effectively monitors deep learning models used in side-channel attacks increases the difficulty of evaluation. If the attack is unsuccessful, the question is if we are dealing with a resistant implementation…
We develop a Bayesian model for decision-making under time pressure with endogenous information acquisition. In our model, the decision maker decides when to observe (costly) information by sampling an underlying continuous-time stochastic…
We extend the classical setting of an optimal stopping problem under full information to include for problems with an unknown state. The framework allows the unknown state to influence (i) the drift of the underlying process, (ii) the…
Following a line of work that takes advantage of vast machine-learned data to enhance online algorithms with (possibly erroneous) information about future inputs, we consider predictions in the context of deterministic algorithms for the…
Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…
We consider the problem of selling perishable items to a stream of buyers in order to maximize social welfare. A seller starts with a set of identical items, and each arriving buyer wants any one item, and has a valuation drawn i.i.d. from…
In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions…
Among the various aspects of algorithmic fairness studied in recent years, the tension between satisfying both \textit{sufficiency} and \textit{separation} -- e.g. the ratios of positive or negative predictive values, and false positive or…
In the classical secretary problem, $n$ ranked items arrive one by one, and each item's rank relative to its predecessors is noted. The observer must select or reject each item as it arrives, with the object of selecting the item of highest…
We study variants of the secretary problem, where $N$, the number of candidates, is a random variable, and the decision maker wants to maximize the probability of success -- picking the largest number among the $N$ candidates -- using only…
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…
We investigate the role of commitment in optimal stopping by studying all the variants between Prophet Inequality (PI) and Pandora's Box (PB). Both problems deal with a set of variables drawn from known distributions. In PI the gambler…
In bipartite matching problems, agents on two sides of a graph want to be paired according to their preferences. The stability of a matching depends on these preferences, which in uncertain environments also reflect agents' beliefs about…
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…
Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…