Related papers: Optimal Stopping with a Predicted Prior
We study the classical problem of prediction with expert advice in the adversarial setting with a geometric stopping time. In 1965, Cover gave the optimal algorithm for the case of 2 experts. In this paper, we design the optimal algorithm,…
Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…
This paper studies Makespan Minimization in the secretary model. Formally, jobs, specified by their processing times, are presented in a uniformly random order. An online algorithm has to assign each job permanently and irrevocably to one…
We consider the classical online bipartite matching problem in the probe-commit model. In this problem, when an online vertex arrives, its edges must be probed to determine if they exist, based on known edge probabilities. A probing…
We consider the secretary problem through the lens of learning-augmented algorithms. As it is known that the best possible expected competitive ratio is $1/e$ in the classic setting without predictions, a natural goal is to design…
Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…
In high-stakes applications, predictive models must not only produce accurate predictions but also quantify and communicate their uncertainty. Reject-option prediction addresses this by allowing the model to abstain when prediction…
Matching is one of the most fundamental and broadly applicable problems across many domains. In these diverse real-world applications, there is often a degree of uncertainty in the input which has led to the study of stochastic matching…
We introduce a variant of the classic prophet inequality, called \emph{residual prophet inequality} (RPI). In the RPI problem, we consider a finite sequence of $n$ nonnegative independent random values with known distributions, and a known…
We study a repeated Principal Agent problem between a long lived Principal and Agent pair in a prior free setting. In our setting, the sequence of realized states of nature may be adversarially chosen, the Agent is non-myopic, and the…
In this work we consider optimal stopping problems with conditional convex risk measures called optimised certainty equivalents. Without assuming any kind of time-consistency for the underlying family of risk measures, we derive a novel…
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…
Sellers in online markets face the challenge of determining the right time to sell in view of uncertain future offers. Classical stopping theory assumes that sellers have full knowledge of the value distributions, and leverage this…
In their seminal paper that initiated the field of algorithmic mechanism design, \citet{NR99} studied the problem of designing strategyproof mechanisms for scheduling jobs on unrelated machines aiming to minimize the makespan. They provided…
We study the secretary problem in which rank-ordered lists are generated by the Mallows model and the goal is to identify the highest-ranked candidate through a sequential interview process which does not allow rejected candidates to be…
We study how a principal can jointly shape an agent's timing and action through information. We develop a revelation principle: with intertemporal commitment, the problem simplifies to choosing a joint distribution over stopping times and…
Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal…
We study the problem of mechanism design for allocating a set of indivisible items among agents with private preferences on items. We are interested in such a mechanism that is strategyproof (where agents' best strategy is to report their…
We study a generalization of the secretary problem, where decisions do not have to be made immediately upon candidates' arrivals. After arriving, each candidate stays in the system for some (random) amount of time and then leaves, whereupon…
This paper introduces a heuristic framework for the Best Secretary Problem, where one item must be selected using rank information only. We develop five data-responsive rules extending classical fixed-cutoff methods: an expected-record…