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Related papers: Prophet and Secretary at the Same Time

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Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions, in an adversarial, random or selected order, depending on…

Data Structures and Algorithms · Computer Science 2024-11-05 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

This paper considers a finite horizon optimal stopping problem for a sequence of independent and identically distributed random variables, where the objective is to design stopping rules that attempt to select the random variable with the…

Probability · Mathematics 2026-05-20 Alexander Goldenshluger , Yaakov Malinovsky , Assaf Zeevi

Prophet inequalities are a central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given distribution. Upon observing each value, the gambler either…

Data Structures and Algorithms · Computer Science 2025-06-23 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

We present a general framework for stochastic online maximization problems with combinatorial feasibility constraints. The framework establishes prophet inequalities by constructing price-based online approximation algorithms, a natural…

Computer Science and Game Theory · Computer Science 2017-07-11 Paul Dütting , Michal Feldman , Thomas Kesselheim , Brendan Lucier

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…

Data Structures and Algorithms · Computer Science 2020-11-10 Allen Liu , Renato Paes Leme , Martin Pal , Jon Schneider , Balasubramanian Sivan

The I.I.D. Prophet Inequality is a fundamental problem where, given $n$ independent random variables $X_1,\dots,X_n$ drawn from a known distribution $\mathcal{D}$, one has to decide at every step $i$ whether to stop and accept $X_i$ or…

Computer Science and Game Theory · Computer Science 2024-12-02 Vasilis Livanos , Ruta Mehta

The secretary problem is one of the fundamental problems in online decision making; a tight competitive ratio for this problem of $1/\mathrm{e} \approx 0.368$ has been known since the 1960s. Much more recently, the study of algorithms with…

Data Structures and Algorithms · Computer Science 2024-10-01 Alexander Braun , Sherry Sarkar

Candidates arrive sequentially for an interview process which results in them being ranked relative to their predecessors. Based on the ranks available at each time, one must develop a decision mechanism that selects or dismisses the…

Data Structures and Algorithms · Computer Science 2024-05-08 George V. Moustakides , Xujun Liu , Olgica Milenkovic

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

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

Prophet inequality concerns a basic optimal stopping problem and states that simple threshold stopping policies -- i.e., accepting the first reward larger than a certain threshold -- can achieve tight $\frac{1}{2}$-approximation to the…

Computer Science and Game Theory · Computer Science 2024-10-31 Wei Tang , Haifeng Xu , Ruimin Zhang , Derek Zhu

In this paper we consider two variants of the Secretary problem: The Best-or-Worst and the Postdoc problems. We extend previous work by considering that the number of objects is not known and follows either a discrete Uniform distribution…

Probability · Mathematics 2018-11-13 L. Bayon , P. Fortuny , J. M. Grau , M. M Ruiz , M. A. Oller-Marcen

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…

Data Structures and Algorithms · Computer Science 2013-07-12 Oliver Göbel , Martin Hoefer , Thomas Kesselheim , Thomas Schleiden , Berthold Vöcking

In this paper, we study twelve stochastic input models for online problems and reveal the relationships among the competitive ratios for the models. The competitive ratio is defined as the worst ratio between the expected optimal value and…

Data Structures and Algorithms · Computer Science 2017-09-25 Yasushi Kawase

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 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

In the prophet secretary problem, $n$ values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most $k$…

Computer Science and Game Theory · Computer Science 2022-06-09 Nick Arnosti , Will Ma

In the secretary problem we are faced with an online sequence of elements with values. Upon seeing an element we have to make an irrevocable take-it-or-leave-it decision. The goal is to maximize the probability of picking the element of…

Computer Science and Game Theory · Computer Science 2020-11-17 José Correa , Andrés Cristi , Laurent Feuilloley , Tim Oosterwijk , Alexandros Tsigonias-Dimitriadis

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

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…

Data Structures and Algorithms · Computer Science 2024-12-16 Allan Borodin , Calum MacRury