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The Pandora's Box problem models the search for the best alternative when evaluation is costly. In the simplest variant, a decision maker is presented with $n$ boxes, each associated with a cost of inspection and a hidden random reward. The…

Computer Science and Game Theory · Computer Science 2025-11-18 Georgios Amanatidis , Ben Berger , Tomer Ezra , Michal Feldman , Federico Fusco , Rebecca Reiffenhäuser , Artem Tsikiridis

The Pandora's Box Problem, originally formalized by Weitzman in 1979, models selection from set of random, alternative options, when evaluation is costly. This includes, for example, the problem of hiring a skilled worker, where only one…

Computer Science and Game Theory · Computer Science 2024-02-20 Shant Boodaghians , Federico Fusco , Philip Lazos , Stefano Leonardi

The Pandora's box problem (Weitzman 1979) is a core model in economic theory that captures an agent's (Pandora's) search for the best alternative (box). We study an important generalization of the problem where the agent can either fully…

Computational Engineering, Finance, and Science · Computer Science 2026-04-03 Ali Aouad , Jingwei Ji , Yaron Shaposhnik

We consider online variations of the Pandora's box problem (Weitzman. 1979), a standard model for understanding issues related to the cost of acquiring information for decision-making. Our problem generalizes both the classic Pandora's box…

Data Structures and Algorithms · Computer Science 2019-01-31 Hossein Esfandiari , MohammadTaghi Hajiaghayi , Brendan Lucier , Michael Mitzenmacher

We study the Pandora's Box problem in an online learning setting with semi-bandit feedback. In each round, the learner sequentially pays to open up to $n$ boxes with unknown reward distributions, observes rewards upon opening, and decides…

Machine Learning · Computer Science 2025-10-27 Junyan Liu , Ziyun Chen , Kun Wang , Haipeng Luo , Lillian J. Ratliff

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Statistics Theory · Mathematics 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

Pandora's Box is a fundamental stochastic optimization problem, where the decision-maker must find a good alternative while minimizing the search cost of exploring the value of each alternative. In the original formulation, it is assumed…

This paper proposes a theoretical analysis of recommendation systems in an online setting, where items are sequentially recommended to users over time. In each round, a user, randomly picked from a population of $m$ users, requests a…

Machine Learning · Statistics 2020-10-26 Kaito Ariu , Narae Ryu , Se-Young Yun , Alexandre Proutière

Optimising queries in real-world situations under imperfect conditions is still a problem that has not been fully solved. We consider finding the optimal order in which to execute a given set of selection operators under partial ignorance…

Databases · Computer Science 2015-07-30 Khaled H. Alyoubi , Sven Helmer , Peter T. Wood

This paper is devoted to the extension of the regret lower bound beyond ergodic Markov decision processes (MDPs) in the problem dependent setting. While the regret lower bound for ergodic MDPs is well-known and reached by tractable…

Machine Learning · Computer Science 2025-01-23 Victor Boone , Odalric-Ambrym Maillard

While a large body of empirical results show that temporally-extended actions and options may significantly affect the learning performance of an agent, the theoretical understanding of how and when options can be beneficial in online…

Machine Learning · Computer Science 2017-04-18 Ronan Fruit , Alessandro Lazaric

For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known…

Optimization and Control · Mathematics 2021-11-25 Marc Goerigk , Michael Hartisch

Pandora's Box is a central problem in decision making under uncertainty that can model various real life scenarios. In this problem we are given $n$ boxes, each with a fixed opening cost, and an unknown value drawn from a known…

Data Structures and Algorithms · Computer Science 2023-02-01 Evangelia Gergatsouli , Christos Tzamos

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

Two central problems in Stochastic Optimization are Min Sum Set Cover and Pandora's Box. In Pandora's Box, we are presented with $n$ boxes, each containing an unknown value and the goal is to open the boxes in some order to minimize the sum…

Machine Learning · Computer Science 2022-06-02 Evangelia Gergatsouli , Christos Tzamos

Choice overload - in which larger choice sets are detrimental to a chooser's well-being - is potentially of great importance in the design of economic policy. Yet the current evidence on its prevalence is inconclusive. We argue that…

General Economics · Economics 2025-06-27 Mark Dean , Dilip Ravindran , Jörg Stoye

We study the framework of a dynamic decision-making scenario with resource constraints. In this framework, an agent, whose target is to maximize the total reward under the initial inventory, selects an action in each round upon observing a…

Machine Learning · Computer Science 2024-12-19 Zhaohua Chen , Rui Ai , Mingwei Yang , Yuqi Pan , Chang Wang , Xiaotie Deng

In a classic model analysed by Weitzman an agent is presented with boxes containing prizes. She may open boxes in any order, discover prizes within, and optimally stop. She wishes to maximize the expected value of the greatest prize found,…

Optimization and Control · Mathematics 2015-10-01 Wojciech Olszewski , Richard Weber

We introduce the community exploration problem that has many real-world applications such as online advertising. In the problem, an explorer allocates limited budget to explore communities so as to maximize the number of members he could…

Machine Learning · Computer Science 2018-11-20 Xiaowei Chen , Weiran Huang , Wei Chen , John C. S. Lui

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta
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