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A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset to maximize the expected utility of the round-trip profit net of transaction costs. The optimization…

Mathematical Finance · Quantitative Finance 2022-10-26 Alex S. L. Tse , Harry Zheng

We consider the problem of allocating a set of divisible goods to $N$ agents in an online manner, aiming to maximize the Nash social welfare, a widely studied objective which provides a balance between fairness and efficiency. The goods…

Computer Science and Game Theory · Computer Science 2021-08-04 Siddhartha Banerjee , Vasilis Gkatzelis , Artur Gorokh , Billy Jin

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…

Data Structures and Algorithms · Computer Science 2024-11-05 Davin Choo , Chun Kai Ling

We consider the offline sorting buffer problem. The input is a sequence of items of different types. All items must be processed one by one by a server. The server is equipped with a random-access buffer of limited capacity which can be…

Data Structures and Algorithms · Computer Science 2010-09-23 Ho-Leung Chan , Nicole Megow , Rob van Stee , Rene Sitters

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

We provide improved space-time tradeoffs for permutation problems over additively idempotent semi-rings. In particular, there is an algorithm for the Traveling Salesperson Problem that solves $N$-vertex instances using space $S$ and time…

Data Structures and Algorithms · Computer Science 2026-04-09 Afrouz Jabal Ameli , Jesper Nederlof , Shengzhe Wang

We study the submodular secretary problem with a cardinality constraint. In this problem, $n$ candidates for secretaries appear sequentially in random order. At the arrival of each candidate, a decision maker must irrevocably decide whether…

Data Structures and Algorithms · Computer Science 2019-05-14 Kaito Fujii

In the classical prophet inequality, a gambler faces a sequence of items, whose values are drawn independently from known distributions. Upon the arrival of each item, its value is realized and the gambler either accepts it and the game…

Data Structures and Algorithms · Computer Science 2022-04-05 Bo Peng , Zhihao Gavin Tang

The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Arindam Khan , Leon Ladewig

We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…

Computer Science and Game Theory · Computer Science 2022-09-27 Steven Yin , Shipra Agrawal , Assaf Zeevi

We consider the online traveling salesman problem on the real line (OLTSPL) in which a salesman begins at the origin, traveling at no faster than unit speed along the real line, and wants to serve a sequence of requests, arriving online…

Data Structures and Algorithms · Computer Science 2025-07-10 Pei-Chuan Chen , Erik D. Demaine , Chung-Shou Liao , Hao-Ting Wei

We consider the online vector packing problem in which we have a $d$ dimensional knapsack and items $u$ with weight vectors $\mathbf{w}_u \in \mathbb{R}_+^d$ arrive online in an arbitrary order. Upon the arrival of an item, the algorithm…

Discrete Mathematics · Computer Science 2017-06-22 T-H. Hubert Chan , Shaofeng H. -C. Jiang , Zhihao Gavin Tang , Xiaowei Wu

The secretary problem became one of the most prominent online selection problems due to its numerous applications in online mechanism design. The task is to select a maximum weight subset of elements subject to given constraints, where…

Data Structures and Algorithms · Computer Science 2017-04-11 Moran Feldman , Ola Svensson , Rico Zenklusen

In this work, we study a scenario where a publisher seeks to maximize its total revenue across two sales channels: guaranteed contracts that promise to deliver a certain number of impressions to the advertisers, and spot demands through an…

Computer Science and Game Theory · Computer Science 2021-07-16 Melika Abolhassani , Hossein Esfandiari , Yasamin Nazari , Balasubramanian Sivan , Yifeng Teng , Creighton Thomas

We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair

We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…

Optimization and Control · Mathematics 2022-10-11 Negin Gorlezaei , Patrick Jaillet , Zijie Zhou

In this paper, we consider the Online Traveling Salesperson Problem (OLTSP) where the locations of the requests are known in advance, but not their arrival times. We study both the open variant, in which the algorithm is not required to…

Data Structures and Algorithms · Computer Science 2022-11-02 Evripidis Bampis , Bruno Escoffier , Niklas Hahn , Michalis Xefteris

We provide online algorithms for secretary matching in general weighted graphs, under the well-studied models of vertex and edge arrivals. In both models, edges are associated with arbitrary weights that are unknown from the outset, and are…

Data Structures and Algorithms · Computer Science 2020-11-04 Tomer Ezra , Michal Feldman , Nick Gravin , Zhihao Gavin Tang

We revisit the problem of selecting an item from $n$ choices that appear before us in random sequential order so as to minimize the expected rank of the item selected. In particular, we examine the stopping rule where we reject the first…

Probability · Mathematics 2015-12-10 Béla Bajnok , Svetoslav Semov

This work presents an optimally-competitive algorithm for the problem of maximum weighted online perfect bipartite matching with i.i.d. arrivals. In this problem, we are given a known set of workers, a distribution over job types, and…

Data Structures and Algorithms · Computer Science 2019-06-03 Minjun Chang , Dorit S. Hochbaum , Quico Spaen , Mark Velednitsky
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