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相关论文: Prophet Inequality with Correlated Arrival Probabi…

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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…

数据结构与算法 · 计算机科学 2025-01-13 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

Consider a gambler and a prophet who observe a sequence of independent, non-negative numbers. The gambler sees the numbers one-by-one whereas the prophet sees the entire sequence at once. The goal of both is to decide on fractions of each…

数据结构与算法 · 计算机科学 2013-07-22 Paul Duetting , Robert Kleinberg

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…

计算机科学与博弈论 · 计算机科学 2017-07-11 Paul Dütting , Michal Feldman , Thomas Kesselheim , Brendan Lucier

In the online 2-bounded auction problem, we have a collection of items represented as nodes in a graph and bundles of size two represented by edges. Agents are presented sequentially, each with a random weight function over the bundles. The…

计算机科学与博弈论 · 计算机科学 2024-10-17 José Soto , Victor Verdugo

Many online problems are studied in stochastic settings for which inputs are samples from a known distribution, given in advance, or from an unknown distribution. Such distributions model both beyond-worst-case inputs and, when given,…

数据结构与算法 · 计算机科学 2025-11-13 Gregory Kehne , Thomas Kesselheim

We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…

计算机科学与博弈论 · 计算机科学 2023-05-19 Paul Dütting , Evangelia Gergatsouli , Rojin Rezvan , Yifeng Teng , Alexandros Tsigonias-Dimitriadis

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…

概率论 · 数学 2026-05-20 Alexander Goldenshluger , Yaakov Malinovsky , Assaf Zeevi

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…

数据结构与算法 · 计算机科学 2025-07-24 Jose Correa , Sebastian Perez-Salazar , Dana Pizarro , Bruno Ziliotto

We consider prophet inequalities under downward-closed constraints. In this problem, a decision-maker makes immediate and irrevocable choices on arriving elements, subject to constraints. Traditionally, performance is compared to the…

计算机科学与博弈论 · 计算机科学 2023-10-10 Tomer Ezra , Stefano Leonardi , Rebecca Reiffenhäuser , Matteo Russo , Alexandros Tsigonias-Dimitriadis

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…

数据结构与算法 · 计算机科学 2021-07-09 Chandra Chekuri , Vasilis Livanos

In this work we initiate the study of buy-and-sell prophet inequalities. We start by considering what is arguably the most fundamental setting. In this setting the online algorithm observes a sequence of prices one after the other. At each…

数据结构与算法 · 计算机科学 2023-05-26 José Correa , Andrés Cristi , Paul Dütting , Mohammad Hajiaghayi , Jan Olkowski , Kevin Schewior

We study the single-choice Prophet Inequality problem when the gambler is given access to samples. We show that the optimal competitive ratio of $1/2$ can be achieved with a single sample from each distribution. When the distributions are…

数据结构与算法 · 计算机科学 2025-09-12 Aviad Rubinstein , Jack Z. Wang , S. Matthew Weinberg

We study the i.i.d. $k$-selection prophet inequality problem, where a decision-maker sequentially observes $n$ independent nonnegative rewards and may accept at most $k$ of them without knowledge of future realizations. The objective is to…

最优化与控制 · 数学 2026-02-24 Jieming Kong , Karthyek Murthy

The prophet inequalities problem has received significant study over the past decades and has several applications such as to online auctions. In this paper, we study two variants of the i.i.d. prophet inequalities problem, namely the…

数据结构与算法 · 计算机科学 2020-12-01 William Marshall , Nolan Miranda , Albert Zuo

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…

计算机科学与博弈论 · 计算机科学 2024-02-23 Johannes Brustle , José Correa , Paul Dütting , Tomer Ezra , Michal Feldman , Victor Verdugo

The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…

数据结构与算法 · 计算机科学 2024-11-05 Ziyun Chen , Zhiyi Huang , Dongchen Li , Zhihao Gavin Tang

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…

数据结构与算法 · 计算机科学 2020-11-10 Allen Liu , Renato Paes Leme , Martin Pal , Jon Schneider , Balasubramanian Sivan

We provide prophet inequality algorithms for online weighted matching in general (non-bipartite) graphs, under two well-studied arrival models, namely edge arrival and vertex arrival. The weight of each edge is drawn independently from an…

数据结构与算法 · 计算机科学 2020-02-27 Tomer Ezra , Michal Feldman , Nick Gravin , Zhihao Gavin Tang

We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of $N$ items…

计算机科学与博弈论 · 计算机科学 2021-08-11 José Correa , Andrés Cristi , Boris Epstein , José Soto

We study threshold testing, an elementary probing model with the goal to choose a large value out of $n$ i.i.d. random variables. An algorithm can test each variable $X_i$ once for some threshold $t_i$, and the test returns binary feedback…

数据结构与算法 · 计算机科学 2024-06-13 Martin Hoefer , Kevin Schewior