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相关论文: Single Sample Prophet Inequality for Uniform Matro…

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Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowed to stop the sequence at any time, claiming a reward equal to the most recent observation. The famous prophet inequality of Krengel,…

数据结构与算法 · 计算机科学 2012-01-24 Robert Kleinberg , S. Matthew Weinberg

We study a variant of the single-choice prophet inequality problem where the decision-maker does not know the underlying distribution and has only access to a set of samples from the distributions. Rubinstein et al. [2020] showed that the…

计算机科学与博弈论 · 计算机科学 2024-09-04 Tomer Ezra

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

In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent value as reward. We evaluate a stopping rule by the…

数据结构与算法 · 计算机科学 2023-11-16 Andrés Cristi , Bruno Ziliotto

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

The setting of the classic prophet inequality is as follows: a gambler is shown the probability distributions of $n$ independent, non-negative random variables with finite expectations. In their indexed order, a value is drawn from each…

数据结构与算法 · 计算机科学 2018-12-31 Jack Wang

In this work, we study the single-choice prophet inequality problem, where a gambler faces a sequence of~$n$ online i.i.d. random variables drawn from an unknown distribution. When a variable reveals its value, the gambler needs to decide…

数据结构与算法 · 计算机科学 2023-08-23 Bo Li , Xiaowei Wu , Yutong Wu

In the classical prophet inequality, a gambler observes a sequence of stochastic rewards $V_1,...,V_n$ and must decide, for each reward $V_i$, whether to keep it and stop the game or to forfeit the reward forever and reveal the next value…

数据结构与算法 · 计算机科学 2013-07-16 Pablo D. Azar , Robert Kleinberg , S. Matthew Weinberg

We study matroid prophet inequalities when distributions are unknown and accessible only through samples. While single-sample prophet inequalities for special matroids are known, no constant-factor competitive algorithm with even a…

数据结构与算法 · 计算机科学 2024-06-19 Hu Fu , Pinyan Lu , Zhihao Gavin Tang , Hongxun Wu , Jinzhao Wu , Qianfan Zhang

The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…

最优化与控制 · 数学 2019-01-10 Van-Anh Truong , Xinshang Wang

Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…

数据结构与算法 · 计算机科学 2020-10-20 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

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…

计算机科学与博弈论 · 计算机科学 2024-10-31 Wei Tang , Haifeng Xu , Ruimin Zhang , Derek Zhu

In the prophet inequality problem, a gambler faces a sequence of items arriving online with values drawn independently from known distributions. On seeing an item, the gambler must choose whether to accept its value as her reward and quit…

数据结构与算法 · 计算机科学 2023-05-23 Archit Bubna , Ashish Chiplunkar

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…

数据结构与算法 · 计算机科学 2025-06-23 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

In this paper, we introduce an over-time variant of the well-known prophet inequality with i.i.d. random variables. Instead of stopping with one realized value at some point in the process, we decide for each step how long we select the…

数据结构与算法 · 计算机科学 2025-09-08 Andreas Abels , Elias Pitschmann , Daniel Schmand

We investigate prophet inequalities with competitive ratios approaching $1$, seeking to generalize $k$-uniform matroids. We first show that large girth does not suffice: for all $k$, there exists a matroid of girth $\geq k$ and a prophet…

数据结构与算法 · 计算机科学 2024-11-21 Noga Alon , Nick Gravin , Tristan Pollner , Aviad Rubinstein , Hongao Wang , S. Matthew Weinberg , Qianfan Zhang

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…

数据结构与算法 · 计算机科学 2024-11-05 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

The study of the prophet inequality problem in the limited information regime was initiated by Azar et al. [SODA'14] in the pursuit of prior-independent posted-price mechanisms. As they show, $O(1)$-competitive policies are achievable using…

计算机科学与博弈论 · 计算机科学 2021-11-24 Constantine Caramanis , Matthew Faw , Orestis Papadigenopoulos , Emmanouil Pountourakis

The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…

数据结构与算法 · 计算机科学 2018-03-20 Soheil Ehsani , MohammadTaghi Hajiaghayi , Thomas Kesselheim , Sahil Singla

Prophet inequalities compare online stopping strategies against an omniscient "prophet" using distributional knowledge. In this work, we augment this model with a conservative prediction of the maximum realized value. We quantify the…

计算机科学与博弈论 · 计算机科学 2026-02-20 Johannes Brüstle , Ilan Reuven Cohen , Stefano Leonardi
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