相关论文: Limitations of Stochastic Selection with Pairwise …
We study online contention resolution schemes (OCRSs) and prophet inequalities for non-product distributions. Specifically, when the active set is sampled according to a pairwise-independent (PI) distribution, we show a…
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…
Due to their numerous applications, in particular in Mechanism Design, Prophet Inequalities have experienced a surge of interest. They describe competitive ratios for basic stopping time problems where random variables get revealed…
Online contention resolution schemes (OCRSs) were proposed by Feldman, Svensson, and Zenklusen as a generic technique to round a fractional solution in the matroid polytope in an online fashion. It has found applications in several…
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…
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,…
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…
We show that the matroid secretary problem is equivalent to correlated contention resolution in the online random-order model. Specifically, the matroid secretary conjecture is true if and only if every matroid admits an online random-order…
We study a class of Bayesian online selection problems with matroid constraints. Consider a vendor who has several items to sell, with the set of sold items being subject to some structural constraints, e.g., the set of sold items should be…
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…
Prophet inequalities consist of many beautiful statements that establish tight performance ratios between online and offline allocation algorithms. Typically, tightness is established by constructing an algorithmic guarantee and a…
Over the past two decades, significant strides have been made in stochastic problems such as revenue-optimal auction design and prophet inequalities, traditionally modeled with $n$ independent random variables to represent the values of $n$…
In a classical online decision problem, a decision-maker who is trying to maximize her value inspects a sequence of arriving items to learn their values (drawn from known distributions), and decides when to stop the process by taking the…
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…
This dissertation presents new results on three different themes all related to matroid polytopes. First we investigate properties of Ehrhart polynomials of matroid polytopes, independence matroid polytopes, and polymatroids. We prove that…
Online contention resolution schemes (OCRSs) are a central tool in Bayesian online selection and resource allocation: they convert fractional ex-ante relaxations into feasible online policies while preserving each marginal probability up to…
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…
We study single-sample prophet inequalities (SSPIs), i.e., prophet inequalities where only a single sample from each prior distribution is available. Besides a direct, and optimal, SSPI for the basic single choice problem [Rubinstein et…
Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…
Prophet inequalities bound the expected reward that can be obtained in a stopping problem by the optimal reward of its corresponding off-line version. We propose a systematic technique for deriving prophet inequalities for stopping problems…