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相关论文: Optimal stopping in a two-sided secretary problem

200 篇论文

The objective of this paper is to show that the so-called unified approach to stopping problems with unknown cardinality introduced in Bruss (1984) proves to be efficient for solving other types of best-choice problems. We show that what we…

概率论 · 数学 2016-10-03 Rémi Dendievel

We study the problem of approximate social welfare maximization (without money) in one-sided matching problems when agents have unrestricted cardinal preferences over a finite set of items. Random priority is a very well-known…

计算机科学与博弈论 · 计算机科学 2014-05-07 Aris Filos-Ratsikas , Søren Kristoffer Stiil Frederiksen , Jie Zhang

We consider an optimal stopping problem with n correlated offers where the goal is to design a (randomized) stopping strategy that maximizes the expected value of the offer in the sequence at which we stop. Instead of assuming to know the…

最优化与控制 · 数学 2025-07-08 Pieter Kleer , Daan Noordenbos

In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving in random order, and must devise strategies for selecting…

数据结构与算法 · 计算机科学 2007-05-23 Ming-Yang Kao , Stephen R. Tate

We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) $g$-expectation. We then consider a non-zero-sum…

概率论 · 数学 2017-05-11 Miryana Grigorova , Marie-Claire Quenez

We consider the problem of matching applicants to posts where applicants have preferences over posts. Thus the input to our problem is a bipartite graph G = (A U P,E), where A denotes a set of applicants, P is a set of posts, and there are…

离散数学 · 计算机科学 2017-04-05 Prajakta Nimbhorkar , Arvind Rameshwar

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

计算机科学与博弈论 · 计算机科学 2014-04-21 Elliot Anshelevich , Shreyas Sekar

This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player…

最优化与控制 · 数学 2020-11-23 David M. Ramsey , Krzysztof Szajowski

We consider a two-sided matching problem in which the agents on one side have dichotomous preferences and the other side representing institutions has strict preferences (priorities). It captures several important applications in matching…

计算机科学与博弈论 · 计算机科学 2025-02-17 Haris Aziz , Md. Shahidul Islam , Szilvia Pápai

A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

最优化与控制 · 数学 2020-01-23 Sören Christensen , Kristoffer Lindensjö

Colloquially, there are two groups, $n$ men and $n$ women, each man (woman) ranking women (men) as potential marriage partners. A complete matching is called stable if no unmatched pair prefer each other to their partners in the matching.…

组合数学 · 数学 2024-06-18 Boris Pittel

In the Online Machine Covering problem jobs, defined by their sizes, arrive one by one and have to be assigned to $m$ parallel and identical machines, with the goal of maximizing the load of the least-loaded machine. In this work, we study…

数据结构与算法 · 计算机科学 2021-10-28 Susanne Albers , Waldo Gálvez , Maximilian Janke

The set of stable matchings induces a distributive lattice. The supremum of the stable matching lattice is the boy-optimal (girl-pessimal) stable matching and the infimum is the girl-optimal (boy-pessimal) stable matching. The classical…

组合数学 · 数学 2021-07-13 Ndiame Ndiaye , Sergey Norin , Adrian Vetta

In the Prophet Secretary problem, samples from a known set of probability distributions arrive one by one in a uniformly random order, and an algorithm must irrevocably pick one of the samples as soon as it arrives. The goal is to maximize…

数据结构与算法 · 计算机科学 2017-11-07 Yossi Azar , Ashish Chiplunkar , Haim Kaplan

In submodular $k$-secretary problem, the goal is to select $k$ items in a randomly ordered input so as to maximize the expected value of a given monotone submodular function on the set of selected items. In this paper, we introduce a…

数据结构与算法 · 计算机科学 2018-09-18 Shipra Agrawal , Mohammad Shadravan , Cliff Stein

In this paper we introduce the hiring under uncertainty problem to model the questions faced by hiring committees in large enterprises and universities alike. Given a set of $n$ eligible candidates, the decision maker needs to choose the…

数据结构与算法 · 计算机科学 2019-05-08 Manish Raghavan , Manish Purohit , Sreenivas Gollupadi

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

数理金融 · 定量金融 2021-07-15 Yu-Jui Huang , Xiang Yu

We study a robust optimal stopping problem with respect to a set $\cP$ of mutually singular probabilities. This can be interpreted as a zero-sum controller-stopper game in which the stopper is trying to maximize its pay-off while an adverse…

概率论 · 数学 2016-04-12 Erhan Bayraktar , Song Yao

Online knapsack problem is considered, where items arrive in a sequential fashion that have two attributes; value and weight. Each arriving item has to be accepted or rejected on its arrival irrevocably. The objective is to maximize the sum…

数据结构与算法 · 计算机科学 2017-11-30 Rahul Vaze

Motivated by online platforms such as job markets, we study an agent choosing from a list of candidates, each with a hidden quality that determines match value. The agent observes only a noisy ranking of the candidates plus a binary signal…

计算机科学与博弈论 · 计算机科学 2026-02-26 Kate Donahue , Nicole Immorlica , Brendan Lucier