Towards a theory of maximal extractable value i: Constant function market makers

K Kulkarni, T Diamandis, T Chitra - arXiv preprint arXiv:2207.11835, 2022 - arxiv.org
Maximal Extractable Value (MEV) refers to excess value captured by miners (or validators)
from users in a cryptocurrency network. This excess value often comes from reordering …

On (random-order) online contention resolution schemes for the matching polytope of (bipartite) graphs

C MacRury, W Ma, N Grammel - Operations Research, 2024 - pubsonline.informs.org
Online Contention Resolution Schemes (OCRSs) represent a modern tool for selecting a
subset of elements, subject to resource constraints, when the elements are presented to the …

Tight guarantees for static threshold policies in the prophet secretary problem

N Arnosti, W Ma - Operations research, 2023 - pubsonline.informs.org
In the prophet secretary problem, n values are drawn independently from known
distributions and presented in a uniformly random order. A decision maker must accept or …

A nonparametric framework for online stochastic matching with correlated arrivals

A Aouad, W Ma - arXiv preprint arXiv:2208.02229, 2022 - arxiv.org
The design of online policies for stochastic matching and revenue management settings is
usually bound by the Bayesian prior that the demand process is formed by a fixed-length …

Sample-Based Matroid Prophet Inequalities

H Fu, P Lu, ZG Tang, H Wu, J Wu, Q Zhang - Proceedings of the 25th …, 2024 - dl.acm.org
The classical prophet inequalities problem introduced by Krengel and Sucheston [1977,
1978] assumed complete knowledge of distributions. However, such an assumption may be …

Dynamic resource allocation: Algorithmic design principles and spectrum of achievable performances

O Besbes, Y Kanoria, A Kumar - Operations Research, 2024 - pubsonline.informs.org
Dynamic resource allocation problems are ubiquitous, arising in inventory management,
order fulfillment, online advertising, and other applications. We initially focus on one of the …

New philosopher inequalities for online bayesian matching, via pivotal sampling

M Braverman, M Derakhshan, T Pollner, A Saberi… - Proceedings of the 2025 …, 2025 - SIAM
We study the polynomial-time approximability of the optimal online stochastic bipartite
matching algorithm, initiated by Papadimitriou et al.(EC'21). Here, nodes on one side of the …

Static pricing for multi-unit prophet inequalities

S Chawla, N Devanur, T Lykouris - Operations Research, 2024 - pubsonline.informs.org
We study a pricing problem where a seller has k identical copies of a product, buyers arrive
sequentially, and the seller prices the items aiming to maximize social welfare. When k= 1 …

New prophet inequalities via poissonization and sharding

E Harb - Proceedings of the 2025 Annual ACM-SIAM …, 2025 - SIAM
This work introduces sharding and Poissonization as a unified framework for analyzing
prophet inequalities. Sharding involves splitting a random variable into several independent …

Multi-item order fulfillment revisited: Lp formulation and prophet inequality

A Amil, A Makhdoumi, Y Wei - Available at SSRN 4176274, 2022 - papers.ssrn.com
In this work, we revisit the multi-item order fulfillment model introduced by Jasin and Sinha
(2015). Specifically, we study a dynamic setting in which an e-commerce platform (or online …