Prophet inequalities made easy: Stochastic optimization by pricing nonstochastic inputs
We present a general framework for stochastic online maximization problems with
combinatorial feasibility constraints. The framework establishes prophet inequalities by …
combinatorial feasibility constraints. The framework establishes prophet inequalities by …
A constant factor prophet inequality for online combinatorial auctions
In online combinatorial auctions m indivisible items are to be allocated to n agents who
arrive online. Agents have random valuations for the different subsets of items and the goal …
arrive online. Agents have random valuations for the different subsets of items and the goal …
Prophet secretary for combinatorial auctions and matroids
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 …
Theory. Recently, there has been a lot of work in generalizing these models to multiple items …
An economic view of prophet inequalities
B Lucier - ACM SIGecom Exchanges, 2017 - dl.acm.org
Over the past decade, an exciting connection has developed between the theory of posted-
price mechanisms and the prophet inequality, a result from the theory of optimal stopping …
price mechanisms and the prophet inequality, a result from the theory of optimal stopping …
Simple versus optimal contracts
P Dütting, T Roughgarden… - Proceedings of the 2019 …, 2019 - dl.acm.org
We consider the classic principal-agent model of contract theory, in which a principal
designs an outcome-dependent compensation scheme to incentivize an agent to take a …
designs an outcome-dependent compensation scheme to incentivize an agent to take a …
Optimal single-choice prophet inequalities from samples
A Rubinstein, JZ Wang, SM Weinberg - arXiv preprint arXiv:1911.07945, 2019 - arxiv.org
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 …
samples. We show that the optimal competitive ratio of $1/2$ can be achieved with a single …
Simple mechanisms for a subadditive buyer and applications to revenue monotonicity
A Rubinstein, SM Weinberg - ACM Transactions on Economics and …, 2018 - dl.acm.org
We study the revenue maximization problem of a seller with n heterogeneous items for sale
to a single buyer whose valuation function for sets of items is unknown and drawn from …
to a single buyer whose valuation function for sets of items is unknown and drawn from …
Prophet inequalities for iid random variables from an unknown distribution
A central object in optimal stopping theory is the single-choice prophet inequality for
independent, identically distributed random variables: given a sequence of random …
independent, identically distributed random variables: given a sequence of random …
An o (log log m) prophet inequality for subadditive combinatorial auctions
We survey the main results from [Dütting, Kesselheim, and Lucier 2020]: 1 a simple posted-
price mechanism for subadditive combinatorial auctions with m items that achieves an O (log …
price mechanism for subadditive combinatorial auctions with m items that achieves an O (log …
Prophet secretary: Surpassing the 1-1/e barrier
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 …
arrive one by one in a uniformly random order, and an algorithm must irrevocably pick one of …