Prophet inequalities made easy: Stochastic optimization by pricing nonstochastic inputs

P Dutting, M Feldman, T Kesselheim, B Lucier - SIAM Journal on Computing, 2020 - SIAM
We present a general framework for stochastic online maximization problems with
combinatorial feasibility constraints. The framework establishes prophet inequalities by …

Prophet secretary for combinatorial auctions and matroids

S Ehsani, MT Hajiaghayi, T Kesselheim… - Proceedings of the twenty …, 2018 - SIAM
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 …

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 …

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 …

Online stochastic max-weight matching: Prophet inequality for vertex and edge arrival models

T Ezra, M Feldman, N Gravin, ZG Tang - … of the 21st ACM Conference on …, 2020 - dl.acm.org
We provide prophet inequality algorithms for online weighted matching in general (non-
bipartite) graphs, under two well-studied arrival models, namely edge arrival and vertex …

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 …

Prophet inequalities for iid random variables from an unknown distribution

J Correa, P Dütting, F Fischer, K Schewior - Proceedings of the 2019 …, 2019 - dl.acm.org
A central object in optimal stopping theory is the single-choice prophet inequality for
independent, identically distributed random variables: given a sequence of random …

An o (log log m) prophet inequality for subadditive combinatorial auctions

P Dütting, T Kesselheim, B Lucier - ACM SIGecom Exchanges, 2020 - dl.acm.org
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 …

Combinatorial prophet inequalities

A Rubinstein, S Singla - Proceedings of the Twenty-Eighth Annual ACM-SIAM …, 2017 - SIAM
We introduce a novel framework of Prophet Inequalities for combinatorial valuation
functions. For a (n on-monotone) submodular objective function over an arbitrary matroid …

Beating 1-1/e for ordered prophets

M Abolhassani, S Ehsani, H Esfandiari… - Proceedings of the 49th …, 2017 - dl.acm.org
Hill and Kertz studied the prophet inequality on iid distributions [The Annals of Probability
1982]. They proved a theoretical bound of 1-1/e on the approximation factor of their …