Recent developments in prophet inequalities

J Correa, P Foncea, R Hoeksma, T Oosterwijk… - ACM SIGecom …, 2019 - dl.acm.org
The classic prophet inequality states that, when faced with a finite sequence of non-negative
independent random variables, a gambler who knows their distribution and is allowed to …

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 …

A statistical learning approach to personalization in revenue management

X Chen, Z Owen, C Pixton… - Management …, 2022 - pubsonline.informs.org
We consider a logit model-based framework for modeling joint pricing and assortment
decisions that take into account customer features. This model provides a significant …

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 …

Prophet secretary through blind strategies

J Correa, R Saona, B Ziliotto - Mathematical Programming, 2021 - Springer
In the classic prophet inequality, a well-known problem in optimal stopping theory, samples
from independent random variables (possibly differently distributed) arrive online. A gambler …

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 …

Survey of dynamic resource-constrained reward collection problems: Unified model and analysis

SR Balseiro, O Besbes, D Pizarro - Operations Research, 2024 - pubsonline.informs.org
Dynamic resource allocation problems arise under a variety of settings and have been
studied across disciplines such as operations research and computer science. The present …