We present a general framework for stochastic online maximization problems with combinatorial feasibility constraints. The framework establishes prophet inequalities by …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …