Prophet inequality: Order selection beats random order

A Bubna, A Chiplunkar - Proceedings of the 24th ACM Conference on …, 2023 - dl.acm.org
In the prophet inequality problem, a gambler faces a sequence of items arriving online with
values drawn independently from known distributions. On seeing an item, the gambler must …

The secretary problem with independent sampling

J Correa, A Cristi, L Feuilloley… - Management …, 2024 - pubsonline.informs.org
The secretary problem is probably the most well-studied optimal stopping problem with
many applications in economics and management. In the secretary problem, a decision …

Order selection prophet inequality: From threshold optimization to arrival time design

B Peng, ZG Tang - 2022 IEEE 63rd Annual Symposium on …, 2022 - ieeexplore.ieee.org
In the classical prophet inequality, a gambler faces a sequence of items, whose values are
drawn independently from known distributions. Upon the arrival of each item, its value is …

Fairness and bias in online selection

J Correa, A Cristi, P Duetting… - … on machine learning, 2021 - proceedings.mlr.press
There is growing awareness and concern about fairness in machine learning and algorithm
design. This is particularly true in online selection problems where decisions are often …

The Secretary Problem with Predictions

K Fujii, Y Yoshida - Mathematics of Operations Research, 2024 - pubsonline.informs.org
The value maximization version of the secretary problem is the problem of hiring a candidate
with the largest value from a randomly ordered sequence of candidates. In this work, we …

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 …

Pairwise-Independent Contention Resolution

A Gupta, J Hu, G Kehne, R Levin - International Conference on Integer …, 2024 - Springer
We study online contention resolution schemes (OCRSs) and prophet inequalities for non-
product distributions. Specifically, when the active set is sampled according to a pairwise …

The Competition Complexity of Prophet Inequalities

J Brustle, J Correa, P Dütting, T Ezra… - Proceedings of the 25th …, 2024 - dl.acm.org
We study the classic single-choice prophet inequality problem through a resource
augmentation lens. Our goal is to bound the (1-ε)-competition complexity of different types of …

The competition complexity of dynamic pricing

J Brustle, J Correa, P Dütting, V Verdugo - Proceedings of the 23rd ACM …, 2022 - dl.acm.org
We study the competition complexity of dynamic pricing relative to the optimal auction in the
fundamental single-item setting. In prophet inequality terminology, we compare the expected …

Splitting Guarantees for Prophet Inequalities via Nonlinear Systems

J Brustle, S Perez-Salazar, V Verdugo - arXiv preprint arXiv:2406.17767, 2024 - arxiv.org
The prophet inequality is one of the cornerstone problems in optimal stopping theory and
has become a crucial tool for designing sequential algorithms in Bayesian settings. In the iid …