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 Stop**
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 stop** …

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 …

Prophet secretary

H Esfandiari, MT Hajiaghayi, V Liaghat… - SIAM Journal on Discrete …, 2017 - SIAM
Optimal stop** theory is a powerful tool for analyzing scenarios such as online auctions in
which we generally require optimizing an objective function over the space of stop** rules …

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 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 stop** theory is the single-choice prophet inequality for
independent, identically distributed random variables: given a sequence of random …

Beyond matroids: Secretary problem and prophet inequality with general constraints

A Rubinstein - Proceedings of the forty-eighth annual ACM …, 2016 - dl.acm.org
We study generalizations of the``Prophet Inequality''and``Secretary Problem'', where the
algorithm is restricted to an arbitrary downward-closed set system. For 0, 1 values, we give O …

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 …

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 …