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Splitting Guarantees for Prophet Inequalities via Nonlinear Systems
Johannes Brustle, Sebastian Perez-Salazar, Victor Verdugo
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…
The IID Prophet Inequality with Limited Flexibility
Sebastian Perez-Salazar, Mohit Singh, Alejandro Toriello
In online sales, sellers usually offer each potential buyer a posted price in a take-it-or-leave fashion. Buyers can sometimes see posted prices faced by other buyers, and changing…
Robust Online Selection with Uncertain Offer Acceptance
Sebastian Perez-Salazar, Mohit Singh, Alejandro Toriello
Online advertising has motivated interest in online selection problems. Displaying ads to the right users benefits both the platform (e.g., via pay-per-click) and the advertisers (…