3 citations · 3 across the 7 of their papers we have counts for
11 papers
Moment Ambiguity and the Limits of Robust Stochastic Optimization
Andrés Cristi, Matteo Russo, Jiechen Zhang
We study fundamental information-theoretic limits of robust stochastic optimization when the distribution is known only through its exact moment sequence. We develop a unified fram…
Reducing the Large Set Threshold for Oertel's Conjecture on the Mixed-Integer Volume
Andrés Cristi, David Salas
In 1960, Grünbaum proved that for any convex body and every halfspace containing the centroid of , one has that the volume of is at least a…
The Simplicity of Optimal Dynamic Mechanisms
Jose Correa, Andres Cristi, Laura Vargas Koch
A fundamental economic question is that of designing revenue-maximizing mechanisms in dynamic environments. This paper considers a simple yet compelling market model to tackle this…
Online Matroid Embeddings
Andrés Cristi, Paul Dütting, Robert Kleinberg +2
We introduce the notion of an online matroid embedding, which is an algorithm for mapping an unknown matroid that is revealed in an online fashion to a larger-but-known matroid. We…
Planning Against a Prophet: A Graph-Theoretic Framework for Making Sequential Decisions
Andrés Cristi, Sigal Oren
We devise a general graph-theoretic framework for studying prophet inequalities. In this framework, an agent traverses a directed acyclic graph from a starting node to a target…
Prophet Inequalities Require Only a Constant Number of Samples
Andrés Cristi, Bruno Ziliotto
In a prophet inequality problem, independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent v…
Trading Prophets
José Correa, Andrés Cristi, Paul Dütting +3
In this work we initiate the study of buy-and-sell prophet inequalities. We start by considering what is arguably the most fundamental setting. In this setting the online algorithm…
The Secretary Problem with Independent Sampling
José Correa, Andrés Cristi, Laurent Feuilloley +2
In the secretary problem we are faced with an online sequence of elements with values. Upon seeing an element we have to make an irrevocable take-it-or-leave-it decision. The goal…
Sample-driven optimal stopping: From the secretary problem to the i.i.d. prophet inequality
José Correa, Andrés Cristi, Boris Epstein +1
We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker…
The Two-Sided Game of Googol and Sample-Based Prophet Inequalities
José Correa, Andrés Cristi, Boris Epstein +1
The secretary problem or the game of Googol are classic models for online selection problems that have received significant attention in the last five decades. We consider a varian…
Negative Prices in Network Pricing Games
Andrés Cristi, Marc Schröder
In a Stackelberg network pricing game, a leader sets prices for a given subset of edges so as to maximize profit, after which one or multiple followers choose a shortest path from…