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cs.DS2024
IID Prophet Inequality with Random Horizon: Going Beyond Increasing Hazard Rates
Giordano Giambartolomei, Frederik Mallmann-Trenn, Raimundo Saona
Prophet inequalities are a central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given dist…
cs.DS2023
Prophet Inequalities: Separating Random Order from Order Selection
Giordano Giambartolomei, Frederik Mallmann-Trenn, Raimundo Saona
Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions,…
cs.DS2018
Prophet Secretary Through Blind Strategies
Jose Correa, Raimundo Saona, Bruno Ziliotto
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop…