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math.OC2026
Optimal Prophet Inequalities for Gain from Trade
Xujin Chen, Xiaodong Hu, Changjun Wang +1
We initiate the study of prophet trading, an online trading model in which a trader interacts with sellers and buyers who arrive in a uniformly random order and whose prices are dr…
math.OC2025
Supermodular Maximization with Cardinality Constraints
Xujin Chen, Xiaodong Hu, Changjun Wang +1
Let be a finite set of elements, be a nonnegative monotone supermodular function, and be a positive integer no greater than . This…