Showing 2024Show all
2 papers · 1 filter
cs.GT2024
Optimal Guarantees for Online Selection Over Time
Sebastian Perez-Salazar, Victor Verdugo
Prophet inequalities are a cornerstone in optimal stopping and online decision-making. Traditionally, they involve the sequential observation of non-negative independent random…
math.OC2024
Sequential Selection with Expirations
Yihua Xu, Rohan Ghuge, Sebastian Perez-Salazar
Motivated by applications where impatience is pervasive and evaluation times are uncertain, we study a selection model where options may expire at an unknown point in time and eval…